Live risk and exposure intelligence across the client book.
A continuous risk engine that measures the shape of your book, predicts margin events before they trigger, and surfaces correlation risk across symbols, venues and clients.
For risk teams at brokerages, prop firms and multi-asset dealers who need a live view of every position — not a next-day PDF.
Why firms come to us for this.
By the time the daily risk pack lands, the exposures it describes are eight hours old.
Everyone is 'long gold' — but nobody is watching how gold, XAG, mining stocks and USD are moving as one position.
The support desk is fielding calls at the exact moment a coordinated risk view could have prevented them.
What we actually build for you.
Every engagement is bespoke — but the underlying architecture follows the same layered pattern. Owned by you, deployed on your infrastructure.
What ships in the box.
Portfolio-level VaR, expected shortfall and configurable stress scenarios recomputed continuously.
Model-based forecasting of accounts likely to breach margin over the next hour, day and week.
Cross-symbol correlation surfaced as clusters, not spreadsheets — where the real concentration risk lives.
Every account plotted on risk contribution vs. profitability — obvious where to hedge, cull or nurture.
Replay any historical event over today's book: 'what happens if 2020-03-12 happens again right now?'
Threshold breaches route to the right desk, dealer or compliance officer with full context attached.
Often built alongside.
Scoping a build for a brokerage, wealth firm or fintech?
We take a small number of new engagements each quarter. Send a two-line brief and we'll respond within 48 hours.