Riskfuel Wins WatersTechnology Sell-Side Award For 2nd Year

Toronto, April 25, 2022 -- Riskfuel, an innovative technology company developing ML tools to accelerate pricing and derivatives valuation, announced today that it has been named Best Sell-Side Newcomer – Trading, Pricing & Analytics at the 2022 WatersTechnology Sell-Side Technology Awards. The awards recognize technological innovations that benefit firms such as investment banks that issue, sell, or trade securities. Riskfuel transforms…

Riskfuel Partners With ActiveViam

Toronto, April 8, 2022 -- Riskfuel, an innovative technology company developing ML tools to accelerate derivatives valuation, and ActiveViam, a global software provider in the financial services industry specialized in in-memory BI analytics applications have decided to join their efforts and sign a partnership in order to provide front-office and risk analytics teams with accurate, granular and real-time risk analytics. Fast…

Riskfuel Joins Societe Generale Incubator

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…
September 20, 2021 in Press

Eureka! The XVA Compute Challenge Solved – Wilmott

"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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September 17, 2021 in Event

Quant Insights Conference: Talk and Breakout Session

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. Riskfuel 1,000,000x
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September 8, 2021 in Press

BMO Financial Group Taps Riskfuel Analytics – Wilmott

"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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September 2, 2021 in News

BMO-Riskfuel Partnership

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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July 6, 2021 in Press

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

"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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June 9, 2021 in Event

Talk: Variational Autoencoders in Derivatives Pricing, June 8

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 9, 2021 in News

Riskfuel Joins gener8tor’s OnRamp Insurance Accelerator

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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April 9, 2021 in News

Riskfuel Wins Waterstechnology Best Newcomer Award

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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April 2, 2021 in Event

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

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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March 22, 2021 in Event

Talk: Variational Autoencoders in Derivatives Pricing, March 22

Riskfuel Director of R&D Maxime Bergeron presents at this year's Quantitative Finance Conference hosted by WBS. Maxime shows us that variational autoencoders are powerful tools that we can use to explore the space of volatility surfaces. WBS Training Ltd organizes workshops and conferences for the capital markets and treasury divisions of investment companies worldwide. Learn more about WBS Riskfuel 1,000,000x…
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February 17, 2021 in News

Riskfuel joins the MaRS Fintech Cluster

Riskfuel has proudly joined the MaRS Fintech ecosystem consisting of entrepreneurs, investors, scientists, policy makers, corporates and world-renowned research institutions. This is an exciting time to be in FinTech in Toronto and we are thrilled to be part of the MaRS community. Our relationship  with MaRS will give us access to valuable resources including mentorship and advice on capital, sales,…
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February 2, 2021 in News

Scotiabank Awarded Technology Innovation of the Year

Congratulations to Scotiabank  who has won the coveted 'Technology Innovation of the Year Award" by for their new xVA Platform running Riskfuel software. Riskfuel is immensely proud to have contributed a core technology to this award-winning XVA engine.With ultra-fast valuations, traders at Scotiabank can now test the impact of different market scenarios on its derivatives portfolios so that they…
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November 16, 2020 in Event

Talk: AI-Accelerated Derivatives Models From R&D to Production, November 16

Riskfuel CEO Ryan Ferguson presents at this year's 16th Quantitative Finance Conference hosted by WBS. The talk is aimed at the Quantitative Financial Analyst and discusses the utilization of deep learning neural networks to convert computationally-intensive numerical models into a closed-form analytic functions that produce values almost instantaneously. WBS Training Ltd organizes workshops and conferences for the capital markets and…
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November 13, 2020 in News

Riskfuel Wins Prestigious FIA Innovator of the Year Award

In November, Riskfuel was selected to participate in the annual Innovators Pavilion at the FIA Expo. The FIA Innovators Pavilion showcases fintech startups to encourage greater innovation in the derivatives industry. The startups were evaluated on the degree of innovation, the relevance to derivatives markets, and the potential impact on the industry and judges chose Riskfuel for "its innovative solution…
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November 4, 2020 in Event

