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Numerix

NEMERIX

Numerix develops Pricing library for structured derivative analysis and provides solutions for Structuring, Pricing, Analysis and management on complex products.

Scope of Business

  • Provide solution for all types of derivatives and structured products for formation and management
  • Provide hedging solution for complex and structured variable products for formation and management
  • Asset valuation and risk analysis service for independent derivatives
  • Economic scenario generator and maximum likelihood estimation for asset valuation
  • Trading, risk system implementation and system link of our clients and partners

Solution Features

  1. Vanilla and complex Exotic OTC trade support Flexible structuring in Building-block approach with object-oriented architecture.
    Diverse, sophisticated and market standard model geared with its own know-how.
  2. Multi-purpose Numerix solution is not only for front office but it also can be synchronized with middle as well as back office to maintain consistency during process.
  3. Flexible IT structure and synchronize with other system Developed as open source architecture to synchronize with client’s own library and load software, hardware and other platforms to use other systems.

History

  • Numerix LLC.

    Founded in 1996

    Numerix was founded by Alexander Sokol, Nigel Goldenfeld, Mitchell Feigenbaum and Michael Goodkin who developed toolkit leveraged to speed up Monte Carlo simulations and reduced the time involved from 10 hours to 10 minutes

    210 employees and more than 50% of hold Ph.D. degrees in physics, mathematics, computer science and others and the other 25% hold master degrees

    approximately 700 companies in 25 countries implemented Numerix solutions and has partnerships with more than 50 major companies

  • Numerix Korea

    Founded in 2009

    Established in 2010

    Hana Financial Investment FICC (2009)

    Samsung Securities FICC (2010)

    KB Financial Group (2010)

    Korea Investment & Securities DS Team (2010)

    Standard Chartered Bank Korea Limited Structuring Product Team (2011)

    Mirae Asset Securities FICC (2011)

    Yuanta Securities Korea FICC (2012)

    Hana Bank Foreign Derivative Management (2012)

    Hyundai Securities PI team (2013)

    Daishin Securities Foreign Derivative Management (2013)

    Shinhan Investment FICC DLS team (2014)

    Yuanta Securities Korea FICC team (2015)

    Samsung Fire Insurance ESG (2015)

Numerix Insurance Team

  1. Numerix has 75 Ph.D.’s working at Quantitative Finance They are involved in insurer’s asset and liability modeling focusing on hedging solution and ESG.
  2. New York Insurance Major Team 5 people are in charge of actuarial and financial analysis and the other 3 people are in charge of solution development.
    • Pawel Konieczny : Insurance Team Leader, hedging with variable product modeling group leader at TCM
    • Daniel Schobel : ASA at New York Life, RW, RN modeling and ESG
    • Xue Cao : FIA product design and ESG consulting for insurance client
    • Alexander Vaysman : Hedging solution customizing for Numerix insurance clients for many years
    • Alon Nozic : Hedging solution integration for Numerix insurance clients for many years
    • Ho-Chan Lee : Actuarial analysis
    • Chang-Hyuk Yoon : Financial engineering Ph.D., financial modeling and hedging solution for Numerix clients for many years
  3. Korea Financial Product Analysis Major Team

    Chung-Hwan Lee : interest rate and structured FX product modeling and hedging for many years

Numerix Global Support

  • Multiple research papers and web-based education
  • 24hour customer service in 25 countries around the world
  • Immediate add-in function development for customer satisfaction
Numerix Global Support
Numerix Global Support

Reputation

Continuous development as quant specialized solution provider in Asian market in recent years and recognized as Technology Provider of the Year at Structured Products for 4 consecutive years

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뉴메릭스 외부평가 자료 이미지

Awards and recognition from multiple organizations

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뉴메릭스 인증기관사