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All Posts By

Marian

Sep 24

Riskfuel Joins Societe Generale Incubator

By News
Toronto, September 24, 2021 -- Riskfuel, an innovative technology company developing ML tools to accelerate derivatives valuation has been welcomed to the Societe Generale Global Markets Incubator. SG's GMI platform allows the bank to detect the most relevant startups that fit with its opportunities and challenges alike. It is committed to helping startups grow sustainable businesses alongside Societe Generale as an…
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Sep 20

Eureka! The XVA Compute Challenge Solved – Wilmott

By Press
"Ryan Ferguson is in ebullient form as he chats with Wilmott about the roots of Riskfuel, an AI-based accelerator for valuation and risk workloads he founded in 2019, and who would begrudge him his enthusiasm? The firm is picking up awards and great word-of-mouth all over the quantosphere, although Wilmott suspects that ebullience is likely Ferguson’s default mode rather than a transitory state." Riskfuel…
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Sep 17

Quant Insights Conference: Talk and Breakout Session

By Event
Oct 27 & 28 Riskfuel is sponsoring the 8th annual Quant Insights Conference. Don’t miss Riskfuel CEO Ryan Ferguson's talk "On Accuracy Guarantees for Machine Learning in Derivatives Pricing", and a special breakout session where Ryan Ferguson and Scotiabank's lead XVA quant Andrew Green, discuss lessons learned while deploying AI valuation models into Scotiabank's XVA platform. https://qiconference.com/ Riskfuel 1,000,000x
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Sep 08

BMO Financial Group Taps Riskfuel Analytics – Wilmott

By Press
"BMO Financial Group, the 8th largest bank, by assets, in North America, and Riskfuel Analytics a Toronto-based start-up, have announced a partnership to develop models for pricing and scenario analysis of structured derivatives transactions. This comes following a successful pilot project, which saw quantitative researchers from both firms develop a solution to speed up valuation of autocallable notes which previously…
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Sep 02

BMO-Riskfuel Partnership

By News
Riskfuel is partnering with BMO to accelerate valuation and risk management of their structured derivatives transactions. This announcement follows the successful completion of a pilot project to speed up valuation of autocallable notes whose long execution times using traditional valuation methodologies presented significant runtime challenges.With ultra-fast valuations, traders at BMO can now test the impact of different market scenarios on…
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Jul 06

How XVA quants learned to stop worrying and trust the machine – Risk.net

By Press
"Last year, Scotiabank began using a deep neural network developed by Riskfuel, a fintech start-up, to approximate the outputs of the Monte Carlo models it uses for derivatives pricing. The neural network was trained within a day using the vast amounts of computing power available on Microsoft’s cloud platform. The bank credits the new system with improving both the speed…
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Jun 09

Talk: Variational Autoencoders in Derivatives Pricing, June 8

By Event
Riskfuel Director of R&D Maxime Bergeron presents how Riskfuel is using variational autoencoders to fill in the missing information of implied volatility surfaces. Implied volatility surfaces are ubiquitous in quantitative finance and many valuation tools use them as inputs. However, surfaces produced from market data are usually incomplete, so they need to be interpolated and extrapolated. In this talk, we…
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May 09

Riskfuel Joins gener8tor’s OnRamp Insurance Accelerator

By News
Riskfuel has been selected to take part in gener8tor’s OnRamp Insurance Accelerator in partnership with Allianz Life and Securian Financial. Riskfuel is one of five startups chosen from over 500 applicants to participate in gener8tor’s three-month, concierge accelerator program.  We are thrilled to join the OnRamp Accelerator program. There is no better way for Riskfuel to learn how to tailor our products to serve the insurance industry than by working together with the teams at…
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Apr 09

Riskfuel Wins Waterstechnology Best Newcomer Award

By News
Riskfuel has been awarded the Best Sell-Side Newcomer award by leading industry journal WatersTechnology.  Judged by a panel of industry experts from across the market, the highly valued Sell-Side Technology Awards  acknowledge excellence in trading technology. Riskfuel stands in the winners' circle with other winners including Bloomberg and Numerix. Riskfuel is rapidly gaining traction with its novel use of deep…
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Apr 02

Talk: Deeply Learning Derivatives: from Hilbert to Riskfuel, March 31

By Event
Riskfuel Director of R&D Maxime Bergeron presents at the Quantitative Finance Seminar Series hosted by the Fields Institute in Toronto. Maxime discusses the connection between the modern deep learning framework and the graphical solvers (nomographs) of Hilbert's time. The Fields Institute is a centre for mathematical research activity - a place where mathematicians from Canada and abroad, from academia, business,…
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