Join Riskfuel at the FIA Innovators Pavilion: Nov 10-12

FIA has selected Riskfuel as one of nine fintech startups to exhibit at this year's FIA Innovators Pavilion: a showcase for startup companies providing forward-thinking solutions for the futures, options and cleared swaps industry. Riskfuel accelerates derivatives valuation and risk sensitivity calculations, delivering cost savings and competitive trading advantages to their clients. This year's Innovators Pavilion is supported in part…
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October 20, 2020 in News

Riskfuel – University of Toronto Partnership

We are excited to announce our partnership with the University of Toronto Riskfuel will be working with Professor Sebastian Jaimungal, one of the world's leading experts on AI in capital markets, and his team from the Department of Statistical Sciences. The research will study volatility surfaces, which are a necessary input for an AI model looking at derivatives, but these…
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October 15, 2020 in News

Ultra-fast and Accurate Derivatives Pricing: The Bermudan Swaption

When we created our Pricer Demo to showcase the speed and accuracy of Riskfuel technology, we chose a complex real-world model to accelerate: the Bermudan Swaption model. The Demo allows you to modify any of this model's 157 parameters and compare Riskfuel performance against that of Quantlib's open-source traditional model. The Demo runs on a single CPU core. Riskfuel models…
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October 10, 2020 in Event

Thalesians Talk – Accelerating Derivatives Models

Riskfuel pioneered the use of Deep Neural Networks to accelerate derivatives valuations and risk sensitivities. We have resolved many technical challenges along the way. Ryan Ferguson discusses some of the novel techniques developed at Riskfuel to deal with extremely complex, multi-dimensional models. The Thalesian talk concludes with a question and answer session.
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September 20, 2020 in Event Training Session: September 28

Join our Chief Product Officer Ivan as he conducts a training session on the ins-and-outs of preparing your data for use in AI and ML applications. Expect to learn all about mitigating bias and error, continual maintenance of data quality, and finding the right sources of data.
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May 5, 2020 in News

Riskfuel Microsoft Collaboration, May 5

Our recent collaboration with Microsoft generated some exciting discussions within the quant finance community. We demonstrated the performance gained by running a Riskfuel-accelerated model on the Azure NDv2-Series Virtual Machine instance powered by NVIDIA GPUs against traditional CPU-driven methods.  The results clearly demonstrate that traditional on-premises computing simulation workloads can be supplanted by Riskfuel pricing and risk sensitivity DNNs in…
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April 7, 2020 in Event

Riskfuel Demo April 30

In this webinar, Riskfuel CEO Ryan Ferguson will present a demo showing how deep neural networks can be used to speed up calibration, pricing and risk-sensitivity computations, to the point that the front office has access to real-time P/L, P/L explain and risk sensitivities for portfolios of exotic derivatives.
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February 7, 2020 in News

Riskfuel joins The DMZ, February 2

Riskfuel is honoured to be selected by The DMZ to be part of their world-leading tech accelerator and incubator program. The DMZ provides full-service office space and connections to customers, experts and a community of entrepreneurs and influencers which will be a great help to us as we grow our business.
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February 2, 2020 in Event

IAQF Lecture, March 2

Join Ryan as he lectures on Deeply Learning Derivatives in NYC at the IAQF. His talk explores the performance of deep neural networks in approximating pricing functions in the context of three major approaches currently used to accelerate pricing: GPUs, adjoint algorithmic differentiation and analytic function approximation. Examples will be drawn from a range of asset classes, and will demonstrate…
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December 9, 2019 in Event

Financial Risk Hub Lecture January 22

Riskfuel CEO Ryan Ferguson will present his lecture on Deeply Learning Derivatives as part of the Expert Speaker Series hosted by Financial Risk Hub. Registration is open now.
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December 6, 2019 in News

1,000,000x faster capital markets risk management with Riskfuel

Toronto-based startup Riskfuel adds experienced AI product expert Ivan Sergienko as Chief Product Officer as it aims to transform derivatives trading.
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September 6, 2019 in Event

Masterclass at GFMI Conference September 16

Riskfuel CEO Ryan Ferguson presents Deeply Learning Derivatives Master Class at the GFMI Conference on Monday Sept 16th.
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