OMNI Risks Management provides quantitative consulting services to the financial industry on valuation and risk topics.
OMNI started providing project-based services on model development and building customized solutions, solving trading and risk management issues. OMNI later also completed several listed derivatives IM model validation projects. We very naturally transitioned to focusing on all Model Risk Management issues, leveraging our own internal developments. OMNI currently also provides on-site MRM consulting services on pricing and IM models for OTC derivatives. Today, building on our experience and expertise, we are launching a quantitative finance platform and providing consulting services around it.
Our team members are educated as mathematicians, financial engineers, or statisticians but all are also deeply trained as developers. Our experience of the business, knowledge of the regulations and technology expertise make for a versatile, agile, and innovative team to tackle most quantitative finance problems.
Our core expertise is Model Risk Management. It is the result of thorough studies of various regulations and the experience gained through years working on most MRM aspects. We think models are the core of modern finance and we believe Model Risk Management should be central, global, unique, fractal and transformative for any financial institution.
Our work has made us seasoned developers, and we leverage our numerous years of experience to create business-centric solutions meeting the expectations of the users and the requirements of the regulators. We strive towards quality and simplicity of use to offer our clients the best possible products. As part of our quest for value, our models are highly optimized and continuously updated.
We believe in constant improvement and strive to exceed the expectations of the people we work with. We set a high bar for ourselves and expect to meet our goals.
We are passionate about what we do. We love challenges that mix mathematics, finance, and technology and respond by always creating more perfect and efficient solutions. We are always looking for ways to improve our platforms.
We want to make a difference. We focus on providing services and products of the highest value. Everything we do needs to be impactful for our clients.
Pierre Leignadier founded OMNI in 2004, and he has over 25 years of experience at the interface of trading, risk, and models. Prior to OMNI, Pierre was the head of Scandinavian interest-rate derivatives trading at Handelsbanken in London. He also set up the Securitized Credit Analytics team at Calyon Americas and was a derivatives trader and quantitative developer for Banque Indosuez in Paris and Stockholm. Pierre holds a Master of Engineering from Agro-ParisTech (formerly INA PG) and a Master of Philosophy in Decision and Risk Sciences from ENS Paris-Saclay.
Yihui Zhang joined OMNI in 2010. Yihui is a senior quantitative expert. He has led numerous MRM projects dealing with most asset classes and specifically Initial Margin models (listed, cleared, uncleared). He is currently in charge of our SimmForce platform. Prior to joining OMNI, Yihui was an analyst at CITIC Securities in China and a statistical researcher at the Centre for Economic Development Research in China. Yihui holds an M.S. in Financial Engineering (Claremont Graduate University), an M.A. in Economics (Wuhan University) and a B.Eng. in Automotive Engineering/minor in Economics (Wuhan University of Technology).
Senior Vice-President - FRM
Xin Sun joined OMNI in 2013. Xin is a senior member of OMNI’s quantitative risk team, with extensive experience in model development & validation, data analysis, and Model Risk Management in general. Xin has extensive working experience with numerous pricing and risk models, including initial margin models either from the Sell Side or the Clearing Side. More recently, she has been focused on the quantitative issues related to UMR/SIMM. Xin holds an M.A. in Statistics (Columbia University) and a Bachelor of Economics in International Economics and Trade (Nankai University).