PhD, ETH Zürich · Financial Risk Manager · IMD Future Leaders
Data AnalyticsFrom source to use,
From source to use,
every number has to hold up.
We develop data and analytics systems that turn raw data into usable information. Data is collected and checked, calculations are run reproducibly, and results are delivered to day-to-day applications, risk models or regulatory calculations.
We first establish what information must be reliably available to support a decision, process or model. We connect the relevant sources, align time references and reference data, and develop the required transformations, calculations and interfaces. The result might, for example, be a current figure in a day-to-day application, a risk calculation or the data foundation for a regulatory model.
Controls and monitoring from source to use safeguard the quality of data and calculations. They expose gaps, stale data and failed transformations. Tests ensure that calculations can be reproduced from the same inputs. Each result remains traceable to the data, processing steps and version of the calculation logic that produced it.
An engagement can begin with a data stream that does not arrive reliably, a calculation that cannot be reproduced, or a figure whose origin is unclear. Nuitio adds missing components, modernises existing data and calculation paths, or tests uncertain elements with a prototype. The result is an information foundation that decisions, processes and models can rely on.
Data flow from sources to usable results with controls across the path
FROM SOURCE DATA TO USABLE RESULTS
Sources
Prepare
Calculate
Validate
Use
data quality · data lineage · calculation versions · monitoring
Selected projects
Current Nuitio systems and work drawn from over a decade of our founders’ experience – built, adopted, approved or in production.
A trading and research platform from market data to operations
Nuitio developed the platform from the ground up using its software delivery pipeline.
Currently in beta and undergoing extensive testing.
A solvency model for intragroup contagion effects
For every balance-sheet scenario produced by the group risk model, the contagion model calculates how defaults and rating migrations affect other legal entities through ownership, internal reinsurance and guarantees.
FINMA-approved; in group-wide production.
One bank-wide calculation for all three components of the standardised approach for market risk
All relevant sensitivities and position data were consolidated across the bank, assigned to the prescribed risk factors, risk classes and buckets, and calculated using the regulatory parameters.
In operational use for the bank-wide capital calculation.
Bond-desk calculations reduced to below one millisecond
A monitored, gap-free Bloomberg stream feeds optimised live calculations and delivers current figures directly to traders’ screens.
Live on the bond desk.
Your point of contact
Talk to Tobias
Send Tobias a short note about what you have in mind. In an initial conversation, we discuss the project and possible next steps.