Quant Isle Ltd was formed in 2008 by professionals in quantitative finance and insurance with 40+ years of combined modeling and trading experience from multiple market sectors. 

Our models worked through the following stressful times

• relative value buble burst of 1998
• credit deterioration in 2001-2002
• subprime crisis of 2007-2008

In credit we used to run deal modeling and risk management systems for one of the major European insurers, and CDS valuation systems for one of major US broker-dealers. In equity we wrote equity algos for one of the largest US bank agency business, and run proprietary equity trading.