Expert, cost-effective derivatives consulting

 

Risk management consulting services

SciComp Consulting's skilled, professional quantitative development team provides expert, cost-effective derivatives risk management consulting services. Areas of consulting expertise include, but aren't limited to risk simulation models, derivatives pricing model validation, and the GPU programming and porting of derivatives pricing models and risk system components.

derivatives pricing models

 

Risk simulation models

SciComp Consulting expertise includes the design, enhancement and testing of risk simulation models and their components.

 

Derivatives model validation

SciComp Consulting provides derivatives pricing model validation services. Such services may entail a comprehensive analysis of the pricing model implementation, including a review of the underlying model dynamics and the numerical routines and methodologies.

 

Parallel code for derivatives pricing models and risk system components

SciComp Consulting provides GPU-porting (i.e., CUDA programming) of derivatives pricing models and risk system components. One of the earliest adaptors of NVIDIA’s GPU technology for use in financial services, SciComp Consulting’s quantitative team has many years of experience and expertise with GPU technology.

 

 

 

Why use SciComp Consulting?

  • Expertise: Our expert quant/developer staff has years of derivatives experience developing pricing models for financial institutions around the globe.
  • Industry standard or customized derivatives solutions: Comprehensive selection of industry standard derivatives pricing models and calibrators, any of which can be customized to meet your exact needs.
  • Pricing models tailored to customer requirements: Customers may specify model features such as the underlying dynamics, the market data and formats, and model output, or they may default such decisions to our expert quant/developer staff.
  • Performance enhanced pricing models: GPU-enabled or OpenMP-compliant derivatives pricing models.

 

Find out more about our risk management consulting services. Contact us >>