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How Finalyse can help
FinVal
FinVal is Finalyse's proprietary, modular financial analytics platform. It brings together calculation engines, market data management, workflow automation and production controls, and is the technology behind Finalyse Managed Services.
It covers independent valuation, risk calculations, financial analytics and regulatory reporting support for vanilla derivatives, structured products, securitised products and bonds. Built for investment banks, investment funds and asset managers, insurance companies and real sector companies.
Our consultants work directly with your teams to configure, integrate and extend FinVal around your systems and data. This forward-deployed approach connects product development with your operational needs.
How does Finalyse address your challenges?
One shared platform
Shared platform components and connected workflows mean each new requirement builds on what already exists.
Validated market data
The Market Data Engine collects, validates and stores provider data, then derives the curves, surfaces and other inputs your models need.
Automated calculation cycles
Scheduled and queued jobs connect data, calculations, controls and reporting, and support growing volumes.
Traceable results
Versioned deals and runs, audit trails, automated error reporting and review workflows make every result traceable.
Built around your systems
Our consultants configure, integrate and extend FinVal around your systems and data flows.
Complex and bespoke instruments
Reusable payoff components and targeted model and feature development cover bespoke payoffs, assessed against your portfolio. Describe a structure in plain language, and FinVal can turn it into a booked instrument with a price.
How does it work in practice?
FinVal works in two phases, with ongoing support throughout.
1. Set-up around your environment. Our consultants:
- Map your use cases, systems and data flows
- Configure and extend FinVal around them
- Validate the results with your teams
2. A recurring production cycle. Once live, FinVal:
- Receives your deal data and prepares market data
- Calculates prices and risk metrics
- Applies automated controls and analyst review
- Delivers results in agreed formats
Ongoing support keeps the solution evolving as your requirements change.
The process is structured into the following key stages:
Key Features
- Proprietary calculation engines for vanilla derivatives, structured products, securitised products and bonds, with booking and pricing straight from a chat
- Market Data Engine: collection, validation, history and derived model inputs
- Workflow automation with scheduled and queued jobs and automatic error reporting
- Production controls: versioned deals and runs, audit trails and review workflows
- Modular architecture accommodating VaR, AMC, xVA, pricing components and orchestration, with scope agreed for each use case
- Built and owned by Finalyse, giving us control over model development and the roadmap
Stéphane is a Principal Consultant at Finalyse in Paris, working on Financial Managed Services and the FinVal platform. He joined Finalyse in 2023 after more than seven years at Murex, where as a Senior Front Office Consultant he supported clients on pricing, P&L and risk analytics across linear and non-linear rates, bonds and securities finance. Stéphane holds an engineering degree from Télécom Paris and the PRM designation.
Kacper joined Finalyse in 2023 as a Senior Quantitative Developer and now leads the technical development of FinVal. He developed the proprietary pricing engine behind Finalyse Managed Services, focusing on structured products priced with Monte Carlo simulation, from validating methodologies to delivering production-grade Python implementations, and has led the development team's move to AI-native, secure agentic workflows. Kacper holds an MSc in Mathematics (Stochastics) from the University of Amsterdam, cum laude.
