Quantitative finance

enterprise technology | quant finance | technologies


Quantitative Finance is the body of mathematics aimed at understanding the value of financial assets and the nature of markets. The theories and techniques of quantitative finance underpin all areas of modern financial analysis, policy and strategy.
The Quantitative Finance Value Proposition
Accurately assess the value of trades, assets and client portfolios - bringing clarity to trading strategies and improving financial reporting. Valuations are broken down into components, to show which market factors pose the greatest risk.

Financial instruments can be complex, and Quantitative Finance techniques are computationally demanding. It is vital to have the right technology to meet these challenges.

At Great East London, we can offer a comprehensive range of Quantitative Finance services:

  • Scalable, robust computation platforms, for rapid, reliable delivery of market data models, valuations and risk metrics
  • The ability to integrate quantitative analytics libraries, whether in-house or 3rd party
  • The mathematical skills to work with front office quants, and the market knowledge to work with product controllers
  • Innovative visualisations of curves, volatility surfaces, risk and cashflow structures of financial products

Whether you need to calculate intraday P&L for the business lines, or perform Independent Price Verification (IPV) for a control function, GEL can help you get more from your Quantitative Finance systems.

What people are saying about us

We used to do all this by hand, but now I just click a button and it appears. I find myself clicking it again just to see it - Equities Head of Desk, PEGASUS project

Careers with us

Great East London needs coders, mathematicians, strategists and project managers!
Find out more here or email us.

Drop us a Line

If you have any questions about what we can do for you, or any suggestions for us, we'd love to hear from you. Please drop us a line by email or by phone on +44 [0] 8703 500435.

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