Read what Algorithmics writes about itself:
Algorithmics is a leading software provider, innovator and thought leader in enterprise risk management. Since the company’s inception in 1989, Algorithmics has provided some of the most advanced financial risk management software solutions to financial institutions around the world to help them better understand their financial risk. Using Algorithmics’ proprietary and award-winning Mark-to-Future (MtF) methodology, clients can integrate and strategically manage their market, credit, and operational risk, as well as collateral and asset liability management, on an enterprise-wide basis.
Algorithmics has provided more than 150 of the world’s leading financial institutions with enterprise risk management solutions, and has completed over 170 installations in 31 countries around the globe. Algorithmics counts more tier one banks as clients than any of its competitors, with more than 50 of the 100 largest financial institutions in the world as customers.
In order to better serve its clients, Algorithmics has 15 global locations and employs over 450 people, including more than 40 Ph.Ds. The company is headquartered in Toronto with regional offices in Bridgetown, Frankfurt, Johannesburg, London, Madrid, Mexico City, New York, Paris, Philadelphia, São Paulo, Singapore, Sydney, Tokyo and Vienna. The unique combination of intellectual focus and geographic diversification has helped Algorithmics to become a recognized thought-leader in the risk management industry.
Dr. Scott D. Aguais is Director and Head of Credit Risk Methodology at Barclays Capital. His role includes, reviewing, enhancing and managing all credit risk models and methodologies. Specific projects include, credit exposure modelling, Basel II implementation and development of mark-to-market advanced valuation models for loans.
Prior to joining Barclays Capital in October 2002, Scott was Senior Director, Credit Capital at enterprise risk management provider, Algorithmics. He has previously worked for KPMG, American Management Systems and DRI/McGraw-Hill.
Scott holds a Ph.D in economics from Boston University.