CompatibL is a leading provider of risk management software, model validation and quantitative consultancy services. The company’s award-winning cloud and on-premises software solution is used by financial institutions worldwide, including four major derivatives dealers, central banks and some of the world’s largest asset managers.
Our quantitative research program produced multiple innovations in models and numerical methods for counterparty credit risk, settlement risk, risk premia in the yield curve, and has been recognized by multiple awards.
RavenPack is the leading big data analytics provider for financial services. The company’s data solutions, research and technology allow clients to enhance returns, reduce risk, and increase efficiency by systematically incorporating the effects of public information in their models and workflows. RavenPack’s clients include the most successful hedge funds, banks, and asset managers in the world.
Numerix is the leading provider of innovative capital markets technology applications and real-time intelligence capabilities for trading and risk management. Committed to out-of-the box thinking, the exploration and adoption of latest technologies, Numerix is dedicated to driving a more open, fintech oriented, digital financial services market. Built upon a 20+ year analytical foundation of deep practical knowledge, experience and IT understanding, Numerix is uniquely positioned in the financial services ecosystem to help its users reimagine operations, modernize business processes and capture profitability.
For more information, please visit www.numerix.com.
MatLogica specializes in software solutions that allow to accelerate Monte-Carlo Simulations using highly parallel vectorized software and automatic adjoint differentiation. At the moment we are developing a breakthrough C++ tool for AAD. Our unique approach allowed us to obtain impressive benchmarks compared to other well known AAD tools. If you are interested in getting the best performance from your existing or new C++ library, we can offer quick proof-of-concept projects to gage the possible benefits our tool can bring to you.
MatLogica brings together a broad range of specialists: from quantitative analysts and computer science engineers to academic researchers. The company was organized around an invention which forms the kernel of the new Adjoint Differentiation Tool.
We specialize in parallel computations in a wide range of areas including XVA, MVA, Monte-Carlo Simulations, Derivative pricing and Risk, Large Portfolio simulations, Model calibrations such as Heston SV and LMM, among others.
Yields.io is a technology company providing an award-winning SaaS platform for financial institutions to stay in control of their models. The modular and model agnostic solution empowers firms to oversee, test and document their models at scale while ensuring full reproducibility and auditability. Leading global and local banks have successfully deployed the Yields MRM platform to boost the effectiveness and efficiency of their model development and validation activities.
At MoCaX Intelligence, we are your partners in navigating through innovative consulting and algorithmic solutions for risk analytics. We like to harness the power of cutting-edge technologies while staying attuned to unique requirements, ensuring outcomes that can go beyond the ordinary. Our specialties range from XVA to PFE and IMM capital, IMA-FRTB and Reverse Stress Testing.
Our proprietary algorithms stand as a testament to unparalleled sophistication in the field. They elevate computational risk analytics to new heights, simultaneously slashing compute costs and time. We are here to help you take your pricing and risk engine to a new level.
As Leonardo da Vinci noted, “Simplicity is the ultimate sophistication.” At MoCaX Intelligence, we embody this principle, simplifying complexity.
Advanced Micro Devices, Inc. (AMD) is the high-performance and adaptive computing leader, powering the products and services that help solve the world’s most important challenges. AMD delivers technologies to accelerate a wide range of data center workloads—from general-purpose computing, technical computing, cloud-native computing, and accelerated computing—providing scientists, engineers, and designers faster insights and more accurate results.
AMD addresses challenges faced in the Financial Services Industry by providing computational performance and TCO benefits on various financial calculations used in risk management, portfolio/trade optimization, and fraud analytics.
Bulk Data Centers’ mission is to help customers move their high-density workloads from traditional digital infrastructure platforms, which typically have a significantly high carbon footprint, to a low-cost, sustainable and scalable option.
We do this by combining highly efficient data center facilities located in the Nordics with high-capacity, low-latency fiber networks. This delivers significant carbon reductions for a company’s digital infrastructure as well as reducing cost when compared to traditional locations within Europe.
Supporting the significant interest from international companies with High-Performance Computing (HPC) needs and cloud providers, we are pleased to announce a new building with 12MW of capacity at our N01 Campus, Southern Norway will go live late summer.
With years of experience and a customer focused approach, we provide a fully managed process for migration or new build. Working with our customer partners, we ensure seamless and speedy deployment. We would love the opportunity to talk with senior executives responsible for this area and organisations looking to significantly reduce their carbon footprint.
NAG provides industry-leading numerical software and technical services to banking and finance, energy, engineering, and market research, as well as academic and government institutions. World-renowned for the NAG® Library – the most rigorous and robust collection of numerical algorithms available – NAG also offers Automatic Differentiation, and Mathematical Optimization products, as well as world-class technical consultancy across HPC and Cloud HPC, and other areas of numerical computing. Founded more than 50 years ago from a multi-university venture, NAG is headquartered in Oxford, UK with offices in the UK, US, EU, and Asia.
Global Valuation is a software company that was established in 2007, with an original mathematical framework for pricing and risk analytics. Over time, software product has evolved into a fully programmable model development and execution framework, called Esther. This framework provides customers the freedom to design and implement models themselves while technical complexities are abstracted into the enabling software that is the same for all customers and use cases.
The original software design had a monolithic software architecture without a modelling language and no universal solver. Business logic and execution logic were mixed together, as they are in the prevalent pricing and risk architectures still today. Regardless, version 1 was market-leading in its capabilities for XVA-style models.
In the past five years, a new modern, layered architecture enabled by a modelling language, along with a cloud-friendly software architecture, were implemented. The latest evolution into a container-based architecture has industrialized the platform, ready for large-scale deployments with enterprise security.
Welcome to The Quantitative Developer Certificate (QDC)
The objective of the course is to develop fundamental skills of quantitative developer role. The course is designed by practitioners from quantitative finance with experience in model development for derivative pricing and systematic trading. The primary coding languages of the course are Python and C++. As it is essential in finance to work with time series data we introduce database KDB and the language q, which are the leading solutions for storing the timeseries.
www.wbstraining.com/events/quantitative-developer-certificate/
The Machine Learning Institute Certificate in Finance (MLI)
The MLI is the world’s most comprehensive professional machine learning certificate in quantitative finance. The six-month part-time course is comprised of 2 levels, 3 Primers, 8 modules, 36 lectures, practical examples, case studies & exercises, module tests, a practical final project and a final examination.
Throughout our unique MLI programme students are required to take on-line multiple choice tests at the end of each module, counting towards the final grade. After completion of Module 8 students sit the unseen written examination virtually at their own desktop. The exam is taken on the same day worldwide. The MLI is a career-enhancing professional qualification, that can be taken worldwide.
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