Quantitative Libraries Optimisation & Risk Sensitivity Acceleration
Legacy quant libraries are bottlenecks in trading, risk, and valuation. As computation-heavy models increase in complexity, firms struggle with slow pricing, scalability issues, and integration challenges.
At Xcelerit, we accelerate pricing, risk, and XVA libraries through cutting-edge optimisation techniques, including Automatic Adjoint Differentiation (AAD), vectorisation, and performance tuning.
What We Deliver
High-Speed Risk Calculations – Enabling real-time sensitivities, stress testing, and XVA adjustments.
Advanced Computational Optimisation – Reducing execution time while maintaining model accuracy.
Code Modernisation & Maintainability – Future-proofing libraries for scalability.
Seamless Cross-Platform Integration – Ensuring compatibility with existing quant stacks.
The Xcelerit Advantage
Industry-Leading Expertise – Decades of experience in HPC-optimised quant analytics.
Performance Gains, Guaranteed – Proven improvements in execution speed and efficiency.
Future-Proofed Architecture – Optimised for modern, scalable infrastructure.
Explore how Xcelerit
transforms trading infrastructure
Other solutions