Work with me

The models on this site are free, and they are genuinely yours to take — methodology, code, and tests. Most of the work in a modelling engine, though, is not the engine. It is the fitting: your curves, your volatility surfaces, your products, your reporting basis, your control framework.

That fitting is what I do. Typical engagements:

• Calibrating and extending an open Gnanam model for a specific business and regulatory regime.
• Building a bespoke modelling component your existing platform cannot express.
• Model-platform migration: planning, parity testing, and validation evidence.
• Independent review of an in-house model against its stated methodology.

If any of that is the problem on your desk, write tobala@gnanamquantech.com with a paragraph on what you are trying to do. You will get a straight answer on whether I can help, and if I am not the right person, I will say so.