Numerix

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Numerix LLC
Company typeLimited liability company
Industry
FoundedNew York, NY 1996 (1996)
Founder
Headquarters
New York, NY
,
Number of locations
19 offices (2019)
Area served
Worldwide
Key people
Gregory Whitten (Chairman of the Board), Steven O'Hanlon (President and CEO) Emanuele Conti (President and CEO)
Products
  • Numerix Oneview
  • Numerix CrossAsset
  • Numerix NxCore
  • Numerix Oneview Asset Management
  • Numerix FRTB
OwnerGenstar Capital (2022-present)
Websitenumerix.com
Footnotes / references
[1]

Numerix is an American capital markets front-to-risk[clarification needed] technology provider. It is headquartered in New York City with nineteen offices[2] worldwide.

The company develops analytics and software for risk management, trading, valuations and pricing for both sell-side and buyside market participants. It is in front-office risk technology and cross-asset analytics for OTC derivatives, structured products, and variable annuities, providing software and services for structuring, pre-trade pricing, trade capture and valuation.[3]

Approximately 700 clients and 90 partners across more than 26 different countries use software developed by Numerix.[4] Its partners include MathWorks, Broadridge, Nomura Research Institute, Oracle, ICE Data Services, Tradition Market Data, ActiveViam, Microsoft, and Amazon Web Services[5]

In August 2022, Numerix was acquired by Genstar Capital.[6] In April 2023, Numerix acquired FINCAD. In July 2023, Numerix acquired PolyPaths.

History

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Numerix was founded in 1996 by Alexander Sokol, Nigel Goldenfeld, Mitchell Feigenbaum and Michael Goodkin as a software company selling multi-asset class pricing tool kits. Numerix CrossAsset remains as one of the industry's most comprehensive collection of models offering full portfolio coverage and broad instrument support for fixed income/rates, equity, FX, credit, commodities, inflation, longevity, volatility and hybrids.[7]

Numerix CrossAsset is used to price financial derivatives and calculate risk analytics – ranging from credit risk, market risk, stress testing, back testing, scenario generation and risk reporting.[8]

After making a significant investment in the company, Greg Whitten invested an additional US$32 million in 2001.

Numerix continued to grow and build out its front office XVA adjustments for pre-trade pricing, as well as counterparty credit risk exposures and market risk measures. In 2016, it introduced Oneview, its flagship risk management software,[9] which is a real-time, front and middle office platform with a microservices' architecture, designed for pre-trade pricing, post-trade valuations, XVAs, counterparty risk, market risk, margin and capital calculations.[10]

Emanuele Conti, who has held CEO and executive leaderships roles at Opus Global, Kroll, and Dun & Bradstreet, was appointed CEO in May 2023.[11] Emanuele proceeds Steven O'Hanlon, who had been Numerix's CEO since January 2013. O'Hanlon had been COO from 2004 to 2013 and is now the Vice Chairman for Numerix.

Acquisitions

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In April 2023, Numerix acquired Vancouver, Canada-based FINCAD, a leading analytics company in the pricing and risk analytics of financial derivatives and fixed-income products, from Zafin.[12]

In August 2023, the company completed its acquisition of PolyPaths.[13]

In October 2024, Numerix acquired Kynex, a financial platform specializing in convertible securities valuation, portfolio and risk management, and trade flow/order management.[14]

Competitors

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Numerix’ direct competitors are SunGard-FastVal, MSCI, Quantifi, swissQuant and Pricing Partners a Thomson Reuters company.

References

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