About
Quantitative risk is a craft, not a product.
Häner Consulting is an independent advisory practice built around the experience of implementing, validating and running risk models inside major financial institutions.
The company
Independent advice, grounded in delivery.
Häner Consulting has provided quantitative services to major investment and central banks since 2009. Our work covers the quantitative and regulatory aspects of market and credit risk: regulatory capital, model validation, risk systems and training.
We are deliberately small. The person who scopes the work is the person who does it, which keeps the advice direct and the delivery accountable.
Engagements range from a focused second opinion on a single model to multi-year programmes covering policy, methodology, implementation and regulatory evidence.
The owner
Patrick Häner
Patrick has spent his career at the point where quantitative models, regulation and production systems meet. He has led model validation, counterparty risk analytics and derivatives analysis teams at tier-one investment banks.
His work ranges from building IMM-compliant credit exposure systems from scratch to validating book-level FX model risk and defining model development frameworks for market risk.
You work directly with Patrick. There is no delivery layer between the advice and the person accountable for it.
- Nomura, London
- Global Head of Counterparty Credit Risk AnalyticsBuilt and led the counterparty credit risk analytics function.
- UBS, London
- Global Head Model Validation Credit / Fixed IncomeLed independent validation across credit and fixed income models.
- Goldman Sachs, London
- Executive Director, Derivatives AnalysisWorked on derivatives pricing and risk analytics.
Work with someone who has delivered it.
If you are preparing an application, reviewing a model or rebuilding a risk system, a short conversation is usually enough to establish whether we can help.