Featured Services

Market Risk Management Expertise. Financial Pricing and Model Validation with Parallel Computing

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About Our Company

InteractivePricing offers a wide range of services meeting customer requirements. We leverage on our experience both in the front office and risk management. Experiencing the real-life tests like global financial crisis, major regulator reforms like FRTB, Uncleared Margin Rule, we are well prepared for tasks of any kind.

We can adopt customer risk framework and model governance, and implement in Python, C++, or C#. Our work is fully transparent and easily auditable.

Our Advantages


  • FX Barrier
  • FX Vanilla American
  • Equity Barriers
  • FX Local Volatility Model
  • FX Local Stochastic Volatility Model with Heston driver
  • Equity Local Volatility
  • 2 Factor Hull-White
  • Cross Currency Hull-White
  • Equity Basket options
  • FX TARN variations
  • Murex (including Flex):
  • RFR Curves
  • RFR Cap/Floor
  • RFR Swaption
  • Cancellable IRS using LGM
  • FX Barrier using FX Skew
  • Equity Barrier
  • Equity Accumulator
  • FX Accumulator
  • Bank's Proprietary:
  • Callable Range Accrual
  • Cancellable IRS
  • CMS Swap, Vanilla Cap/Floor, Digital Cap/Floor
  • Callable CMS Swap
  • We offer advisory for risk control and analysis. This includes the configuration and assessment of the VaR methodology, selected of risk factor, exception handling. We can advise on the risk factors captured in VaR and identify risk not in VaR (RNIV). Moreover, we can assist in calibration of risk limits and setting up the management action triggers.

    After decades of accumulation, existing commercial risk management software has become very large and sophisticated. Not only is the cost of purchasing and maintaining the system, but also managing a model user team. We can provide the required model verification services, as well as parallel computing services (Grid/GPU/FPGA Computing) for complex pricing products and/or VaR

    Armed with Intel brand new generation of FPGA chips, InteractivePricing can provide cloud computing service for derivative pricing. Client can accelerate their own pricing platform by calling api from Interactive cloud server

    Quantitative Analysis

    Full Financial Pricing Library

    Parallel Computing

    Cloud Computing

    Our Customers