Proteus Consulting
Off the shelf and bespoke modeling for the insurance and reinsurance industry.
Off the shelf and bespoke modeling for the insurance and reinsurance industry.
Announcing the production release of the Proteus Scenario Generator - a real world generator of economic and risk scenarios for your business.
We offer a 'No Code' platform with full visibility to analytic mathematics, including model training and regulatory support.
Many of our analytic engines are available on an Open Source basis under an MIT license.
We provide a full suite of analytic tools to allow you to create your own calibrations and models. Our models can be targeted to your specific economic outlook and there is no need to wait for updated calibrations each month or quarter.
We provide stable calibrations for major economies. Updates only required on an annual (or less frequent) basis.
Our economic indices capture traditional and alternative equity markets, interest rates, credit, inflation(nominal and real), FX, correlations and geopolitical risk.
Tools available to easily create your own calibrations and / or input a market starting position.
Model parameters are complex and our easy to use tools allow you to create or update base parameters with ease.
A comprehensive suite of asset returns generated consistently with your chosen calibration.
Assets include a wide array of equity indices, government and corporate bonds, linkers, cash, FRNs and Swaps.
We provide stable calibrations for major economies. Updates only required on an annual (or less frequent) basis.
Our economic indices capture traditional and alternative equity markets, interest rates, credit, inflation(nominal and real), FX, correlations and geopolitical risk.
Tools available to easily create your own calibrations and / or input a market starting position.
Model parameters are complex and our easy to use tools allow you to create or update base parameters with ease.
A comprehensive suite of asset returns generated consistently with your chosen calibration.
Assets include a wide array of equity indices, government and corporate bonds, linkers, cash, FRNs and Swaps.
If you can’t find what you’re looking for, please get in touch.
Yes - The applications is hosted on our servers and all compute costs and data storage are included, whether during a trial, or while licensed. A fair usage policy is in place
We take security very seriously. We use the latest encryption and security protocols to protect your data. We undertake regular audits and penetration tests to ensure that our systems are secure and have a strict data retention policy to keep your data for only as long as necessary to provide our services.
We are always happy to discuss calibration parameters and can advise on the best settings for your situation. If you are still not happy, you can terminate your license (with a refund of out outstanding term) on 30 days notice at any time.
With decades of ESG experience, we have built a solution that is specifically tailored to your industry sector. For exanple, our insurance calibrations focus on a shorter term horizon, whereas our pension calibrations can reach out to 40 years.
Using our state of the art algorithms, you can able to easily control the expected path over time. This allows you to explore what-if scenarios and understand the impact of different assumptions on your business.
Yes, the PSG generates a CSV file that can be easily imported into your downstream systems. We can also offer a REST API to programatically invoke the PSG, modify parameters, and receive results
Yes, we provide a detailed calibration report to licensed users that can be tailored for your reporting needs. We also offer virtual and on-site training to help you get the most out of the PSG.
Yes, we can provide the underlying Python used in the PSG, though it is not a simple task to run it stand-alone as many features require access to our cloud compute framework.
As a licensed user, you will be validated by Entra ID authentication and benefit from SSO. Trial users gain access via their email address, though Entra ID authentication is also available if requested.
