Simply closer
to financial markets
Automation Opportunities
High quality, compliant-by-design workflows
Across the lifecycle, much of the effort is repeatable — assembling evidence, running benchmark computations, drafting validation and monitoring reports, and re-validating after a model or market change. These components can be automated with a deterministic core and agentic support, typically cutting the manual effort by 30–40% while keeping every result traceable and the validator in control.
Deterministic core
Identical input gives bit-exact identical output — tests, benchmarks, tables and plots from one configuration, every number traceable to its source.
Agentic layers, additive only
Optional digital colleagues — source-code review, governance & compliance critique, and critique of market data, models and product coverage, with findings triaged into the register, plus proactive test expansion and independent model replication — never overwriting the deterministic results.
Cross-cutting
Applicable well beyond any single asset class — validation reporting, periodic re-validation, monitoring, documentation and independent price verification.
Compliance by design
Checklists, status logic, reserves and action points embedded throughout, aligned with model-risk requirements (e.g. SR 11-7 / SR 26-2).
Human-in-the-loop
No autonomous approvals, no black-box verdict — judgement and sign-off stay with Model Validation:
30-40%
less manual effort
deterministic
fully reproducible
cross-model
not limited to FX
always
human-in-the-loop
Special case – prototype: for FX pricing models (FX Black, Local Volatility, Stochastic Local Volatility), a full ~50-page validation report generates in minutes rather than weeks.
Address
Kaiserstr. 50
60329 Frankfurt am Main, Germany
modelriskmanagement@mathfinance.com
