Services
Engagements are scoped around outputs. Clear timeline, clear artifacts, clear handoff.
01
Tail Hedge Program (Design + Rules)
Best for: Family offices, RIAs, PMs, founders with concentrated risk
Outputs
- Objective & budget framework (premium spend, monetization rules)
- Strategy variants (e.g., crash puts, put spreads, ratio structures, dynamic entry gates)
- Backtest across regimes (including transaction costs assumptions)
- Implementation spec + monitoring plan
Typical timeline: 2–6 weeks (depending on data & scope)
02
Stress Testing & Scenario Library
Best for: Anyone who needs "what could happen" translated into P&L and exposures
Outputs
- Scenario set: historical + forward narratives
- Exposure decomposition & concentration map
- "Failure modes" memo (what breaks first / second)
- Optional: quarterly refresh cadence
03
Options Research & Surface Analytics
Outputs
- Vol surface diagnostics (skew, term structure, carry)
- Program comparisons (cost vs protection vs monetization)
- Alerting thresholds (cheap/expensive insurance signals)
- Backtesting harnesses as reusable code
04
Risk Tooling (Dashboards + Pipelines)
Outputs
- Minimal dashboard that answers: "What are we short? What are we long? What changed?"
- Data pipeline spec (sources, cleaning, storage, compute)
- Monitoring: scheduled checks, anomaly detection, alerting
05
Advisory Retainers (lightweight)
Best for: Ongoing oversight without building a full internal function
Outputs
- Monthly or biweekly risk memo
- Program drift checks
- Optional: "decision review" calls before major changes
Pricing philosophy
Transparent scope. Predictable investment.
Fixed-scope options exist for defined deliverables. Retainers are available after an initial build engagement.
Complexity drivers: asset universe breadth, data requirements, frequency of monitoring, and operational constraints.
We scope before we quote. No surprises.