CRZ Pricing - Pricing, valuation, risk analysis and management software for interest rate, FX, credit, inflation, equity and commodity portfolios for all types of financial instruments: vanillas or exotics, derivatives and structured products

Swaps - Caps & floors - Swaptions - CMS swaps - CMS spread options - FX options - FX spread options - Inflation - Livret A - Bonds - Futures - Equities - Commodities - CDS - Digital options - Callables - Quantos - Variance swaps - Real time pricer - Super fast risk calculation - State of the art modelling - Mifid 2 directive - SIMM marginal allocation - XVA marginal allocation

Who are we ?

CRZ Pricing is a consulting firm specialized in interest rate, FX, inflation, credit, equity and commodity products management, created in 2016 by two former investment banking professionals, Franck Albert and Christine Mayer.

X-Pont (1994 promotion), Franck Albert was an exotic options trader and then Head of Quantitative Fixed Income Risk team for HSBC in Paris and BNP Paribas in London.

Gratuated of Ecole Centrale de Paris (1988 promotion), Christine Mayer was a trader on interest rate derivative products for Société Générale and HSBC in Paris and London.

They were joined in 2018 by Gian Luca Fetta. Graduated from the Università Commerciale Luigi Bocconi in Milan in 1998, Gian Luca Fetta was Co-Head of Global Equity Flow, and then Global Head of FX for Société Générale and Banco Santander in London.

Fortified by our operational and technical expertises in market finance, we wanted to create a complete solution for interest rate, FX, inflation, credit, equity and commodity portfolios management that implements the latest generation models and the most recent technologies.

CRZ Pricer was therefore created as a response to the increased needs of transparency, independance and financial information reliability, in particular for derivative products.

Originally designed to assess interest rate and FX structured products, CRZ Pricer covers now a wide range of financial instruments and is aimed also at banks, companies, brokers, asset managers or investment funds. Thanks to its many features and its great flexibility, it will be able to respond to all your specific requirements.

ASSET-MANAGERS
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CRZ Pricer reconciles your asset portfolios and derivative portfolios in a single framework

BROKERS
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CRZ Pricer provides a wide range of real-time pricing grids, as well as dynamic market parameters update

LOCAL COMMUNITIES
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CRZ Pricer assesses your structured products portfolios and handles your schedules easily

Contact us

Address : 57 avenue du Maine, 75014 Paris

Paris      : +33 633185151
London : +44 7472708467

Email : contact@crzpricing.com

Why choose CRZ Pricer ?

A turnkey solution

Reliable and independant valuations

An innovative real-time pricer

A powerful and lightweight architecture

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