Theisen
  • TheisenSecurities
  • TheisenRisk
  • TheisenInsure
  • About
  • Contact
  • Login
menuMENU
  • Record $95bn in equities sits with US banks as OTC margin
     | Risk.net
  • Hedge funds cut BoJ bets after torrid year in yen rates
     | Risk.net
  • Machine learning in oil market volatility forecasting: the role of feature selection and forecast horizon
     | Risk.net
  • Harnessing green finance for net-zero: strategies and innovations in the Middle East and North Africa region
     | Risk.net
  • Technology vendor of the year: SS&C Algorithmics
     | Risk.net
  • SS&C Algorithmics: winner’s interview with Curt Burmeister
     | Risk.net
  • Best vendor for system support and implementation: Murex
     | Risk.net
  • Pricing and analytics: cross-asset and structured – Murex
     | Risk.net
  • Electronic trading support product of the year: TransFICC
     | Risk.net
  • Buy-side ALM product of the year: Ortec Finance
     | Risk.net
  • Market scenario generator of the year: Conning
     | Risk.net
  • Want to be a quant? Here’s how (and how not) to get hired
     | Risk.net
  • Capital One’s LCR strengthens post-Discover acquisition
     | Risk.net
  • NMRF framework: does it satisfy the ‘use test’?
     | Risk.net
  • Risk solutions house of the year: BNP Paribas
     | Risk.net
  • QIS house of the year: JP Morgan
     | Risk.net
  • Buy-side quants of the year: Petter Kolm and Nicholas Westray
     | Risk.net
  • Derivatives client clearer of the year: Citi
     | Risk.net
  • Lifetime achievement award: Dennis McLaughlin
     | Risk.net
  • Sovereign risk manager of the year: The Ministry of Finance and Public Credit of the Republic of Colombia
     | Risk.net
  • Cookie Policy
  • Privacy Policy
  • Terms of Use

Theisen Securities Limited is a private limited company, registered in England and Wales with company number 02401040.
Authorised and regulated in the United Kingdom by the Financial Conduct Authority for investment business with reference number 145280.

©2025 Theisen Securities Ltd.

This site uses cookies to enhance your user experience. Click here for more information