Built · RBC CM · 2020–present

ML Pricing Service — Munis & Credit Derivatives

Real-time fair-price ML for ~1.5M unique bonds; beats competitor evals daily.

unique bonds

1.5M

• Real-time ML fair pricing for ~1.5M unique municipal and credit derivative instruments.
• Outperformed competitor evaluation services every trading day since go-live (~4 years).
• Also delivered real-time Position and PnL systems (2020).