Global & Regional Banks
SciComp, a leading provider of derivatives pricing models and risk analytics to the financial services industry for over 15 years, works with practitioners at top tier institutions worldwide. Ideally suited for quantitative model developers, traders, risk managers and model validation groups within global and regional banks, SciComp provides robust, cross asset technology solutions that a client can tailor to custom requirements.
Customers seeking to implement industry standard or proprietary pricing models through internal model development find that SciFinance leverages in-house developers by an order of magnitude. With access to hundreds of customizable, industry-proven examples as a starting point, a single developer or quant can create custom models in minutes.
SciFinance automatically generates C/C++/CUDA source code from concise, high-level model specifications (underlying model dynamics, contract provisions, numerical methods, sensitivity measures, etc.) for nearly any financial derivative. There are no run-time licenses and a multitude of interface options.
Other providers may promise 'no programming', but SciFinance delivers. Yet, because customers can make all the modeling decisions, (drill down as far as you wish or default these decisions) no two groups are likely to produce the same model.
Customers looking to optimally execute arbitrage strategies or simply hedge their risk exposure will find SciComp Consulting an ideal solution partner. SciComp Consulting provides expert, cost-effective computational finance consulting services including:
- Industry standard or custom developed pricing models;
- Calibration functions
- Derivatives risk management consulting
- GPU programming and porting of pricing models and risk system components