We Are

a specialist risk management consultancy combining decades of banking experience with academic excellence

We Work

with some of the world’s best known financial institutions to develop innovative solutions in quantitative finance

We Believe

our clients expect us to display unique insight, use the best methodology and solve problems that defeat others


Stress Testing

We support banks in large scale stress tests across different regulatory environments


We have successfully completed projects at the heart of the new BCBS risk measurement framework


Fintegral specialists worked for many years with IAS 39 and are perfectly placed for the transition to IFRS 9

Counterparty Credit Risk

Some of Fintegral’s biggest projects ¬†with tier 1 banks are in the field of counterparty credit risk

EBA Stress Testing

Speak to us about how you can prepare for the 2018 EBA stress tests, revised to take account of IFRS 9


Fintegral’s CCAR clients include some of the largest US, British and Swiss financial institutions

Operational Risk

We have developed and implemented comprehensive OpRisk frameworks for a wide range of banks

Model Risk Management

Our proprietary control tool has helped major banks establish comprehensive model risk processes

Insurance Solutions

Fintegral consultants have worked on both sides of the regulatory fence – as risk modellers and supervisors

Model Validation

Our model tests detect hidden problems with derivatives and structured products


We have a background in establishing and running XVA desks at tier 1 banks

Credit Portfolio Modelling

We employ proprietary implementations of the main models used to analyse credit and concentration risk

Regulatory Management

Fintegral continually analyses regulatory developments and helps clients implement the changes effectively

Credit Models

We are experts in the development and validation of internal models of credit risk for every kind of counterparty


Case Studies

Counterparty Credit Risk at a Globally Significant Investment Bank: Regression pricing and the rapid simulation of complex exotic derivatives

Exotic derivatives valued in a fraction of the time of conventional approaches, tactical fixes minimised, model development and validation times shortened

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Case Studies

Macroeconomic Model Building: Stress testing at a UK G-SIB

Defining an appropriate methodology for credit risk stress testing in the banking book and developing a suite of appropriate macroeconomic models

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Case Studies

IT Risk Management: developed for a tier 1 German bank

A scenario-based IT risk management approach consistent with OpRisk control and regulatory reporting requirements

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Case Studies

Credit Portfolio Modelling: for a major Swiss insurer

New CPM developed, subjected to independent model validation, reviewed and approved by regulator

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Case Studies

Operational Risk: Design and implementation of a scoring model and self-assessment for a tier 1 German bank

Facilitating more effective identification of OpRisk trends and the measures needed to mitigate them

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Case Studies

Model Risk: Establishing a model governance system for a tier 1 G-SIB bank

Application of a Fintegral proprietory tool to the development of an overarching model governance framework

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Join Us

We’re always recruiting.

We operate in London, Zurich, Frankfurt and New York.