Valdon Group

Financial technology consultancy Valdon Group works from central Zurich, building software and quantitative models for firms operating in the financial sector. Its focus sits at the intersection of quant finance and technology: translating econometric and statistical expertise into advisory systems, model validation, and model development rather than generic strategy work.

Model building for large-scale risk and trading systems sits at the core of the firm's work, paired with a suite of validations spanning a broad range of risk models. The repertoire also covers autonomous advisory systems, portfolio optimization, market making, and risk evaluation and assessment, delivered through end-to-end software design tailored to financial technology needs. Where problems involve large or complex datasets, Valdon applies statistical and econometric knowhow to uncover, analyze, and process the data, working through optimization problems in statistics, econometrics, and related fields.

The firm's specialists bring direct quantitative and industry backgrounds to this work. Jochen focuses on large-scale optimization problems and model development, while Sven contributes a decade of experience in financial services. Dr. Steude holds a PhD in Econometrics from the University of Zurich, grounding the firm's model validation and development work in formal econometric training alongside the practical, technology-driven consulting Valdon offers to financial technology firms.