The Physicsof Finance.
Applying scientific rigour and quantitative research to navigate global markets. Investment management and engineering for asset managers, family offices, and institutional investors.
Born in Geneva.
Engineered like CERN.
Located just kilometres from the Large Hadron Collider, Quantise was founded by former CERN Pension Fund professionals with nearly a decade of institutional experience. Working at CERN inspired us to apply scientific principles to financial markets. We bring that same discipline and engineering rigour to every client engagement, helping institutions strengthen their investment governance and decision-making.
Three disciplines. One standard.
Risk oversight, risk technology, and quantitative engineering for asset managers, family offices, and institutional investors.
Cadran. The whole book, on one dial.
The unified risk operating system for the modern institutional investor: allocation, risk, performance, market intelligence and reporting, with public and private markets held in one set of numbers.
Total Portfolio View
Look through asset-class silos to the risk and return of the whole book at once. A portfolio can look well diversified by asset class yet hold most of its risk in a handful of drivers, and Cadran shows what truly drives it, live.
- Factor model from liquid proxies
- Orthogonalised risk units
- Contribution to total risk, per holding
From strategic allocation through to client-ready reporting.
Explore CadranThe Art of Bespoke Engineering
Custom pricing engines, risk platforms, and execution tools built by our quantitative engineers to your exact specifications.