Derivitec is an independent software vendor specialising in high performance, cost effective analytics for the derivatives industry. Founded in Dec 2011 by two ex-Goldman Sachs quants, we have been working intensively towards cloud based solutions for risk and portfolio management. Our flagship product, The Derivitec Risk Portal has been designed to allow users to start analysing risk on their derivatives portfolios in a matter of minutes. With industrial standard models and sanitised market data as standard, our customers can focus on the business of business, while we concentrate on the business of risk.
George Kaye has over a decade of experience as a quantitative analyst (‘quant’) in the investment banking industry. Starting at Credit Suisse First Boston’s Product Development Group in 1999, George quickly specialised in the field of equity derivatives, building models and infrastructure for the trading desks. In 2006, he left to join the Derivative Analysis Group of Goldman Sachs, where his responsibilities focused on building a methodology for model risk analysis of the firm’s equity derivatives positions. In 2010 he returned to the front office, working in the equity derivatives section of the Quantitative Analysis Group of UBS Investment Bank, leaving at the end of 2011 to build his own derivatives software company.
George holds a PhD in theoretical physics from the University of Cambridge, and has published a book on equity derivative model risk, “<em>The Value of Uncertainty: Dealing with Risk in the Equity Derivatives Market</em>” under Imperial College Press.