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Curt Randall Email
Principal . SciComp
Austin, TX
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How to contact Curt Randall
Join and see Curt's contact info for free!Current Roles
Employees:
6Revenue:
$435kAbout
For over 20 years SciComp's team of numerical experts has worked closely with top tier practitioners around the globe implementing state-of-the-art derivatives pricing models, risk simulation models, neural networks for pricing and calibration models and parallel computing solutions. Custom Developed Models Unlike vendors that rely upon pre-built libraries or toolkits, SciComp’s pricing and calibration models are built to exact customer specifications using industry standard or proprietary model dynamics, state of the art numerical methods and customer selected interfaces. Ready-to-Use Models SciComp provides a suite of robust, ready-to-use pricing and calibration products that can be integrated with existing trading and risk systems or used as standalone solutions. All pricing and calibration models can easily be customized to meet customer requirements. SciFinance: Technology of Choice for In-house Model Development SciFinance automatically generates efficient C/C++-family pricing model source code from high-level model specifications. With hundreds of customizable, composable, industry-proven examples to choose from and a robust, transparent modeling environment, users can easily and rapidly create bespoke models for all asset classes. Parallel Computing SciComp is one of the earliest adaptors of NVIDIA’s GPU and Xilinx's FPGA technologies for use in the financial services sector. Our key areas of focus has been the GPU-enablement and/or FPGA acceleration of derivatives pricing models, scenario generation or risk simulation models. Asset and Risk Management SciComp provides expert, cost effective derivatives pricing and risk management services to the financial services sector.SciComp Address
5806 Mesa Drive Suite 250Austin, TX
United States