SigmaQ Analytics is a provider of advanced analytics and risk data for the financial services industry.
We primarily focus on data and topics in the area of credit risk: default probabilities for the listed global corporate market and for European private companies, loss-given-default metric for the entire global corporate market; liquidity risk indicator for the entire global corporate market; IFRS 9 ECL, credit portfolio models, macro-economic models, stress testing, concentration analysis.
We are also working on risk models for energy trading and have developed a customized, integrated risk approach that combines the usual separate portfolio view (credit portfolio models) with the genuine trading approach (potential future exposure).
Founded in 2019 by Kai Schnee, SigmaQ Analytics is fully self-financed and independent.

SigmaQ Analytics

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