Market Data Operations Analyst

Numerix ranks first in quantitative analytics and top three across the Chartis STORM 2026 reports. Chartis Research has published its STORM 2026 report series, and Numerix finishes at or near the top of all three ranking reports. STORM - short for Statistical Techniques, Operations and Risk Management - examines how quantitative modeling, machine learning, optimization, and high-performance computing are converging across financial services. Chartis describes Numerix as foundational pricing and valuation infrastructure for hundreds of buy- and sell-side institutions, spanning market, credit, and insurance liability risk from a single analytical source. The series comprises three ranking reports - Quantitative Analytics50, BuySideRisk50, and Insurance Risk Analytics50. Numerix ranked first overall in the Quantitative Analytics50 and placed in the top three in the other two, collecting category awards in each. "Numerix's rise to the top of the Quantitative Analytics50 ranking, alongside its top three ranking in both the Insurance Risk Analytics50 and BuySideRisk50, reflects not only the strength of its analytics portfolio, but also the innovative technological and developmental environment it has established around its solutions. In our view, Numerix's innovative and pragmatic use of AI in the areas of modeling, pricing, and analytics is helping to advance the state of the art." - Sid Dash, Chief Researcher at Chartis Quantitative Analytics50: ranked first overall. Numerix ranked first overall in the Quantitative Analytics50 2026 report, taking the title of Overall Winner. The report scores vendors on the depth of their quantitative libraries and the technology environment around them, set against the compute, data, and AI forces reshaping quantitative finance. It is the most closely watched of the three STORM rankings, and the one where Numerix has now reached the top position. * Chartis Category Awards for Impact and Strategy - the latter citing the integration of PolyPaths analytics into the Numerix Oneview platform * Computational Awards for AI-Driven Asset Pricing, Domain-Specific Languages, and Domain-Specific Languages (Derivatives) * Innovation Awards for Integrated Risk Analytics, ML Applications in Quant Finance, and XVA Analytics * Solution Category Awards for CVA, equity derivatives, MVA, OTC derivatives * Pricing/Valuation Award for OTC derivatives pricing, reflecting Numerix's leadership in cross-asset pricing, risk, and pre-trade XVA analytics Chartis also recognized Numerix's research into neural-network and machine-learning methods as a promising direction the firm is actively advancing. That work aims to reduce the computational cost of large-scale valuations and remains in development. Numerix ranked third overall in the BuySideRisk50 2026 report and secured three awards: the Chartis Category Award for Innovation, the Industry Category Award for Prime Brokerage Risk Frameworks, and the Solution Category Award for Cross-Context Analytics for the Buy-Side. Buy-side firms, such as asset managers, hedge funds, and pension funds, increasingly need to see risk and performance across portfolios, asset classes, and markets rather than in isolated silos. Numerix's portfolio-layer methods enable asset managers to measure how derivative overlays affect overall portfolio risk and hedge accounting, while its prime brokerage tools calculate margin, run scenario-based stress tests, and evaluate value at risk (VaR) across multi-asset books. Cross-context analytics tie different portfolios, hedges and risk analyses together in one platform, providing an integrated perspective on investment risk. Insurance Risk Analytics50: a top-three finish and a structured products award. Numerix ranked third overall in the Insurance Risk Analytics50 2026 report and won the Solution Category Award for Structured Products/Variable Annuities. This report examines how AI, digital risk, and market convergence are reshaping insurance analytics. Variable annuities and structured products are among the most analytically demanding instruments a life insurer holds. Pricing, valuation, and scenario analysis all depend on advanced models that can handle complex structures, embedded optionality, and long-dated risk. Numerix's platform bridges actuarial assumptions and capital-market reality within asset and liability management (ALM) workflows, letting insurers run frequent, automated stress tests and optimize hedging. One foundation, three markets. Read as a set, the STORM 2026 results show recognition that reaches across quantitative finance, insurance, and the buy-side - the breadth of asset classes and use cases Numerix has built around a common analytics foundation. Chartis views Numerix as well positioned to help reshape the risk management landscape and help its clients gain dynamic strategic advantages. Each report includes Chartis's full methodology, the complete list of category winners, and Chartis's analysis of the trends reshaping the markets. Frequently asked questions. What is the Chartis STORM 2026 report series, and how did Numerix perform? STORM - short for Statistical Techniques, Operations and Risk Management - examines how quantitative modeling, machine learning, optimization, and high-performance computing are converging across financial services. The series comprises three ranking reports: the Quantitative Analytics50, the BuySideRisk50, and the Insurance Risk Analytics50. Numerix ranked first overall in the Quantitative Analytics50 and placed in the top three in the other two, collecting category awards in each. Read as a set, the results show recognition that reaches across quantitative finance, insurance, and the buy-side - the breadth of asset classes and use cases Numerix has built around a common analytics