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Lacima Group delivers expertise in applying financial engineering techniques to the energy, commodities and financial markets.

Energy & commodities
Our leadership in the energy markets has been widely acclaimed. Lacima’s origins stem from world-class academic work in financial engineering by the founders Dr Les Clewlow and Dr Chris Strickland who have been appointed to the Energy Risk magazine's Hall of Fame: “a group of individuals whose commitment and contribution to energy markets makes them a foundation of this business… who took early ideas and concepts and shaped them into real markets that today have had a significant impact on the world’s trade.”

This innovative thought leadership has been applied in each of our service and product offerings.

Whether you are an energy producer or a distributor or retailer, Lacima has a deep understanding of your specific needs.

Examples of how we have helped:
Energy producers
Energy distributors and retailers

For your software needs, Lacima riskAnalytics is designed to meet the unique needs of the energy and commodities markets. Both the suite of single and multi factor models can be easily calibrated to commodity forward curves and option prices.

Finance
The Clewlow and Strickland collaboration has its foundations in research into financial markets analytics. Chris Strickland undertook his Ph.D. in exotic interest rate option pricing at the Financial Options Research Centre at Warwick University, UK where Les Clewlow developed the Centre’s initial suite of pricing algorithms. Their early joint research led to the publication of two books: “Exotic Options: State of the Art” and “Implementing Derivatives Models”.

Consulting projects undertaken include:

  • Design and implementation of an index arbitrage program for a financial institution in a developing South American market.
  • Development of a multi-factor simulation framework for the mortgage desk at UBS. 
  • Development of  simulated hedges to calculate risk based capital requirements for a leading insurance company in the US.
 
Overview
Download the Energy
Producers brochure
Download the Energy
Distributors and
Retailers brochure