Derivatives Modelling Services and Solutions

Derivatives Modeling

Support we offer

How we are different

Off-the-shelf models

Tried and tested simulation engine

Expertise in derivatives analytics

Quant skills - market knowledge, mathematical modeling, and programming skills

What we have done

Derivative Structuring for a Europe Based Investment Bank
What we are proud of

$350k

in annualized cost savings

5X

increase in annual bespoke hedging pitches

Our perspective on Derivatives Modeling
Can SOFR be more than just LIBOR 2.0? Blog
Can SOFR be more than just LIBOR 2.0?

The SOFR will replace th..... Read More

LIBOR benchmark fallback provisions Blog
LIBOR benchmark fallback provisions

The UK Financial Conduct..... Read More

Asset managers should shift LIBOR transition planning into high gear Whitepaper
Asset managers should shift LIBOR transition planning into high gear

......... Read More

Meet our experts

Sriram Kovil

Associate Director, Quantitative Services

Sriram leads the Mathematical Modelling sub-group under the Specialised Solutions practice at Acuity Knowledge Partners. He primarily works with banks and asset managers, providing support for derivatives pricing/valuation, model research/enhancements, financial market risk analysis, model risk management and model validation. He has over 11 years of experience across service lines, including risk analytics, model validation, data analytics, statistical modelling and software development. Sriram holds a master’s degree in Operations Research from Columbia University, with a specialisation in Financial Engineering

Sriram Kovil
Sriram Kovil

Associate Director, Quantitative Services

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