foundation. Why did Numerix rank first in the Quantitative Analytics50 2026 report? The Quantitative Analytics50 scores vendors on the depth of their quantitative libraries and the technology environment around them, set against the compute, data, and AI forces reshaping quantitative finance. It is the most closely watched of the three STORM rankings, and Numerix took the Overall Winner title. Numerix earned awards across the report's categories, including Chartis Category Awards for Impact and Strategy - the latter citing the integration of PolyPaths analytics into the Numerix Oneview platform - Computational Awards for AI-driven asset pricing and domain-specific languages, Innovation Awards for integrated risk analytics, ML applications in quant finance, and XVA analytics, and Solution Category Awards for CVA, equity derivatives, MVA, and OTC derivatives. Chartis also recognized Numerix's research into neural-network and machine-learning methods, which aims to reduce the computational cost of large-scale valuations and remains in development. How did Numerix perform in the BuySideRisk50 and Insurance Risk Analytics50 reports? Numerix ranked third overall in both reports. In the BuySideRisk50, it secured the Chartis Category Award for Innovation, the Industry Category Award for Prime Brokerage Risk Frameworks, and the Solution Category Award for Cross-Context Analytics for the Buy-Side - recognition of portfolio-layer methods that measure how derivative overlays affect overall portfolio risk and tie portfolios, hedges, and risk analyses together in one platform. In the Insurance Risk Analytics50, it won the Solution Category Award for Structured Products/Variable Annuities, reflecting a platform that bridges actuarial assumptions and capital-market reality within asset and liability management (ALM) workflows so insurers can run frequent, automated stress tests and optimize hedging.

From niche to mainstream: 5 SRT takeaways from Global ABS 2026. Synthetic Risk Transfer (SRT) is no longer a niche regulatory capital tool. It's a mainstream institutional asset class - and the Global ABS 2026 conference made this case clear. Numerix attended this year's event, which marked its 30th anniversary and drew a record turnout of more than 5,000 professionals from the asset-backed securities (ABS) market. SRT anchored its own dedicated track this year, alongside regional spotlights - a placement that reflects how far the market has come from its origins among a handful of sophisticated banks. Issuers, investors, and risk-bearing capital providers alike are now shaping the conversation. Here are five themes that took center stage in Barcelona, and details on why they matter for the quantitative finance community. 1. Banks are structuring with greater sophistication. Banks are moving beyond straightforward capital relief trades toward more nuanced SRT structures, navigating a complex web of supervisory expectations, internal model constraints, portfolio calibration requirements, and investor demand. Regulatory capital relief remains the primary driver, but execution increasingly depends on the ability to model and communicate risk transfer accurately across the full transaction lifecycle. Banks that bring advanced portfolio analytics and capital modeling to the structuring process are better positioned to satisfy both regulators and their investor base. 2. Investors are demanding analytical rigor. Investor sessions at Global ABS reflected a market that is maturing at a rapid pace. Discussions centered on portfolio composition, loss modeling, structural analysis, and how SRT stacks up on a relative value basis against other structured credit products. The message was clear: as the investor base widens, so does the demand for independent risk analytics, robust scenario analysis, and the kind of transparency that supports confident investment decisions. Investors are replacing cookie-cutter deal evaluation with more rigorous, model-driven frameworks. 3. Insurance and reinsurance capital is becoming a structural feature. A dedicated reinsurance panel at Global ABS underscored a notable shift in who is funding SRT transactions. Insurers and reinsurers are no longer peripheral participants - they are increasingly providing meaningful risk-bearing capacity, drawn by the yield profile and diversification characteristics of the asset class. Their participation brings distinct analytical requirements, through robust credit risk frameworks, tail-risk analysis, and portfolio stress-testing tools that meet the standards of both internal risk committees and external regulators. 4. Regulatory complexity is raising the bar across the board. Regulatory themes surfaced in nearly every session at Global ABS 2026. Basel reforms, evolving securitization rules, capital treatment questions, and supervisory expectations were woven through the agenda. What emerged is a picture of a market that increasingly needs integrated solutions - platforms capable of connecting transaction structuring, capital impact analysis, regulatory reporting, and ongoing risk monitoring in a coherent, auditable workflow. Fragmented tooling and manual processes are becoming a competitive liability. 