About Us

Who are we and why

Why Valdon Mesh?

Founded in 2015, Valdon Mesh GmbH is a financial technology company based on the belief that business is about people and transfer of knowledge. We are passionate about our mission to bridge the gap between acamedia and industry by transfering cutting edge academic knowledge and research into consultancy and technology services, delivering fully fledged solutions to the financial industry. Valdon consists of a dedicated and driven group of individuals operating with great levels of integrity, quality, and transparency. We provide services designed for regulatory compliance and business enhancement and strives for continuous and sustainable innovation. Members of Valdon have extensive work experience with risk and trading models of large private and investment banks as well as for international clearing houses on the one hand, and deep knowledge of the theoretical frameworks from their academic careers and research affiliations on the other hand. In addition, we offer customer tailored consultancy services and solutions in model validation, model development, evaluation and assessment of financial risk, and other fields. Valdon Mesh is a service oriented company and, as such, focused on our clients and their success.

Heads of the Group

Matteo Bonato, PhD

Dr. Matteo Bonato Dr. Matteo Bonato 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. Dr. Bonato 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 as Senior Research Associate at the Department of Economics and Econometrics at the University of Johannesburg, South Africa.

Lars Jochen Krause, PhD

Dr. Jochen Krause Dr. Lars Jochen Krause has an extensive track record of academic research of more than ten years since his first MSc in Economics at the University of Kiel, Germany. He also 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. His background covers computer vision, statistics, econometrics, and time series analysis with focus on portfolio optimization and risk modeling. Positions in industry cover portfolio management in robo-advisory at Scalable Capital, as well as numerous topics in business analytics, digital marketing and data science at Valora. Dr. Krause is a passionate about optimization, model development, and crypto technology. He is also co-founder of Covee, a digital collaboration platform for data science.

Sven Christian Steude, PhD

Dr. Sven Steude Dr. Sven C. Steude has third-ten years of experience in the financial services industry after his graduation at the University of Kiel, Germany, of what would be nowadays called a MSc in Data Science. He continued with working for the Department of Banking and Finance at the University of Zurich and then moved on to become an exotics trader at JPMorgan's equity trading floor in London, mostly involved in hybrids derivatives trading and hedging. The entrepreneurial spirit of Dr. Steude led him further to quantitative consulting in the area of risk prediction for various trading firms, clearing houses, hedge funds and quant consulting firms, and one of which he now co-founded himself (2015). Dr. Steude holds a PhD in Econometrics from the University of Zurich, Switzerland. For more than seven years now, he is leading the Hackaton and the "Banking and Finance 2.0" start-up seminar of the University of Zurich (Department of Informatics and Department of Banking and Finance), where he is also a senior lecturer in Options-Trading and Statistics and Econometrics.

Where we are

Valdon Mesh GmbH, Friedrich-Ebert-Anlage 49, 60308 Frankfurt am Main, Germany
Tel: +49 (0)69 / 34 87 66 87, Email:

Our Products

Tailor-made Solutions

Model Building

Develop, Build and Implement

Valdon is a specialist in model building and development 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, and dynamic margin requirement models for exchanges and clearing houses. Particular focus is given to cutting edge 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, partnerships and technology to uncover, analyze and process big data.


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.

Model Validation

Regulatory Compliance

Regulatory compliance is becoming stringent. 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 many more.


Putting innovation at work

At Valdon, R&D is extremely important. It is the actual process through which innovation is reached. The Valdon team is constantly with an eye on the latest academic research, and its members themselves are still actively publishing. Most publications are in the field of financial econometrics and time series analysis. Research output finds applications in the field of commodity pricing, model validation, portfolio optimization, and risk management.


Bridging gaps