In securities, the problem of risk / pricing needs to be solved for multiple asset classes in multiple contextsfront office pricing and risk management – market risk




  • Increased demand for calculation engines driven by CCAR, FRTB, CVA, etc.
  • Higher expectation of performance across trading and risk functions
  • Common requirements across asset classes (FICC, Equities) and functions (Curve Building, Real-time Risk, Scenario Risk, XVA, P&L Attribution)