Gravitas for the quant

Documented, inspectable methods, running on the real book.

6 min read · Back to · Data dictionary

A quant’s day in Gravitas

A quant needs methodology that is transparent and consistent with the live book, not a black box or a spreadsheet that drifts from production. The value is in methods that are both correct and reproducible.

Gravitas exposes how VaR, Greeks, Monte Carlo, and curves are calculated, on the same governed positions as valuation and risk.

How a quant moves through the workflow in Gravitas.

What Gravitas gives the quant

Transparent, documented methodology
Methods run on the same governed positions as production
Monte Carlo and closed-form models in one engine
Reproducible, as-of-correct results

One model, shared with everyone else

The point of one governed model is that each role sees the same numbers. The quant works on the same positions as everyone else, so there is no reconciliation between what they see and what the rest of the desk sees. See the platform overview.

Solution