Quant/Structurer

Numerix provides quantitative analysts with ability to design and test any conceivable derivative or structured product using our flexible object-oriented pricing architecture, payoff scripting language and a comprehensive library of market-tested models and methods.

Whether you’re looking to structure new deals or reconstruct an existing portfolio, Numerix offers a variety of tools to help speed the process, including hundreds of trade templates based on standard deal types, a Structuring Wizard, integrated data adaptors and the ability to quickly define bespoke baskets. If your needs are particularly complex, our experienced team of quantitative analysts and financial engineers is available to consult on deal set-up and model calibrations.

		Payoff scripts provide quants with complete control over deal structures (click image to view full sample script)

Numerix also enables rapid model validation by allowing firms to integrate their proprietary models into the Numerix kernel architecture. Quants can then perform side-by-side valuation comparisons and risk analysis for even the most complex instruments using both Numerix and custom models.

Key Benefits

• Represent any deal across all major asset classes: fixed income, inflation, credit, equity, FX and commodities, as well as hybrids
   
• Over 40 market-tested models and methods, plus the ability to integrate custom models via the Numerix Model API
   
• Rapid structuring tools, cutting time-to-market for new deals to just hours
   
• Pre-trade price discovery and stress testing
   
• Complete transparency for deal definitions and pricing, enabling full documentation for new trades
   
• Aggregate and incremental risk reports (Greeks, VaR, scenario analysis, model validation) with drill-down
   
• Monte Carlo PFE and CVA measurements for managing counterparty risk
   
• Fully interoperable with proprietary and third-party data
   

Integrate and Validate Custom Models
With Numerix, there’s no need to maintain separate systems to manage deals that use proprietary models or pricers. We can work with your developers to integrate these objects into the Numerix platform using the Numerix Model API.

Once integrated, users can access the custom models seamlessly alongside Numerix’s market-standard models, enabling a single, consistent analytics environment for every deal in an institution's portfolio across derivatives desks.

Numerix Structuring Solutions
Numerix analytics are the ideal tool for quantitative analysts and financial engineers who want complete flexibility to design, price and test complex instruments. Our solutions are available through Excel add-ins, scalable stand-alone applications, consulting services and integrated into proprietary or third-party platforms, including some of the most commonly used trading and risk systems.