With over 65+ PhDs and 60+ advanced degrees in financial disciplines on staff, Numerix offers an array of Risk Advisory Services that enable capital market firms to gain greater insight into market risk, counterparty risk, and model risk exposures.

Our Numerix financial engineers can work with complex, portfolio level models, which often have a lot of subjectivity involved, and validate each element of the model against the market best practice. Various forms of standard back testing and stress testing are utilized to run a collection of tests that highlight and categorize different forms of embedded model risk.

Experienced Practitioners   Our risk advisory team is made up of market practitioners skilled in advanced modeling and exotics with many years of experience in some of the largest derivatives houses globally. 
Advanced Models   We employ the Numerix model library of advanced models, Learn More.
Market Best Practices   Numerix financial engineers leverage our deep experience across our capital market client base to benchmark and validate each element of your risk models against market best practices.
Back Testing and Stress Testing   Our expert team runs a battery of back tests and stress tests to explore, highlight and categorize embedded model risk exposures. 


Benefits & Features
  • Experience Means Confidence
    Our deep experience across the capital markets gives our clients peace of mind and confidence that their risk models and risk framework are benefitting from industry best practices.

  • Better Hedging and Risk Management
    Numerix clients can gain a better understanding of where risk models can be improved and can leverage this insight to create better hedging programs and improve their risk management framework

  • Helping Clients Meet Regulatory Requirements
    Assess and manage market risk, counterparty risk, and model risk exposures—including various types of back testing and stress testing—to meet evolving regulatory requirements. 
Case studies
HDFC Bank Market Risk Case Study
Kerius Finance CrossAsset Risk Case Study
ppb Deutsche Pfandbriefbank XVA/CVA Case Study
Yuanta Financial Holdings Market Risk Case Study
Additional Resources
News - Article PDF
Finance Monthly CEO Awards 2018 | Numerix CEO Steve O'Hanlon Featured on Cover...
In The News
Numerix in the News | Waters Rankings Interview with CEO Steve O'Hanlon
In The News
Legacy derivs trading tools “still important” – experts
Written Blog
When Trying to Transform Your Organization, Are These Five Principles Getting Lost?
Press Release
Numerix Retains Leading Position as Sell Side Technology's Best Provider of...
News - Article PDF
Finance Monthly CEO Awards 2018 | Steve O'Hanlon, CEO of Numerix
White Paper
Charting a Course for a Successful XVA Program
Written Blog
Six Proven Steps to Effectively Communicate Change for Growth
On-Demand Webinar
Riesgo de Contraparte para Latinoamerica (CVA)
Video Blog
Steering the Initial Margin Process to Determine Full MVA Cost

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