Institutional Volatility Analytics. Engineered by Quants. Calibrated for Speed.
Next-generation structured products pricing library built on 45+ years of Tier-1 banking experience. Powered by hyper-optimized dual Monte Carlo and finite difference PDE engines for global banks, hedge funds, market makers, and exchanges.
45+
Years Tier-1 Banking Experience
6ms
1 yr single asset auto-call PDE
110ms
1 yr single asset auto-call in MC
Core Infrastructure
The Three Pillars of the ExometriQ Infrastructure
Speed & Architectural Execution
Exceptionally fast numerical engines utilizing advanced C++ performance software techniques to deliver split-second calculations.
Adavanced Quant Modelling
Robust, cutting-edge pricing and risk. Delivers key products, market data and quantitative models required for market-leading valuation.
Agile, Flexible, Extendable
Data-driven interface together with a state-less, thread-safe library provides easy integration and reproducible output.
Segment-Specific
Built for Your Architecture
Build at a fraction of the cost
Access ultra-fast pricing and robust risk management using highly optimised industry-standard models at a fraction of the infrastructure build cost.
Product Suite
The Full Exometriq Stack
ExoLib
Structured Products
State-less, thread-safe C++ analytics for the full spectrum of equity exotic and structured derivatives.
More coming soon
In Development
Additional ExometriQ analytics modules will be announced here.