About Us

Who are we and why

Why Valdon Group?

Valdon Group is a Swiss-German Fintech (financial technology) company located in the center of Zurich, Switzerland. The company's goal is to translate cutting edge academic knowledge and research into consultancy and software services designed for regulatory compliancy and decision making in the growing field of financial technology, and vice-versa. The repertoire of expertise covers autonomous advisory systems, model validation, model development, portfolio optimization, risk evaluation and assessment, as well as data science, big data, and blockchain technology. As a natural companion, Valdon offers common regulatory and quant finance consulting.

Managing Partners

Matteo Bonato, PhD

Dr. Matteo Bonato Matteo has nine years of experience in the financial industry. He began with an internship in the Research department of the Swiss National Bank in Zurich. He then took positions in the Independent Model Validation units of Credit Suisse and UBS. His responsibilities included the verification of investment and private bank risk models such as Value-at-Risk Engine, the Risk Profiler, rating tools, and counterparty credit exposures. Matteo holds a MSc in Statistics from the University of Padua, Italy, and a PhD in Finance from the Swiss Finance Institute and the University of Zurich. He is also an appointed Senior Research Associate at the Department of Economics and Econometrics at the University of Johannesburg, South Africa. Recent topics cover regulatory compliance in banking. He is Co-Founder of Valdon, and our Head of Research.

Lars Jochen Krause, PhD

Dr. Jochen Krause Jochen has a track record of academic research of more than ten years since his first MSc in Economics at the University of Kiel, Germany. In addition, he holds a MSc in Computer Science from the University of Kiel, and a PhD in Finance from the University of Zurich. He worked as Senior Research Associate at the Department of Banking and Finance of the University of Zurich, supported by the Swiss National Science Foundation, for years. Other positions cover portfolio management (robo-advisory), and data science (retail). His background is in computer vision, statistics, data analytics, time series analysis, econometrics, risk modeling, and portfolio optimization. Jochen is a passionate developer and specialist for large-scale optimization problems and model development. He is Co-Founder of Valdon Group, and our Head of Operations.

Executive Group Members

Aleksander Momot, PhD

Aleksander Momot After completing a PhD in Mathematics at ETH Zurich, Aleksander started his career with PwC and Deloitte. His early work experience covered development and prototyping of market risk and valuations models. He conducted model audits for market and credit risk at large banks, central counterparties and international commodity traders. Afterwards his focus shifted towards regulatory initiatives in relation to risk measurement, stress testing, risk appetite framework and related governance processes. He led several projects around Basel III, EMIR, Too-big-too fail and Expected Credit Loss Accounting. Aleksander gained significant exposure to regulators and recently authored an IFRS 9 tutorial for the Basel Committee of Banking Supervision. He is our Head of Regulatory Initiatives.

Luca Taschini, PhD

Dr. Luca Taschini Luca is an economist based in London, working at the intersection of industrial organization, financial economics and environmental economics. His current research projects include work on market-based instruments, energy markets and climate risk management. His research interests comprise permits and energy market design, investment decisions under uncertainty, and managing investment portfolios in a changing climate. Luca holds a PhD in Finance from the Swiss Finance Institute and the University of Zurich. He is currently appointed as Associate Professor at the Grantham Research Institute of the London School of Economics, and one of our scientific advisors at Valdon.

Where we are

Valdon Group GmbH, Seilergraben 53, 8001 Zürich, Switzerland
Tel: +41 (0)44 / 520 95 64, Email:

Our Products

Tailor-made Solutions

Model Building

Develop, Build and Implement

Valdon is a specialist in model development and building with focus on large scale risk and trading models for assessing and predicting business related quantities of time series. Examples are rating tools, value-at-risk and expected shortfall forecasts, quantile predictions, and dynamic margin requirement models for exchanges and clearing houses. Particular attention is given to most recent developments in technology and research in univariate and multivariate time series modeling and applications.

Data Analysis

Big Data and Deep Learning made real

Data science is a good deal more valuable than most firms realize, and a great untapped resource. By combining the various types of data accumulated in a company's daily business, potentially scattered around different departments, systems and entities, business activities can be substantially enhanced and refined. Valdon offers the necessary knowhow, statistical expertise, partnerships and technology to uncover, analyze and process big data. This includes the latest endeavors in machine learning.


Making the most of it

Optimization is key to success in understanding complex systems. Valdon offers specialists' knowledge and tailored solutions to optimization problems in statistics, econometrics, and other data related fields, such as bioinformatics and computer vision. Topics in finance include risk management, option pricing, high frequency data analysis, and portfolio optimization, to name a few. Modern optimization methods and techniques are a cornerstone of Valdon and available in-house. Also, Valdon covers the technical side of the story.

Model Validation

Regulatory Compliance

Being regulatory compliant is becoming stringent and a competitive factor. Due to soaring regulators' demand for better analytics and more frequent reporting, banks, insurers and other financial institutions need to continuously validate their internal risk and trading models. Valdon provides a suite of validations for a broad spectrum of risk models: variance, value-at-risk, expected shortfall, portfolio downside risk, time series risk factors, rating tools, and others; tailored to individual requirements and specifications if desired.


Putting innovation at work

At Valdon, research is a crucial ingredient. It is the actual process through which innovation is reached, in academia and industry. The Valdon Group is constantly with an eye on the latest academic research, and most group members themselves are actively conducting research and publishing papers. Research and publications are mainly based in the field of financial econometrics and time series analysis. Research output finds applications in the field of commodity pricing, model validation, portfolio construction, risk management, and optimization.


Bridging the Gap