SciComp is comprised of a team of numerical and software synthesis experts focused on providing leading edge derivatives pricing and risk solutions.

SciComp technology is used around the world by:

  • Investment and global banks
  • Asset managers
  • Hedge funds
  • Insurance companies
  • Other financial service firms

Functional groups using SciComp technology include:

  • Front office trading/portfolio management
  • Quantitative model development
  • Risk management
  • Model validation
SciComp Customers

Publicly referenceable clients
(partial, representative list):

  • Bank of America / Merrill Lynch
  • Commonwealth Bank of Australia
  • LBBW
  • Reval

Customer testimonials

The code I generated using SciFinance is substantially faster and more efficient than our technique. Our old code looks awful by comparison."

Risk Manager at a Major Investment Bank

SciFinance addresses an important gap in the financial technology market. This product, which facilitates quick, inexpensive pricing of new instruments, would be extremely valuable to a derivatives dealer. I've seen deals lost for lack of quick turnaround on pricing code."

Former Trader, now at a Large Software Integration Firm

Using SciFinance saves us a tremendous amount of programming work. We use the technology to develop customized pricing models for equity options faster than with other methods."

Head of Research at a European Investment Bank

Anyone can see the advantage of automating the job of writing code. SciFinance's multi-asset option pricing codes are particularly impressive."

Modeling Consultant

SciFinance is a utopian solution to the traditional bottlenecks of rapidly valuing a new option structure."

Quantitative Analyst at a Large U.S. Investment Bank