AI-First Bespoke Quantitative Model Development
From concept to production-ready solutions that drive competitive advantage
We deliver production-grade pricing and risk models across all financial instruments and asset classes, leveraging 20+ years of institutional experience. From vanilla products to complex exotic derivatives, our models are built using industry-leading open-source frameworks for transparency and performance.
Our comprehensive modeling capabilities span equity, commodity, FX, and interest rate markets with complete risk frameworks covering market, credit, operational risk, and regulatory capital.
- AI-First - Production-grade pricing & risk engines with AI-augmented calibration and testing workflows.
- Advanced Pricing Models - From vanilla to complex exotic derivatives with robust mathematical foundations.
- Risk Management Systems - Comprehensive VaR, Expected Shortfall, and stress testing frameworks with complete PD/LGD/EAD credit solutions.
- Regulatory Capital Models - FRTB IMA implementations and economic capital models with automated compliance workflows.
- XVA & Capital Efficiency - Complete CVA/DVA/FVA frameworks with Initial Margin models for optimal capital management.
- ALM Solutions - Comprehensive EaR/EVE modeling and balance sheet optimization for banking book management.
We follow a rigorous methodology from requirements through production deployment leveraging open-source frameworks that ensure transparency, eliminate vendor lock-in, and accelerate delivery with institutional-grade quality and regulatory compliance.
Our models have delivered enhanced commodity pricing accuracy, 400% improvements in automated loan approvals, and measurable ALM risk management impact at leading financial institutions.
Build AI-First Models with cipris
Transform complex challenges into sustainable competitive advantages.