CUSTOM ACCELERATION

Bespoke acceleration for proprietary engines.

We build high-fidelity replicas of your internal pricing engines, maintaining the exact logic of your proprietary systems while eliminating the compute bottleneck. Every custom model is validated against your production pricing engine and delivered in the native format your platform already consumes.

The architecture of acceleration

We train a neural network to replicate your in-house pricer, benchmark it against your production system, and deploy it beside the original.

Extreme velocity

Speed-ups typically exceed 1,000,000×. In a 2021 case study, Microsoft measured a 20,000,000× acceleration against the original production model.

Accuracy Without Compromise

Because training happens offline, the cost of accuracy is compute in our datacenter rather than latency in your risk run. Models can be trained to a precision that exceeds your current production settings.

Sensitivities included

Riskfuel supports bump-and-reval workflows natively. A full first-order sensitivity set is executed as a single, batched call, eliminating the latency of traditional risk runs.

Institutional readiness

Riskfuel models are engineered to meet the strictest requirements of Model Risk, IT, and Security, ensuring that acceleration never comes at the cost of compliance.

1

Regulatory precedent

Riskfuel models have been approved by regulators and are running in production.
2

Validation documentation

Our documentation is built for independent review from the ground up, not retrofitted after the fact. We provide a transparent validation package designed to clear the most stringent model risk audits.
3

No migration risk

We do not replace your original model; we augment it. Your proprietary pricer remains in place and remains callable, ensuring a fail-safe fallback and eliminating the risk associated with traditional migrations.
4

Absolute data privacy

Your data never leaves your environment. We utilize entirely synthetic training data, generating trade and market scenarios to map your pricer's input-output behavior. We do not require access to your positions, counterparties, or proprietary market data.
5

Hardware agnostic deployment

Whether on-premise or in your cloud account, Riskfuel runs on the hardware you already own. The runtime automatically selects the optimal path (CUDA for GPUs or AVX/MKL for CPUs) while the call site remains identical. Where the model runs remains your decision.
6

Immediate operational ROI

Less compute for the same risk coverage. This is often the easiest part of the business case.

 

Riskfuel

1,000,000x