Risk Management Consulting Services

Expert, cost-effective computational finance consulting services, SciComp Consulting's highly-skilled and professional quantitative development team provides derivatives risk management consulting services in the following areas:

• Ready-to-use derivatives pricing models can be tailored to your particular needs and requirements 
• Development of proprietary derivatives pricing models
• Design
• Implementation
• Testing
• Risk scenario enhancements
• Design and implementation of risk methodology
• Testing of risk methodology
• Risk simulation enhancements
• Design and implementation of risk simulation methodology
• Testing of risk simulation methodology
• Derivatives pricing model validation
• GPU programming and porting of derivatives pricing models and risk system components

Pricing models and risk system components are available as Windows/UNIX/CUDA pricing executables, C/C++/CUDA source code or as ready-to-use Excel spreadsheet/add-ins.

Why use SciComp Consulting?

• Expertise: Our expert quant/developer staff has years of derivatives experience, developing pricing models for financial institutions around the globe.
• Efficient, economical: Derivatives pricing model development at a fraction of the cost (in both time and money) of typical internal development or via open source systems.