When a structured note moves and nothing has happened
A note can reprice by several points on a day the underlying barely moves. Most of the time the explanation is not the spot — it is volatility, dividends, funding, or the calendar.
Independent advisory practice
TP Advisory Services helps financial institutions design, analyse and improve structured investment solutions through senior expertise, quantitative methods and purpose-built analytical tools.
The practice
TP Advisory Services is an independent practice built on twenty years spent on the sell side and the buy side of structured investments — pricing them, structuring them, arguing about their valuation, and building the tools that made those answers reproducible.
That background is deliberately combined rather than specialised. A structuring question usually turns into a modelling question, which turns into a data question, which ends in something that has to run reliably every morning. Handling that chain in one place is the point of the practice.
Market experience
Two decades of cross-asset derivatives and structured investments.
Financial engineering
Payoff design and valuation grounded in the actual economics of a product.
Quantitative research
Methods chosen for what they can demonstrate, not for their sophistication.
Technology
Python engines, pipelines and analytics built to be used in production.
Operational understanding
Awareness of the constraints a client team works under — data, audit, timing.
Expertise
Current engagement
TP Advisory Services is already supporting a Geneva-based financial firm with quantitative analysis, portfolio reconstruction and the assessment of actively managed investment solutions.
Scope of the engagement
LocationGeneva
Client identity withheld for confidentiality.
Proprietary solutions
How the practice works
You work directly with the person doing the analysis. There is no delegation to a junior team, no handover between the meeting where the problem is described and the work that answers it, and no template applied to a situation it was not designed for.
No product to place, no issuer to favour, no distribution agreement to protect. Valuations, benchmarks and strategy assessments are formed on their merits, including when the conclusion is that a structure is expensive or a track record is not statistically distinguishable from chance.
The deliverable is rarely just a document. Methods, models, analytics, prototypes and the tools needed to run them can be developed, tested and handed over, so that a conclusion survives the engagement that produced it.
At a glance
20+
Years of experience
Derivatives valuation, structuring, quantitative investment solutions and index engineering.
Cross-asset
Coverage
Equity, rates, FX, credit and multi-asset structured payoffs.
2
Proprietary environments
STRUCTURA for structured-product analytics, QISTRA for investment-strategy validation.
End-to-end
Advisory and technology
From the analytical question to the model, the code and the reporting built around it.
Insights
Let's discuss how quantitative expertise and practical technology can support your project.