History
Sitmo B.V. was founded in 1998 by Thijs van den Berg. Initially it was a derivative market-making firm operating on the European Options Exchange (now Euronext), but soon building customized derivative models and risk management software development became an important activity. In 2003 Sitmo started consultancy services in Energy trading and quantitative modeling.
Consulting
With 15 years experience in quantitative modeling, software development and trading,
we are capable of providing all aspect of delivering a solution. Typical projects are: quantitative research, modeling, developing pricing-, structuring- and optimization-tools, model validation, software development, and project management.
Affiliates
We also frequently team up with affiliates in project with a broader scope: