Next Generation
Financial Technology
Quant Finance
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Asset Optimization
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Software Engineering
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Data Modeling
Mission
Valdon Mesh is a software and consulting boutique in the field of financial technology and quant finance based on the belief that business is about people and the transfer of knowledge. We are passionate about our mission to bridge the gap between academia and industry by transferring cutting edge academic knowledge and research into consultancy and technology services, delivering fully fledged solutions to the financial industry.
Valdon consists of a dedicated and driven group of individuals operating with great levels of integrity, quality, and transparency. We provide services designed for regulatory compliance and business enhancement and strives for continuous and sustainable innovation. Valdon teams provide extensive work experience with risk and trading models of large private and investment banks as well as for international clearing houses on the one hand, and deep knowledge of the theoretical frameworks from their academic careers and research affiliations on the other hand.
We offer customer tailored consultancy services and solutions in model validation, model development, evaluation and assessment of financial risk, and other fields. Valdon Mesh GmbH was founded 2015 in Frankfurt and merged with its Zurich-based twin company Valdon Group GmbH in 2024.
Model Building
Develop, build, and implement
Valdon is a specialist in model development and building with focus on large scale risk and trading models for assessing and predicting business related quantities of time series. Examples are rating tools, value-at-risk and expected shortfall forecasts, quantile predictions, and dynamic margin requirement models for exchanges and clearing houses. Particular attention is given to most recent developments in technology and research in univariate and multivariate time series modeling and applications.
Data Analysis
Big data and deep learning made real
Data science is a good deal more valuable than most firms realize, and a great untapped resource. By combining the various types of data accumulated in a company's daily business, potentially scattered around different departments, systems and entities, business activities can be substantially enhanced and refined. Valdon offers the necessary knowhow, statistical expertise, partnerships and technology to uncover, analyze and process big data. This includes the latest endeavors in machine learning.
Optimization
Making the most of it
Optimization is key to success in understanding complex systems. Valdon offers specialists' knowledge and tailored solutions to optimization problems in statistics, econometrics, and other data related fields, such as bioinformatics and computer vision. Topics in finance include risk management, option pricing, high frequency data analysis, and portfolio optimization, to name a few. Modern optimization methods and techniques are a cornerstone of Valdon and available in-house. Also, Valdon covers the technical side of the story.
Model Validation
Regulatory Compliance
Being regulatory compliant is becoming stringent and a competitive factor. Due to soaring regulators' demand for better analytics and more frequent reporting, banks, insurers and other financial institutions need to continuously validate their internal risk and trading models. Valdon provides a suite of validations for a broad spectrum of risk models: variance, value-at-risk, expected shortfall, portfolio downside risk, time series risk factors, rating tools, and others; tailored to individual requirements and specifications if desired.
Jochen has a track record of academic research of more than ten years since his first MSc in Economics at the University of Kiel, Germany. In addition, he holds a MSc in Computer Science from the University of Kiel, and a PhD in Finance from the University of Zürich. He worked as Senior Research Associate at the Department of Banking and Finance of the University of Zürich, supported by the Swiss National Science Foundation, for years. Other positions cover portfolio management (robo-advisory), and data science (retail). His background is in computer vision, statistics, data analytics, time series analysis, econometrics, risk modeling, and portfolio optimization. Jochen is a passionate developer and specialist for large-scale optimization problems and model development. He is Co-Founder of Valdon Mesh, and our Head of Operations.
Sven has worked in the financial services industry for more than a decade after his graduation at the University of Kiel, Germany, of what would be nowadays called a MSc in Data Science. He continued with working for the Department of Banking and Finance at the University of Zurich and then moved on to become an exotics trader at JPMorgan's equity trading floor in London, mostly involved in hybrids derivatives trading and hedging. The entrepreneurial spirit of Dr. Steude led him further to quantitative consulting in the area of risk prediction for various trading firms, clearing houses, hedge funds and quant consulting firms, and one of which he now co-founded himself (2015). Dr. Steude holds a PhD in Econometrics from the University of Zurich, Switzerland. For more than seven years now, he is leading the Hackaton and the 'Banking and Finance 2.0' start-up seminar of the University of Zurich (Department of Informatics and Department of Banking and Finance), where he is also a senior lecturer in Options-Trading and Statistics and Econometrics.
