QUANTITATIVE SOLUTIONS
SLQ is a quantitative analysis consultancy. We combine tools from data science, machine learning and statistics to provide solutions in finance, forecasting, and risk.
The judicious combination of applied mathematics, statistical techniques, and computational methods allows one to for instance improve the management and risk analysis of an investment portfolio; minimize the costs and transit times of the distribution of a product; or forecast the probabilities and outcomes of various scenarios in a given sector.
Whatever the task at hand, our network of economists and mathematicians brings together theory and practice to develop solutions tailored to the needs of our clients.
TEAM
FLAVIO ABDENUR
 Managing partner at SLQ and consulting partner at Vérios Investimentos
 Holds a postdoctorate in mathematics from the Université de Paris 13, a doctorate in mathematics from IMPA, and a bachelor’s degree in economics from PUCRio
 Certified as an investment manager (CGA) and as an financial analyst (CPA20) by ANBIMA, the Brazilian finance association
 Has worked as a lecturer at the master’s program in finance at IMPA, as the senior risk analyst at Ventor Investimentos, and as a tenured professor of mathematics at PUCRio
 Proficient in applied mathematics, data science, and machine learning applied to finance and risk via R programming
 Fields of expertise at SLQ: data science and optimization, forecasting and prospective scenarios, lectures and seminars, machine learning, quantitative finance, risk analysis
ALEX DE CASTRO

Data Scientist at OVO Energy (London)

Holds a postdoctorate in mathematics from the Fields Institute (Toronto), a PhD in mathematics from the University of California at Santa Cruz, and a bachelor’s degree in mathematics from UNICAMP

Has worked as a professor of mathematics at PUCRio, a visiting researcher at Imperial College London, and a lecturer at the master’s program in finance at IMPA

Proficient in applied mathematics, data science, and machine learning via Python, R, and Scala

Fields of expertise at SLQ: data science and optimization, machine learning
JAIRO BOCHI
 Tenured professor of mathematics at PUCChile

Holds a doctorate in mathematics from IMPA and a bachelor’s degree in mathematics from the Federal University of Rio Grande do Sul (UFRGS)

Junior member of the Brazilian Academy of Sciences

Has worked as a tenured professor of mathematics at PUCRio and as a professor of mathematics at UFRGS
 Proficient in applied mathematics and optimization

Field of expertise at SLQ: data science and optimization
PEDRO HENRIQUE SIMÕES
 Senior Researcher at CNseg (Brazil’s National Insurance Federation)

Holds a masters in statistics from ENCE/IBGE and a bachelor’s degree in economics from PUCRio

Has worked as an economics consultant, initially at Galanto Consulting Services and on projects for various institutions on market analysis, demographic dynamics, and macroeconomic forecasting

Proficient in economic modeling, econometrics, forecasting, and statistics via EViews, SAS, and R

Fields of expertise at SLQ: data science and optimization, forecasting and prospective scenarios
PEDRO LIPKIN

Researcher at Endeavor Brasil

Holds a masters in economics from EESPFGV and a bachelor’s degree in economics from FGVRio

Has worked as an economics researcher and consultant at the Centro de Políticas Sociais (Center for Social Policy) at FGVRio and at Macroplan Consulting, on projects involving prospective scenarios, microeconomic analysis, and strategic planning for clients from both the public and private sectors
 Proficient in economic modeling, econometrics, forecasting, and statistics via STATA and R

Fields of expertise at SLQ: data science and optimization, forecasting and prospective scenarios
SERVICES
DATA SCIENCE AND OPTIMIZATION
 Data set cleaning, exploration and visualization
 Analysis and pattern recognition
 Analytical and computational optimization of target functions such as cost, revenue, and production levels
FORECASTING AND PROSPECTIVE SCENARIOS
 Development of time series models for forecasting
 Development of leading indicators for economic and financial activity
 Forecasting and trend analysis
LECTURES AND SEMINARS
 Presentations on the applications of mathematics to economics and finance
 Seminars on the areas in which SLQ is active
 Lectures and seminars at education and research institutions are delivered pro bono
QUANTITATIVE FINANCE
 Analysis and construction of portfolio riskreturn metrics
 Pricing and mathematical modeling of financial assets
 Development of portfolio optimization and trading algorithms
RISK ANALYSIS
 Financial risk, including credit risk, metrics for diversification and liquidity, stress testing, and VaR
 Nonfinancial risk, including scenario analysis and Monte Carlo simulations
 “Black swan” analysis and estimates of losses in the case of extreme events
MACHINE LEARNING
Optimized ensembles of machine learning models for:
 Prediction of numerical variables such as risk levels and product demand
 Classification tasks such as credit approval and economic cycle identification
 Exploratory analysis and data clustering (i.e., “unsupervised learning”)
CONTACT