Featured Services
Market Risk Management Expertise. Financial Pricing and Model Validation with Parallel Computing
Model Validation
It is essential to choose the most appropriate model among the available list based on the customer requirement and capabilities.
MoreQuantitative Analysis
We validate the model by building an independent model or models and benchmarking the objective model against them.
MoreStress Testing
Stress testing of the original model under extreme scenarios to determine the domain of the market data and model parameters.
MoreParallel Computing
Our area of expertise is parallel and high-performance computing, highly optimized numerical methods with FPGA.
MoreAbout 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.
Read MoreOur Advantages
Numerix:
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