Zeliade Systems is a fintech company. Zeliade designs the Zeliade Quant Framework analytics library, and provides Independent Reviews for Central Counterparty clearing houses (CCPs).
Zeliade designs ZQF, a cross-asset calibration and pricing library on derivatives (Equity, Interest rates, Credit, FX, Commodities). ZQF is used in production in the model validation department of several 1st tier banks, and also within prestigious hedge funds. The library is native C# and uses the last .NET technologies. ZQF covers a large market scope, from the first and second vanilla generation to the most exotic structures.
Zeliade has a proven track record in independent validation for CCPs, with numerous projects for LCH, ICE, CME and HKEX/OTCC. In particular they have acquired a significant know-how on all the asset classes in the scope of the project (equity, currency, interest rate, commodities), and also on the EMIR and PFMI/IOSCO regulations including the 2017 Further Guidance document.
Zeliade historical fields of expertise include model risk and model validation, implied volatility modeling (SABR, SVI, SSVI and extensions), numerical probabilities etc.
The RIMES Managed Data Services are a complementary service for Zeliade Systems solution users who wish to benefit from over 1,500 data sources from over 500 data partners at RIMES, covering all asset classes.
Our Managed Data Services
- Working with 500+ data and 1500 data sets
- Superior data quality and accuracy
- 75,000 index, price & reference data feeds delivered daily
- Fully managed, validated and system-ready feeds
- Data delivered via API or file format for operational or analytical users
- Increase business agility and scalability
- Faster time to quality & market
- Global expert 24/7 support
Have a specific system requirement?
Get in touch, we can handle it for you.