NumeriX software is used to price the most complex segment of trading room products and exotic derivatives. It is used to hedge and manage the risk of interest rate, foreign exchange, equity and credit derivatives portfolios. The software reduces complexity and cost, allowing users to easily structure and price new instruments when margins are highest and without additional programming.
The company is well-known for recruiting the top minds in risk analytics and derivatives trading for its research and development teams. It has a financial engineering and quantitative team composed largely of PhDs on the same scale as the very largest of financial institutions. It employs over 80 people across its offices in New York, London and Tokyo. Clients have included financial institutions such as Toronto Dominion, Merrill Lynch, Fidelity Investments, Dresdner Bank and Mizuho Bank, and consultants and auditors such as KPMG, Deloitte and Anderson.
Senior executives at NumeriX can comment on any of the following areas:
- Cross-asset derivatives valuation - Interest Rate, Credit, Fixed Income, FX, Equities and Exotics
- Financial instrument pricing and risk management
- Pricing models and numerical methods
- Risk and curve analytics
- System integration for analytics
- Enterprise derivatives trading systems