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Financial Risk Analytics

Addressing evolving risk and regulatory capital requirements with scalable and modular cloud solutions

Financial Risk Analytics provides products and solutions to financial institutions to measure and manage their counterparty credit risk, market risk, regulatory risk capital and derivative valuation adjustments. Using the latest analytics and technology such as a fully vectorized pricing library, Machine Learning and a Big Data stack for scalability, our products and solutions are used by the largest tier-one banks to smaller niche firms. Our risk analytics solutions are available deployed, in the cloud or can be run as a service so we free up your internal resources to focus on your business priorities.

Trusted Data, Analytics and Expertise

Cost effective

Gain unique insights with our curated data and analytics combined with your internal or third-party data

Cloud compatible across major providers

Single source

Pay only for what you use with technology built to scale up or scale down depending on your needs

Reduce Total Cost of Ownership (TCO)

Simplified operations

Leverage our platform’s turnkey capabilities and project acceleration track-record without sacrificing flexibility

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Leadership Team

Mark Findlay

He is the Global Head of IHS Markit's Financial Risk Analytics business which provides award winning products and solutions to financial institutions to measure and manage their counterparty credit risk, market risk, regulatory risk capital, derivative valuation adjustments as well as custom on demand risk services. Using the latest analytics and technology such as a fully vectorized pricing library, Machine Learning and a Big Data stack for scalability, the products and solutions are also available in the cloud and are used by the largest tier-one banks to smaller niche firms.Prior to joining IHS Markit, Mr. Findlay worked as a Partner at TLG, a specialist risk management consultancy in London. Previously, Mr. Findlay held Chief Operating Officer positions in financial markets trading and quantitative risk management roles at ABN AMRO, UBS and Bank of America Merrill Lynch. He was also the Capital Management Program Director of global markets at HSBC. He holds an MBA from CASS Business School, University of London, UK.

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Stuart Nield, Ph.D.

He has worked on many aspects of risk in his career and has held senior positions in risk management, quantitative analytics and system development. Over a 15-year career, Dr. Nield has worked for Barclays Capital, UBS Investment Bank and Detica (a data analytics consulting firm). He has a passion for developing risk software that solves business problems in a simple and elegant way. Dr. Nield has a first class honours degree and Ph.D. in Physics from the University of Cambridge.

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Allan Cowan, Ph.D.

As global head of Financial Engineering, Dr. Cowan is responsible for the R&D initiatives for the Financial Risk Analytics team. He oversees the research and development of the quantitative libraries and methodology used in the groups counterparty credit risk and xVA solutions. With over 13 years of experience, he is an expert in the field of derivatives valuations, regulatory risk and xVA management. Dr. Cowan joined Markit, now IHS Markit, through the 2011 acquisition of QuIC Financial Technology, where he held the role of senior financial engineer. He took on responsibility for the Financial Engineering team in October 2016. He attained a Ph.D. in physics from the University of British Columbia, Canada.

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Abhay Pradhan

Mr. Pradhan oversees technology strategy and vision for the Financial Risk Analytics product suite. He also researches and evaluates new technology for the next generation of analytics. In a career spanning 17 years, he has designed and implemented large scale distributed systems, for pricing and risk analytics, at major financial institutions.Mr. Pradhan has a Masters in Finance from London Business School and a Masters in Electrical and Computer Engineering from the University of Texas at Austin, specializing in distributed networks.

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Roger Coroas

Mr. Coroas oversees software teams developing highly-scalable distributed systems for derivatives valuations, regulatory Market and Credit Risk, and xVA management. With over 12 years of experience in the industry, he led the development and deployment of systems used by investment banks, insurance companies and other financial institutions.He holds a MSc in Applied and Computational Mathematics from Simon Fraser University, Canada.

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Neil McPhail

Mr. McPhail leads the implementation of Financial Risk Analytics software products, both deployed and in the cloud, through a world-wide team of project managers, quantitative analysts and technology subject matter experts. He also manages our customer support and communication functions.Whilst at IHS Markit, he has taken progressively more senior roles - from managing our quantitative analyst resource pool, to managing comprehensive implementation projects to running the Professional Services business.

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