Quantitative risk consulting - commodities first, healthcare too
QD-Mjolnir assimilates data from across your organisation into a single governed feed, then builds the indicators, Monte Carlo risk models and liquidity KPIs your leadership decides with - in real time, not at month-end. The product we deliver is a next-generation risk manager - built by consultants inside your environment, then owned by you.
What the engine does
The approach
Most firms already have the data they need - scattered across trading, treasury, logistics and finance systems that don't talk to each other. We bring it together, model it properly, and turn it into decisions.
Trading, treasury, logistics, finance - every source system your firm runs on is assimilated into one governed, auditable feed. Lineage documented, data quality enforced, latency measured: a single version of the truth your risk models can stand on.
On that feed we build and calibrate the models that price risk properly: Monte Carlo, historical and parametric simulation for VaR and Expected Shortfall, CVA and counterparty exposure, and stress libraries spanning historical crises and forward-looking scenarios. Production-ready, validated and documented - built for your markets, not textbook assumptions.
Model output becomes management information: enforceable risk limits, real-time liquidity and collateral headroom, RORAC-based capital allocation and board-level reporting. The numbers leadership needs to commit capital - on one page, in real time.
Risk visibility for complex markets,
quantified through data.
The conviction we build on
A 30-minute introductory call. We'll walk through your current risk and data setup, and show you where a unified view would take you first. No obligation.
RiskOS - see the whole book
RiskOS is the commodity-facing face of our platform - the screen your leadership and desks open every morning. It draws on the governed feed and the risk engines underneath, and turns them into one enterprise operating picture: margin, cash, exposure and inventory answered on one page, with exceptions ranked by severity instead of buried in reports.
Margin, cash, exposure and inventory reconciled on a single screen - trading, treasury and the refinery read the same numbers.
A ranked queue of what needs attention today, each with an owner and a quantified impact - instead of dozens of charts nobody opens.
Offers, hedges and cargoes priced side by side against the forward curve - the what-if is a click, not a spreadsheet week.
Any number traces to its source system, method and timestamp on demand - built for audit from day one.
Monte Carlo, applied to health
Monte Carlo simulation replaces single-point guesses with thousands of simulated futures - a full probability distribution you can size capital, reserves and decisions against. It is the same engine discipline we apply on trading desks, pointed at the questions that matter in healthcare and insurance.
Aggregate claims outcomes simulated thousands of times over - reserve ranges, tail probabilities and reinsurance attachment points read off the whole distribution, not one central estimate.
Distribution in - distribution outTrial scenarios - enrolment, dropout, effect size, cost - simulated before the study runs, putting a probability on trial success before capital is committed across a pipeline.
Go / no-go with the odds statedProbability of specific clinical events - recurrence, readmission, high-cost episodes - estimated from your own portfolio data, so risk is stratified by evidence rather than averages.
Who is actually at riskAsset, lapse and claims shocks propagated through thousands of forward scenarios - solvency and funding headroom seen years ahead, not at the last valuation date.
Risk evolution, forecastWhy QD-Mjolnir
Getting your risk data "house" in order has always mattered. With volatile energy markets, tightening capital rules and regulators expecting numbers on demand, it is now mission critical. The potential is huge - but so are the risks. Complexity, cost, compliance and scrutiny: it's a lot.
That's where we come in.
QD-Mjolnir makes risk quantified, governed and decision-ready across your trading, treasury, logistics and finance data - delivered as one product, not a stack of reports. We work where the numbers have to survive audit: commodity markets first, healthcare too, where margin calls, tail events and regulatory scrutiny are daily reality.
In a market full of AI promises and borrowed frameworks, we're the partner that builds the engine in front of you - calibrated to your markets, validated against your own history, and handed over for your team to own.
We're chosen by firms that don't just talk risk - they trade it and underwrite it
The Monte Carlo core
Monte Carlo simulation replaces single-point guesses with thousands of simulated futures - a full probability distribution you can size capital, reserves and decisions against. It is the same engine discipline we apply on trading desks, pointed at the questions that matter in healthcare and insurance.
Aggregate claims outcomes simulated thousands of times over - reserve ranges, tail probabilities and reinsurance attachment points read off the whole distribution, not one central estimate.
Distribution in - distribution outTrial scenarios - enrolment, dropout, effect size, cost - simulated before the study runs, putting a probability on trial success before capital is committed across a pipeline.
Go / no-go with the odds statedProbability of specific clinical events - recurrence, readmission, high-cost episodes - estimated from your own portfolio data, so risk is stratified by evidence rather than averages.
Who is actually at riskAsset, lapse and claims shocks propagated through thousands of forward scenarios - solvency and funding headroom seen years ahead, not at the last valuation date.
Risk evolution, forecastWhy QD-Mjolnir
Getting your risk data "house" in order has always mattered. With volatile energy markets, tightening capital rules and regulators expecting numbers on demand, it is now mission critical. The potential is huge - but so are the risks. Complexity, cost, compliance and scrutiny: it's a lot.
That's where we come in.
QD-Mjolnir makes risk quantified, governed and decision-ready across your trading, treasury, logistics and finance data - delivered as one product, not a stack of reports. We work where the numbers have to survive audit: commodity markets first, healthcare too, where margin calls, tail events and regulatory scrutiny are daily reality.
In a market full of AI promises and borrowed frameworks, we're the partner that builds the engine in front of you - calibrated to your markets, validated against your own history, and handed over for your team to own.
We're chosen by firms that don't just talk risk - they trade it and underwrite it