Projects

Work that spans the stack - from model to market.


Client profiles

Industries we work in

  • Financial services
  • Capital markets
  • FinTech
  • Insurance
  • Hedge funds
  • Asset managers
  • Exchanges

Scale

From startup to Fortune 100

Client sizes range from SMEs to Fortune 100 companies, spanning both private and public sector engagements.


Examples of past projects

Selected engagements.

  • 01

    Developed and implemented machine learning models to assign probabilities and classify likely potential customers, improving marketing hit rates.

  • 02

    Designed and developed a large-scale optimization (500k+ variables) to increase company-wide net revenues.

  • 03

    Lead designer and developer for a SaaS solution handling valuation, risk management, and reporting for one of the largest annuities and life insurance providers’ derivative portfolios.

  • 04

    Consulted on the design and development of a new core production library that replaced several legacy libraries used in a daily production process at one of the world’s leading derivative exchanges.

  • 05

    Computed liability metrics for an insurer’s primary lines of insurance - a key input into the company’s investment portfolio design.

Skill highlights

Technology.

Languages / automation

  • JavaScript/TypeScript
  • Python
  • C#
  • Java
  • Go
  • C/C++
  • HTML/CSS
  • Swift
  • PHP
  • Ruby / Ruby on Rails
  • R
  • SAS
  • MATLAB/Octave
  • Mathematica/Maple
  • VB/VBA

Operating systems

  • macOS
  • Windows
  • Linux/Unix

IDEs

  • VS Code
  • Visual Studio
  • IntelliJ
  • PyCharm
  • Rider
  • Eclipse
  • XCode
  • Jupyter Notebook

Databases

  • PostgreSQL
  • MySQL
  • SQL Server
  • Oracle
  • SQLite
  • MongoDB
  • MS Access

Cloud platforms

  • AWS
  • Azure
  • Google Cloud Platform

Financial systems / libraries

  • Bloomberg terminal + API
  • Reuters
  • NumeriX
  • NAG
  • EIGEN
  • BLAS
  • LAPACK
  • BlackRock Aladdin
  • Fincad
  • Imagine Trading System
  • Algorithmics
  • Findur
  • Principia
  • SunGard Panorama

Dev / Collaboration tools

  • Git
  • GitLab/GitHub
  • Docker
  • Kubernetes
  • Bitbucket
  • SVN
  • Jira
  • Confluence
  • Trello
  • Figma

Quantitative.

Markets

  • Equity
  • Interest rate
  • FX
  • Credit
  • Commodities

Instruments

  • Equities
  • Bonds
  • Futures / forwards / FRAs / swaps
  • Calls / puts
  • Caps / floors
  • Swaptions
  • Exotic derivatives
  • Structured products

Models / methods

  • Trees & lattices
  • Monte Carlo simulation
  • Black-Scholes + extensions
  • SABR
  • Heston / Bates
  • Variance Gamma
  • IR short-rate & market models
  • Hybrid (equity + IR) models
  • VaR variants
  • GARCH variants
  • ARIMAX
  • PCA / factor analysis
  • GLM / GLAM
  • CART / MARS
  • Kalman filter
  • Neural networks
  • PDEs / SDEs
  • Copulas
  • FFT
  • Extreme value theory
  • Wavelets
  • Optimization
  • Econometrics

Actuarial

  • Pricing
  • Reserving
  • Reporting
  • Experience analysis
  • Predictive analytics - P&C, Life/Annuity, Health, Reinsurance

If your project touches any of this, we've likely built something adjacent to it.

Tell us about it