About Us

We are software company with a focus on the finance industry. Specialising in quantitative finance, we combine advanced software enginneering with our mathematics and product knowledge in order to solve traditionally difficult finance problems.

Our goal is to understand and leverage current trends and techniques, ranging from Adjoint Algorithmic Differentation (AAD), to parallel computing, to machine learning.

Our current projects are in fixed-income and credit asset classes. Past projects have been in equity derivatives. Based in London, our clients have typically been international investment banks.