QuantRisk

Software DevelopmentFlorida, United States11-50 Employees

QuantRisk (www.quantrisk.com)  is a leading provider of integrated cutting-edge high-performance Trading, Analytics, Risk Management, Asset and Trading Optimization solutions, implemented on-site and on the cloud. We offer cost effective, ready-for-use, light cloud solutions for smaller and midsize players.

Power Trading Optimization for generation and procurement portfolio, including bidding to ISOs.  Real-time (15, 30 min, hourly) short-term intraday solution. Load and price forecasting. Scheduling and bidding dashboard. Real-time performance analysis, comparing optimal and actual nodal bids, dispatch, quantities and P&L (www.power.quantrisk.com).

Multiple-Energy, Commodity, Electricity Trading Risk Management, ETRM, CTRM, wholesale, physical, financial and retail books. Stochastic Monte Carlo VaR, Credit, CFaR. Forwards curves, Monte Carlo.  Automated back office, settlement and billing. Supply chain, logistics, assets, up-mid-down-stream risk and optimization.  (www.energy.quantrisk.com) and (www.power.quantrisk.com).

Banking and treasury, market, ALM, credit, liquidity forecasting and risk management. BASEL III risk, LCR FTRB, Xva, BCBS 352, 279. Balance sheet optimization. Tailored for regional and commercial banks, and credit unions (www.bankingtreasury.quantrisk.com).

Enterprise business intelligence, optimization and risk. Forecasting, planning, scenario analysis, risk management optimal allocation of resources and assets.  Finance, treasury, pension, investment operations, supply chain, marketing, sales, logistics, data integration & warehousing  (www.enterprise.quantrisk.com).

We use advanced risk analytics seamlessly integrated throughout trading and risk management: forward curve fitting, stochastic models and Monte Carlo simulation, deep learning Artificial Intelligence, fuzzy logic, mixed-integer and genetic optimization.

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