Numerix ranks first in quantitative analytics and top three across the Chartis STORM 2026 reports

Chartis Research has published its STORM 2026 report series, and Numerix finishes at or near the top of all three ranking reports. STORM — short for Statistical Techniques, Operations and Risk Management — examines how quantitative modeling, machine learning, optimization, and high-performance computing are converging across financial services. 

Chartis describes Numerix as foundational pricing and valuation infrastructure for hundreds of buy- and sell-side institutions, spanning market, credit, and insurance liability risk from a single analytical source. The series comprises three ranking reports — Quantitative Analytics50, BuySideRisk50, and Insurance Risk Analytics50. Numerix ranked first overall in the Quantitative Analytics50 and placed in the top three in the other two, collecting category awards in each.

“Numerix's rise to the top of the Quantitative Analytics50 ranking, alongside its top three ranking in both the Insurance Risk Analytics50 and BuySideRisk50, reflects not only the strength of its analytics portfolio, but also the innovative technological and developmental environment it has established around its solutions. In our view, Numerix's innovative and pragmatic use of AI in the areas of modeling, pricing, and analytics is helping to advance the state of the art.”
 — Sid Dash, Chief Researcher at Chartis

Quantitative Analytics50: ranked first overall

Numerix ranked first overall in the Quantitative Analytics50 2026 report, taking the title of Overall Winner. The report scores vendors on the depth of their quantitative libraries and the technology environment around them, set against the compute, data, and AI forces reshaping quantitative finance. It is the most closely watched of the three STORM rankings, and the one where Numerix has now reached the top position.

Numerix earned awards across the report's categories, including:

• Chartis Category Awards for Impact and Strategy — the latter citing the integration of PolyPaths analytics into the Numerix Oneview platform 
• Computational Awards for AI-Driven Asset Pricing, Domain-Specific Languages, and Domain-Specific Languages (Derivatives)
• Innovation Awards for Integrated Risk Analytics, ML Applications in Quant Finance, and XVA Analytics
• Solution Category Awards for CVA, equity derivatives, MVA, OTC derivatives
• Pricing/Valuation Award for OTC derivatives pricing, reflecting Numerix's leadership in cross-asset pricing, risk, and pre-trade XVA analytics

Chartis also recognized Numerix’s research into neural-network and machine-learning methods as a promising direction the firm is actively advancing. That work aims to reduce the computational cost of large-scale valuations and remains in development.

Download the Quantitative Analytics50 2026 report

Numerix earned awards across the report's categories, including:

Numerix ranked third overall in the BuySideRisk50 2026 report and secured three awards: the Chartis Category Award for Innovation, the Industry Category Award for Prime Brokerage Risk Frameworks, and the Solution Category Award for Cross-Context Analytics for the Buy-Side.

Buy-side firms, such as asset managers, hedge funds, and pension funds, increasingly need to see risk and performance across portfolios, asset classes, and markets rather than in isolated silos. Numerix's portfolio-layer methods enable asset managers to measure how derivative overlays affect overall portfolio risk and hedge accounting, while its prime brokerage tools calculate margin, run scenario-based stress tests, and evaluate value at risk (VaR) across multi-asset books. Cross-context analytics tie different portfolios, hedges and risk analyses together in one platform, providing an integrated perspective on investment risk.

Download the BuySideRisk50 2026 report

Insurance Risk Analytics50: a top-three finish and a structured products award

Numerix ranked third overall in the Insurance Risk Analytics50 2026 report and won the Solution Category Award for Structured Products/Variable Annuities. This report examines how AI, digital risk, and market convergence are reshaping insurance analytics.

Variable annuities and structured products are among the most analytically demanding instruments a life insurer holds. Pricing, valuation, and scenario analysis all depend on advanced models that can handle complex structures, embedded optionality, and long-dated risk. Numerix's platform bridges actuarial assumptions and capital-market reality within asset and liability management (ALM) workflows, letting insurers run frequent, automated stress tests and optimize hedging.

Download the Insurance Risk Analytics50 2026 report 

One foundation, three markets

Read as a set, the STORM 2026 results show recognition that reaches across quantitative finance, insurance, and the buy-side — the breadth of asset classes and use cases Numerix has built around a common analytics foundation. 

Chartis views Numerix as well positioned to help reshape the risk management landscape and help its clients gain dynamic strategic advantages. Each report includes Chartis's full methodology, the complete list of category winners, and Chartis’s analysis of the trends reshaping the markets.