The Brand New UnRisk Quant Rolls Out

We haven't posted for a while. It's not that we are tired…not at all, we'll restructure it for your benefit.

UnRisk Insight will continue, but become more focused and current and a new "UnRisk Magazine" Blog will delve even more into UnRisk's capabilities and internals.

And, we've managed to create new products exploiting our technology stack.

This the first announcement:

UnRisk Quant rolls out

Considerable changes in banking regulation are forcing financial institutions to change operating regimes. This has, in particular, an impact on the work of quants, who will find themselves even more as racers at the critical path. 

From pricing to risk management, from front to back office: xVA is a cross-sectional matter. The need for comprehensive exposure modeling, the inclusion of margins and the introduction of central clearing lead to a much higher complexity in valuation and risk management and will therefore impact future quant work fundamentally.

UnRisk has invested 150 person years of development time to build a solid technology stack upon which quants can swiftly build systems reacting to new requirements. Bank-proof mathematics, the most advanced numerical schemes combined with elegant ways to manage massive data, enables quants to step up to the plate.

Developed for maximum productivity, UnRisk Quant comes with 8 computational kernels, includes a high level programming interface that shortens development cycles and includes numerical engines for valuation, risk management and xVA calculations. 

All that comes for the remarkable price of 9.960,00 Euros per year, positioniong the product on the top regarding the value for cost ratio.

Consider ordering? - Mail to Michael Aichinger