Overview
Acuity specialises in quantitative analysis and risk management tools for derivatives, mainly working with trading, sales and strategy teams. Our derivatives specialists are experienced in four core areas: derivatives modelling across asset classes, stochastic modelling, data management and quantitative analysis. Our team are specialists in pricing, hedging, optimisation and risk management of flow derivatives across asset classes. We are platform-agnostic and focus on creating sustainable solutions to data-related challenges faced by our clients.
Support We Offer
Derivatives modeling and valuation
Risk management
VaR modeling
Yield curve dynamics
Volatility and volatility term structure modeling
Scenario analysis and stress testing
Monte Carlo simulations
Pricers, including Excel-based pricers with C++ libraries
Excel, C# GUIs, models, query builders, analyzers, simulators, and optimizers
Database/solution architecting, testing, and auditing
Support We Offer
Derivatives modeling and valuation
Risk management
VaR modeling
Yield curve dynamics
Volatility and volatility term structure modeling
Scenario analysis and stress testing
Monte Carlo simulations
Pricers, including Excel-based pricers with C++ libraries
Excel, C# GUIs, models, query builders, analyzers, simulators, and optimizers
Database/solution architecting, testing, and auditing
Customer Testimonials
"That is very good work guys!!! I really appreciate it. It was a complex analysis, but the output was great with a clear explanation of methodologies and conclusions"
Client Solutions Group Analyst, European bank
How we are different
Bespoke, relevant offerings
Technology pedigree
Deep industry expertise
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 research and analytics
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