Syena Analytics builds the pricing engines, risk systems, and data pipelines that hedge funds and asset managers need — covering fixed income, equities and derivatives. From interest rate swap and swaption pricing, to factor models and portfolio analytics, to backtesting infrastructure and live risk reporting. Whether you're launching a new fund or upgrading legacy systems, we deliver institutional-grade infrastructure without the institutional overhead.
Production-grade pricing engines for vanilla and structured rates products, calibrated to live market data.
End-of-day risk reporting, P&L attribution, and scenario analysis frameworks built for live trading operations.
Risk decomposition and portfolio optimisation frameworks built on factor models — from construction through to ongoing monitoring and rebalancing analytics.
Reliable market data infrastructure — from raw feed ingestion to clean, model-ready datasets.
Clean, tested, documented Python libraries and tooling your quant team can own, maintain, and build on.
The full technology setup a new fund needs to be operational — reporting, compliance-ready infrastructure, and system design.
The tools available to build bespoke software have changed fundamentally. The advent of LLM-assisted development has compressed timelines dramatically — what once took months can now be done in weeks. There is less reason than ever to accept bulky, siloed platforms that half-solve your problem — or to spend years working around a rigid architecture that was never designed for your instruments or workflows.
What a fund actually needs is agility and domain expertise — someone who understands the instruments, the workflows, and the operational realities, and builds precisely what is needed. Someone who has sat with Portfolio Managers, understood what they actually need, and delivered systems that solve the right problem — not a generalised approximation of it.
We don't validate or peer-review pricing models. We build and deploy systems that use proven models in production.
We don't advise on trading strategy or portfolio construction. We build the infrastructure that executes yours.
No large teams, no generalist delivery. You work directly with a senior quant who has built these systems in live trading environments.
We don't sell vendor software. We build bespoke systems tailored to your instruments, workflows, and scale.
One-off
A defined deliverable with a fixed timeline and fee. Suitable for a specific pricing engine, data pipeline, or system component you need built.
Typical duration: 4–12 weeks
Ongoing
2–3 days per week, embedded with your team. Own the quant infrastructure roadmap and delivery as your fund builds out. The most cost-effective way to get institutional-grade technical leadership.
Engagement: Monthly retainer, min. 3 months
Advisory
Weekly calls, code reviews, and architecture decisions. For funds that have a quant team but need senior oversight and a second opinion.
Engagement: Monthly, rolling
If you're setting up a new fund or building out your quant infrastructure, a 30-minute call is the best first step. No commitment — just a direct conversation about what you need and whether Syena is the right fit.