About us.

Quantitative Partners is a commercial spin-off of the University of Luxembourg’s leading quantitative finance programme, created to close the gap between academic research and its practical application in the investment industry.

We serve a selected circle of financial institutions, NGOs and family offices, focusing exclusively on projects where rigorous quantitative expertise is at heart of the value creation.

Our team combines active PhD researchers in finance with industry econometricians and machine learning specialists who have worked at institutions such as ION, KPMG, J.P. Morgan Chase, Yandex, Tinkoff Bank, Stellantis, and global technology firms. Backgrounds in mathematics, physics and economics applied to mechanisms of the financial markets allow us to operate precisely where traditional consultancies face expertise boundaries and lack academic routine, developing solutions that demand deep methodological understanding, advanced modelling, and technical implementation across the full lifecycle of private- and public-market portfolios.

We support clients in portfolio calibration, valuation, strategic allocation, replication design, and the integration of AI and econometric tools into standardised workflows. Our work spans model development, data architecture, and automated analytical systems, ensuring that recommendations are not only theoretically sound but also operationally feasible within existing structures. Our technical capabilities include Python, MATLAB, Stata, Dynare, C++, Docker, and other quantitative and engineering environments, reinforced by multilingual capabilities that enable seamless collaboration with an international client base.