RISK MANAGEMENT REINVENTED
Upload your portfolio as XLSX
Turn-key solution with easy portfolio upload from Excel format
Start with a free version and upgrade depending on needs and usage
Easy to use web-based version designed for derivatives end-users
ONE-CLICK FAST xVA
Up-to-date pricing/risk models, and flexible user interface
Includes system operations and infrastructure
Faster to run; cheaper and lighter to implement and operate
Fully fledged real-time end-to-end pricing and risk platform
DERIVATIVES PRICING, RISK AND xVA AS A SERVICE
Leverage ICA technology and expertise
(as demonstrated through ICA's
Implement clients' analytics in a modern architecture involving big data, big compute, and cloud technologies
BIG DATA ARCHITECTURE FOR
Fuelled by new regulations, the complexity and number of pricing and risk calculations in investment banks are growing exponentially. Traditional systems in pricing and risk management are outdated. Leveraging on big data, cloud technologies and AI, ICA has built a highly efficient solution for derivatives faster to run, cheaper and lighter to implement and operate, that is deliverable through a SaaS solution or tailored to a client's specific needs via "special project".
ICA is a Capital Market Fintech that combines quantitative analysts with experts in new digital technologies. Together, they have developed a new generation solution to calculate prices and risk metrics for derivatives instruments in a fraction of the time and at a fraction of the cost, compared to traditional systems.
We adjust our solution to our clients' needs and specifics:
ICA’s business model is based on usage, therefore making it attractive from the smallest users (including consultants) to the largest banks, and on a pay as you go: easy in (turn-key solution), no lock-in (pressure is on ICA to keep its clients happy... not captive!)
Emmanuel Danzin, Head of Business Development
20 years in xVA Structuring, Advisory and Audit
- xVA Optimization at Société Générale and Crédit Agricole
- Structurer at Société Générale
- Consultant and auditor Deloitte & Touche
Academics: ESSEC business school, Columbia University (Masters in Mathematics of Finance)
Stéphane Rio, CEO
24 years in Trading, Fintech and Board
- Board member of Depfa & CEO of ACS Bank (post 2008 to restructure the group)
- CEO of Fintech Swapstream. Sold to CME in 2006
- Global Head of Interest Rate Swaps at Commerzbank
Academics: Ecole Polytechnique, ENSAE and Master in Stochastic Models applied to Finance
Jean-Michel Fayolle, Head of research
26 years in Risk, Quant, Research and Board
- CRO Banque AIG post 2008
- CRO Aspect Capital
- Head of Quant Research / New Products in large financial institutions
Academics: Télécom Paris (Computer Science), Texas A&M University (MS - Statistics, BS of applied Mathematics)
Vincent Boilay, Head of development
26 years in Financial Software, IT dev and New Technologies
- New technology expert (Big data, Spark, Web)
- Broad experience in designing and implementing trading solutions platforms
Academics: EPSI Paris (Master of Computer Science)
Guillaume Aubert, Head of product management
23 years in Financial Software, Quant and Fintech
- Co-founder and Managing partner at Orchestrade Financial Systems (cross-asset trading and risk)
- Head of Quant and Solutions Consulting at Summit (North-America /EMEA)
- Certified FRM
Academics: Supélec (Physics & Computer Science)
Developers and Quants
ICA team is mostly comprised of PhD and Masters in IT, specialists in digital technologies, as well as PhD and masters in Quantitative Finance.
Our solution includes components for large scale distributed computation tailored to pricing and risk management on any Cloud: private, public or hybrid without the need for any commercial orchestrator software
With our dual experiences in finance and modern technologies, we have proven a unique know-how in the field of optimized distributed calculations
Big Data Analytical Database
We have been heavily involved in the big data fields, for our own platform, or for our clients’ solutions. Typical risk calculation includes hundreds of billions of records and requires optimised data compression, fast read/write and slice and dice
The usage of hybrid cloud (public/private) implies in-depth anonymization algorithms: no confidential information is transmitted to the public cloud, aggregations are made locally…
Beyond the batch computation, pricing/risk solutions and architecture must factor in various aspects of real-time calculations: new trades, parameters simulations, market updates…
Our different solutions have lead us to explore techniques of AI in various applications such as auto-calibration of distribution schema, or fitting of MTM functions
PARTNERS AND AWARDS
Kepler Cheuvreux is one of the initial investor in ICA, and a strong believer in the ICA vision for the banking outsourcing.
Our cloud partners are providing the public cloud computational power which our platform is built on. We can work with any cloud and have existing implementations at Amazon and Outscale.
Laureate of Concours Innovation Numérique (December 2016)
Competition for most innovative companies in digital innovation
Laureate in category Fintech
“Concours d’Innovation Numérique” is sponsored by the French state to support the best innovative projects in digital transformation. Its ambition is to accelerate the developments of projects based on digital technologies by sponsoring a significant part of the project.
Financing support from BPI France (the French Public Investment Bank) to help grow innovative products
Selected by BPI France to by be 1 of the 6 start-up to represent France at the International SME forum on Artificial Intelligence in Montreal 7th and 8th May 2018.
Label Finance Innovation (July 2017)
Backing of the Worldwide Competitivity Cluster FINANCE INNOVATION
“This recognition validates both the innovative and strategic nature of a project and has the goal of driving access to FINANCE INNOVATION's circle of industrial, commercial and potential financial partners”.
Member of FinTech (March 2018)
ICA has joined France FinTech who gathers all businesses using innovative, disruptive technological business models which aim at addressing current or emerging issues in the financial services industry. France Fintech is in charge of promoting french fintech in France and abroad.
French Tech Tour America (October 2018)
Selected by Business France to join the French governmental agency startup acceleration program to introduce promising French Technology companies to the U.S market.
112 av Kléber, 75116 Paris, France
5th Floor, 95 Gresham Street, London
The Independent Calculation Agent
112 Avenue Kleber
75116 Paris - France
+33 1 53 65 35 95
ICA is a capital market FinTech providing new generation derivatives xVA and risk management systems powered by Bigdata, Cloud Computing and Artificial Intelligence.
We adjust our solution to our clients' needs and specifics.
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