SciScenario
Multi-factor Monte Carlo, historical shocks, and custom stress — powered by the SciQuant engine in production demo.
Banking & Finance / Quantitative Finance
Derivatives, market riskhedging andtrading.
Pricing and hedging of derivatives, market risk and stress testing, and systematic trading research — powered by SciQuant.
DerivativesMarket Risk & Stress TestingHedgingTrading
SciQuant
Risk controlled. Results focused.
From quantitative research to defensible pricing — the SciQuant institutional platform for scenarios, derivatives, and independent valuation.
Data→
Core→
Strategy→
Risk→
Execute
Quantitative finance · advanced technology · risk management.
One core for desks that trade and desks that must defend prices against model risk.
SciQuant — the engine
SciQuant
Monte Carlo, exotics, LSMC LIBOR, Heston, barriers, swaptions — with validation-standard reporting MRM already delivers to sell-side US.
- Asset / PM: SciCore license · institutional setup
- Banks: Pricing & Validation Pack · PoC → IV retainer
- Live demo: SciQuant Desk in commercial meetings
Market Risk
Scenarios, sensitivities, and stress with tabletop rigor.
Validation and evolution of trading book models — VaR, ES, Greeks, extreme correlations, and documentation for risk committees.
Model validation
Independent review of market models, benchmarking, and remediation plans aligned with regulatory expectations.
Reports & governance
Methodology, limitations, sensitivities, and traceability for internal and external audit.
Related Products
Purpose-built for quantitative finance.
Transform Your Operations with Us
Bring us the decision your current stack cannot explain
We will map the decision, the data, the constraints and the product path before recommending a build.