Vector Risk Pty Ltd is a Sydney-based market and credit risk management solution provider. Our solution is cloud-based and is a full SaaS solution. The application offers a High Performance Computing risk engine for historic simulation and Monte Carlo simulation using real world and/or risk neutral stochastic processes to model such measures as VaR, CVA and PFE. We specialise in regulatory solutions for counterparty credit risk such as SA-CCR and market risk such as both the Standard and Internal models for FRTB.
#VectorRisk #FRTB #TradingRisk #SACCR #XVA #CVA

Vector Risk

This department focuses on the development and optimization of computing systems to enhance performance and efficiency in complex computations.

High Performance Computing

This department oversees the financial strategy and management of the organization.

People (2)

Jobs (0)

Other teams

Finance Leadership