At Prime Gambit we work closely with our clients to evaluate and address their unique needs. Our philosophy is that every asset should be modeled in a consistent, standard way from the outset—before any capital is allocated—and that these same models should be subsequently used to manage the existing portfolio on an ongoing basis.

We believe that our services generate the most value for our clients when we have the opportunity to create a consistent, top-to-bottom modeling and risk infrastructure. Starting with the existing analytics we develop solutions that seamlessly combine our quantitative knowledge with the client’s core strengths and goals.

Since we do not sell off-the-shelf packages and do not offer cookie-cutter solutions, the services provided to each client will vary greatly in their nature and scope. The list below is only meant as a broad outline.

Needs Assessment

Before submitting a proposal, we spend time with key people at the firm to understand the business strategy, investment philosophy and company organization. We will also examine existing capabilities and processes.

Asset Modeling

This is the foundation for all analytic capabilities. We work with asset specialists to either create new models or enhance existing ones. We have worked with a wide range of asset classes such as public equity and fixed income instruments, derivatives of all types, structured and one-off type of investment, private equity (including company modeling), middle markets bank loans, aircraft and equipment leases, commercial real estate and so on.

Confidence and Distributions

All models that include projections are subject to confidence limits. Understanding these limits and the likelihood of any particular outcome is a crucial component of investment and capital allocation decisions.

Risk Sensitivities

The driving philosophy behind our approach is to identify key risk metrics appropriate to the client's portfolio and to build individual models that expose the sensitivities to these factors.

Scenario Analysis

We create scenarios that highlight risk exposures in the portfolio to individual market stresses as well as to correlated scenarios.

Tools and Reports

Superb analytics are useless if the information generated is not presented in an easy to digest and actionable form. We design bespoke reports and tools that make the right information available to the right people, at the right time and in the right format.

Hedging Strategies

Understanding their risk profile allows our clients to decide which risks they are comfortable taking and which they should hedge away. We can develop hedging solutions for either individual assets or for a broad portfolio.

Process and Framework

We put all of the components listed above into a framework which is coherent from a cultural, strategic and technological point of view. We create this by working with all functions within our client firms—senior management, front, middle and back office, IT, operations and controllers.

Training

We work with individuals as well as groups for training in all areas above, as either part of an analytic build-out or on a standalone basis.

Other

In addition to our core expertise we are always looking to participate in projects in interesting new areas. If you need partners with a broad range of experience, strong quantitative skills and who can think outside the box, talk to us.