LIBOR transition is certainly of great interest to the quant side of the financial industry, as illustrated by numerous seminars over the last years (see here for a list to which we contributed) but also numerous columns, interviews, and quotes from Marc in Risk (eg Signing the LIBOR fallback protocol: a cautionary tale, Pandemic and LIBOR, LIBOR transition mismatch fear, muRisQ quoted in ISDA consultation summary).
The transition has also an impact on the legal side of the financial profession. A recent slightly provocative blog by Marc (Where is ESTR?) has been the starting point of an article in Practice Insight - IFLR titled "Euro risk-free rate: where is €STR?". Practice Insight is a "news service for lawyers, tracking how financial institutions are implementing Europe's capital market rules" (subscription required).
muRisQ Advisory offers quantitative finance advisory services. Its services focus on trainings and workshops, benchmark transitions, interest rate model development and validation, product design and risk management strategies.