If you have substantial derivatives holdings, you depend on complex models and analytics to

• Plan, execute and manage strategies

• Maintain your hedging positions

• Monitor risk across your portfolio
  

Tick Analytics helps you get your technology right so you can focus on managing your book.

Quantitative Consulting Services

When you need advanced expertise in the mathematics of derivatives, our senior quants can:

• Derive mathematical models of new products

• Modify existing models for new contract variants and changing markets

• Build custom models to your specifications

• Develop analytics to further your goals and strategies

• Advise on model inputs and calibration

• Independently appraise your existing systems

• Translate financial and business requirements into specifications for your development team

• Expert Witness (EW) services covering derivatives valuation, hedging and mathematics

  • Contributed to positive outcome for contested, adversarial court proceedings as lead EW
    
    

Custom Software Development

Our core team has worked together for over ten years building advanced financial analytics software. When you work with us, you get:

• Financially proficient developers who understand the workflows and priorities of the front office

• Relentless focus on high-value, high-ROI projects

• Short release cycles that deliver high-value features

• Automated testing, integration and build systems for efficient delivery

• Code that’s verifiable, extensible and maintainable

• Collaboration experience with in-house IT teams to integrate with existing systems
  
  

Areas of Expertise

• Asset classes: equities, interest rates, credit, volatility and FX

• Security categories: bonds, swaps, futures, forwards, options, convertibles

• Aggregation of results across all asset classes

• Analyses: pricing/valuation, Greeks, scenarios, term-structured rates and strike bucketed volatility hedges, multi-curve modeling, implied volatility/credit
  
  

About Us

We are a team of senior quants and engineers with decades of experience designing, building and managing front-office risk analytics for large, multi-strategy hedge funds.

We now offer our expertise in finance, mathematics and software development to the full range of buy-side and sell-side clients, without the cost and commitment of a permanent hire or long term contract.

Based in the heart of New York City, our hands-on approach with CIOs, PMs, traders, and CROs lets us bridge the gap between the trading desk and the development team.