Providing quantitative risk analytics and data for financial institutions, energy traders and corporates.
Risk data. Advanced Analytics. Advisory.
SigmaQ Analytics is an independent quantitative risk specialist headquartered in Zurich, Switzerland.
We combine proprietary risk data, quantitative models and hands-on implementation expertise. Our work ranges from corporate PD and LGD data, IFRS 9 and CECL to credit portfolio models, macroeconomic models, stress testing and energy trading risk.
This combination of risk data, analytics and advisory allows us to support our clients from the underlying risk data and methodology through to implementation and ongoing operation.
Our experience spans insurance, banking, energy trading, marine shipping and aviation.
SigmaQ was founded on the belief that sophisticated quantitative methods should make risk more transparent — not create another black box.
Founded in 2019, SigmaQ Analytics is fully self-financed and independent.
Risk Data
Credit risk data built for quantitative applications
SigmaQ provides daily Probability of Default data for more than 35,000 listed companies across 70+ markets, with historical time series back to 2007.
Our corporate PDs are complemented by instrument-level LGD data, sector credit indices and customized PD models. The data support applications ranging from credit monitoring and investment portfolio management to ECL, portfolio modelling and stress testing.
Analytics & Models
Proven quantitative models. Analytics tailored to client needs.
SigmaQ combines established in-house models with customized quantitative solutions. Our modelling capabilities span IFRS 9 and CECL expected credit loss, corporate PD and LGD models, credit portfolio models, macroeconomic models and stress testing, as well as credit risk models for energy trading.
For many applications, we can build on SigmaQ’s existing quantitative technology base rather than developing a solution from scratch.
Our focus is on models that are robust, transparent and practical to implement and operate.
Advisory
From model development to implementation and operation
SigmaQ supports clients throughout the model lifecycle — from methodology, development and calibration to validation, implementation and ongoing operation.
Our experience includes IFRS 9 and CECL, where we have supported leading European insurers for many years, as well as developing ECL models for corporates in marine shipping and aviation.
Working at sigmaQ
Join sigmaQ Analytics →SigmaQ brings together professionals with international and multidisciplinary backgrounds, including quantitative finance, economics, physics and data science.
Our team combines technical expertise with hands-on experience.
We are headquartered in Zurich, Switzerland.
Our management team
Kai Schnee
Bjarni Bragi Jonsson
Talk to SigmaQ
Whether you are looking for risk data, quantitative models or support with a specific risk-management challenge, we would be happy to discuss how SigmaQ can help.