5. The workflow challenge: private transactions at scale. Alongside the SRT conversations, a broader theme ran through the conference: the operational burden of managing private credit and structured transactions efficiently. As volumes grow, so does the pressure to streamline - from deal onboarding and data management to analytics and reporting. The need for purpose-built workflows that handle the idiosyncratic nature of private transactions without sacrificing speed or auditability is one of the defining challenges facing the market today. What it takes to meet growing demands. SRT's shift from regulatory workaround to recognized asset class is far from over, and Global ABS 2026 confirmed what Numerix hears from clients directly: the analytical and workflow demands are only growing. Platforms built for structured finance risk management - PolyPaths Trading & Risk Management among them - are where that infrastructure conversation increasingly starts, and the firms investing there now will be best positioned as the market scales. That question sharpens at the instrument level. As loan, ABS, and MSR exposures move into increasingly private, bespoke structures, modeling and monitoring risk on those instruments, without stitching together fragmented, asset-class-specific tools, is becoming a determinant of who can compete for deal flow, not just a back-office efficiency. This is where PolyPaths can help: it covers loans, ABS, MSR, bonds, derivatives, and CDS on a single platform built for structured finance, giving front- and mid-office teams one place to model and monitor risk across those exact instrument types. Frequently asked questions. Q1: How is synthetic risk transfer (SRT) evolving from a niche regulatory tool into a mainstream institutional asset class? A1: Synthetic risk transfer used to be a workaround known mainly to a handful of specialist banks. At Global ABS 2026 - an event marking its 30th anniversary with a record turnout of more than 5,000 ABS market professionals - SRT anchored its own dedicated track alongside regional spotlights. Issuers, investors, and risk-bearing capital providers, including a growing base of insurers and reinsurers, are now jointly shaping the SRT conversation, with structuring sophistication and analytical rigor becoming baseline requirements rather than differentiators. Q2: What is the difference between fragmented, asset-class-specific risk tools and an integrated platform for managing SRT and structured finance risk? A2: Fragmented tooling forces teams to stitch together separate systems for loans, ABS, MSR, and derivatives, which slows deal onboarding and makes audit trails harder to defend to regulators as transaction volumes grow. An integrated platform like PolyPaths Trading & Risk Management instead covers loans, ABS, MSR, bonds, derivatives, and CDS on a single system, giving front- and mid-office teams one place to model and monitor risk. Numerix notes at Global ABS 2026 that fragmented tooling and manual processes are becoming a competitive liability in this market. Q3: How do regulatory reforms like Basel and evolving securitization rules affect SRT workflows, and what technology do banks need to keep pace? A3: Regulatory themes ran through nearly every session at Global ABS 2026, with Basel reforms, securitization rule changes, capital treatment questions, and supervisory expectations all raising the compliance bar for SRT desks. Numerix's conference recap concludes that the market increasingly needs a single platform connecting transaction structuring, capital impact analysis, regulatory reporting, and ongoing risk monitoring in one auditable workflow, rather than reconciling that picture across disconnected tools after the fact.

Numerix wins "Software Solution of the Year" at the 2026 FTF News Technology Innovation Awards. PR Contact: Deanna Kim [email protected] Numerix, a leading capital markets quantitative analytics technology provider, has been named the winner of "Software Solution of the Year" at the 2026 FTF News Technology Innovation Awards, hosted by Financial Technologies Forum (FTF). The award specifically recognizes Numerix Oneview for Trading, a real-time front-to-risk platform designed for the conception, pricing, hedging, and lifecycle management of structured products and derivatives. Now in its 15th year, the FTF News Technology Innovation Awards celebrate the top providers, organizations, and individuals that have significantly advanced the profession of securities operations. Winners are determined entirely by peer vote - industry participants choose the best and brightest across 32 categories, with eligible voters unable to vote for their own company, parent company, or subsidiaries. "There's no denying this industry is hard. It's competitive. It can be unforgiving. Nothing is ever given. Everything is earned through a lot of hard work, perseverance, and dedication. Which is why being voted the best service or solution by the very industry you serve is so incredibly rewarding," said Maureen Lowe, founder and editor-in-chief of FTF News. The Software Solution of the Year recognition reflects the industry's acknowledgment of Oneview for Trading's impact in helping financial institutions move faster and more confidently in today's derivatives markets. The platform delivers real-time pricing and risk insights, automated workflows for higher RFQ volumes, and holistic trade lifecycle management - all within a single integrated system built on Numerix's deep quantitative analytics heritage. "Being recognized by our peers in the industry for Oneview for Trading is a tremendous honor and a testament to the talent and dedication of everyone at Numerix. This platform was built to solve the real challenges trading desks face every day - speed, accuracy, and the ability to innovate faster than the market. Winning Software Solution of the Year validates that we're delivering on that promise," said Juan Vargas, Product Manager at Numerix. Numerix Oneview for Trading empowers firms to generate tradeable quotes, manage market data, and perform real-time risk calculations with precision across a broad range of structured products and derivatives. Designed for seamless integration with existing IT architecture, it provides comprehensive cross-asset analytics coverage without reliance on third-party libraries, and supports rapid addition of new trade types to help clients capture first-mover advantage.