Introduction

Quant Foundry provides innovative and high-added value model-based solutions for difficult to measure risks that combine world-class quantitative, data science and financial risk methodologies. Quant Foundry value is based on factory-building models whose intellectual property (IP) combines a deep understanding of risk in all its form while utilising cutting-edge techniques in mathematical modelling, artificial intelligence and software development. 

Founded in September 2018, Quant Foundry has roots deeply anchored in academia and capital markets where the founders – Dr Chris Cormack and David K Kelly are recognised specialists with over twenty-five years experience in pricing derivative instruments, building risk models, managing model risk for Tier 1 banks, hedge funds and vendors.

Quant Foundry remains active with their finance clients to provide advanced instrument pricing and risk models. Since 2019, their focus has been to develop a Climate Change solution that talks to ESG risk professionals as well as expand into non-financial but related areas such as agriculture.

The Vision

The Quant Foundry founder’s passion is to wildly recognised as a trusted provider of quantitative solutions, establishing long-term and collaborative relationships with clients interested in using advanced techniques.

A core value of Quant Foundry is the belief that a stable and continuous commitment to R&D is the only tangible guarantee of yielding sustained innovation. Collaboration with academia is central in this context and is a source of considerable interest for our clients.

Quant Foundry in Numbers

The Pillars of Quant Foundry

Build functional code that can be combined for a wide spectrum of user cases

Remain razor-focused on quant development, collaborate with groups that have complementary skills

Attract and retain talent by encouraging them to apply their creative talent to a wide set of challenges

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enquiries@quantfoundry.com

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