We build AI-first, production-ready quantitative models across both trading and banking books. Our solutions accelerate insights, strengthen risk controls and ensure regulatory compliance, all while integrating seamlessly into your teams.
In the trading book for pricing, our capabilities include fast, transparent pricing engines for Interest Rate, Equity, FX and Commodity derivatives and XVA frameworks. For market and credit risk, we provide and Risk & Capital models covering VaR, ES, PFE, Initial Margin and stress‑testing scenarios.
In the banking book, we deliver ALM solutions with comprehensive EaR/EVE modeling & balance sheet optimization, and Credit models including RaRoc.
Our approach combines open-source transparency with regulatory-grade implementation, giving clients rapid delivery and lasting confidence.
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