Our team benefits from over 30-year experience in the world of financial markets (banks and hedge funds) spanning fields from quantitative analysis and research to risk management to software development.

Jean-Michel Fayolle, our founder, witnessed first-hand the gap in financial software solutions available to users of derivatives transactions with modest portfolio sizes when it comes to valuations and risk management, particularly valuation adjustments i.e. xVAs.

Indeed, software solutions are often sized to meet the computational demands of large, bank-sized portfolios with hundreds of thousands of transactions (thus requiring rather heavy infrastructures), while some alternatives seem to lack (some of) the analytics essential when dealing with derivatives -such as xVAs.

Our vision was therefore to provide those “left-out” institutions (such as corporates) with a complete range of market-standard analytics that is both:

• easy to use (i.e. with an adequate user-friendly interface); and

• easy to run (i.e. installed locally on a user’s machine and fast enough to ensure results are available within “seconds”).

The result is a range of analytics born out of decades of experience in modeling and efficient (fast) implementation, running on a simple PC or laptop, accompanied by an interface hosted within Excel© and developed with users in mind; a system that makes complicated tasks accessible via single, “simple”, buttons.

Our “sister” company, Quantaix, provides consulting and advisory services in the field of financial markets quantitative analysis and risk management.