Real-TimeRisk Enginefor Derivatives Trading
Microsecond risk analytics across equity, credit, rates, volatility, and FX, built for modern trading desks.
Replace fragmented tools and in-house quant builds with a single, scalable risk platform.
Real-Time
Risk Engine
Equity Risk
Real-time equity exposure and P&L
FX Exposure
FX spot, forwards and options
Rates Models
IR derivatives & rates modeling
Credit Risk
Credit exposure, CDS and analytics
Volatility Surface
Vol surfaces, smiles and term structures
Scenario Analysis
Stress testing and what-if scenario models
Microsecond Speed
Patented architecture computes the entire book in microseconds.
All Markets. All Derivatives.
Equity, credit, rates, volatility and FX — all in one engine.
Custom Development
On-demand bespoke models built exactly for your book.
Proven In Production
19+ years of excellence trusted by industry leaders.
What We Do
Real Time Risk Systems manages the architecture, implementation and continual development of in-house derivatives analytics for multi-strategy managers. We actively provide this service to a small portfolio of large established hedge funds.
Our philosophy includes a few core points:
- We believe continuous and ongoing development of analytics is integral to the active financial management of derivatives and is the only way to keep pace with product innovation, market and risk evolution, and strategy refinement.
- We are cost-focused, trying to reduce the largest single line-item for derivatives management, i.e., custom trading analytics and tailored risk analysis, without sacrificing the differentiating value-add of in-house development.
- We believe an open collaborative exchange of ideas benefits our partners and Real Time Risk Systems. Feel free to reach out to us.