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NQuantX, LLC provides financial engineering solutions to support trading, hedging and risk management decisions. NQuantX is a spin-off of Black Swan Risk Advisors, LLC.

Our clients are firms active in energy and commodity physical and derivatives markets such as producers, consumers, utilities, marketers, traders, utilities, financial institutions, asset managers, and hedge funds.

We help clients solve their valuation and risk management needs with a wide range of services and solutions.

Financial Engineering Solutions

Portfolio risk measurement (market, credit, collateral, liquidity, volumetric, operational)

Physical asset and contract Valuation, Optimization and Hedging

Spot and forward curve simulation

Forward Curve Building and Shaping

Derivatives MtM, Greeks, hedge curves

Structured Product valuation and hedging

Trading and hedging strategy analysis and backtesting

Advisory and Outsourcing Services

Financial engineering outsourcing

Valuation and model development

Risk model review and assessment

Trading and hedging strategy design and execution

Trading and risk metrics, policies and procedures - Market, credit and ERM

Risk and trading strategy forensic analysis

M&A advisory work

Due diligence on derivatives and risk management

NQuantX LLC

Financial Engineering Solutions for Energy and Commodity Markets