Amba’s Quantitative Services team combines in-depth capital markets expertise with applied mathematics, statistics, software, and database knowledge to present integrated solutions across asset classes and functions for asset managers, investment banks, brokerages, and enterprises.

Amba’s Quantitative Services analysts have extensive experience in working with capital market databases such as Bloomberg, Thomson Reuters, Datastream, Compustat, Rimes, MSCI, I/B/E/S, and with database platforms (e.g. SQL Server and Oracle). Furthermore, our statisticians are proficient in statistical platforms such as SAS, Matlab, S Plus, and R. We also handle engagements in a host of programming languages including C#.NET, C++, Java, VBA, and web technologies as part of our technology solutions offering.

Amba Quantitative Services include the following:

• Equity Quants
• Technology Solutions
• Risk Management and Derivatives Modeling
• Index
• Statistical and Mathematical Modeling
• Performance Attribution and Portfolio Analytics