Ask HN: Looking for a Financial Startup?

13 points by BrentRitterbeck ↗ HN
Background: I am analyst for a bank. My role is somewhere between number cruncher and quant. On some days, I'm just running calculations; on other days, I'm in the deep end of the mathematical finance pool. I have a degree in financial engineering, and I dedicated to the field of risk management.

I have identified a piece of software, used by many in a role similar to mine, that is simply insufficient for the regulatory environment the banking industry is moving towards. The GUI is slow. Documentation for anything beyond rudimentary functionality is practically nonexistent. What documentation that does exist sometimes contains significant errors. At times the system will simply return nonsense. At other times the system may not even finish, crapping out hours into a run.

I remember Paul writing about approaching banking from a tangent. This is that tangent. Not only is the software used for interest rate risk purposes (what I do), it's also used for liquidity modeling, credit modeling, and capital modeling.

I'm fairly comfortable with C++. Are there any people on HN looking to start a financial risk management software company? Are there any people with a background in credit modeling, interest rate modeling, etc. that would like to be a cofounder? I am 100% confident that this space could use a new company. Feel free to contact me. My email address should be visible.

11 comments

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Around the turn of the millenium I was a lead developer on a finance platform that spanned order management, trade capture, and portfolio analytics, primarily for MBS. [1]

It is a sisyphysian task to sell software like this into a bank. Let me recommend the following: run screaming as far and fast as you can.

The main reasons:

- "Nobody ever got fired for buying [the existing standard]."

- "If your software fails we have no entity of any value to sue."

- There is a large existing power structure at financial firms aligned behind existing solutions. Folks who have made it their job to understand the [often crappy] systems and to maintain them. These people do not want to lose their niche.

- Verifying the correctness of your solution is extremely hard and the standard of verification required is very high.

Folks that are winning in this space, like Sungard and Imagine, have largely become services businesses. IMO that's the only viable way to play in this space.

[1] http://www.beyondbond.com/index.php

Thank you, Jon. I have heard similar comments before. It's really frustrating to know that something is so horrible, yet culture allows it to stay in place. I wish I was naive and believed that I could do this by myself in my free time. Unfortunately, I have worked in the industry long enough to know that the odds are severely stacked against me. I, however, am adamant about risk management, and would like to crack this space open.
by adamant, do you mean passionate, or want to make lots of money?
Adamant as in passionate. This needs an explanation.

My father will never be able to retire. What funds he did set aside were slowly used up when he was unemployed. He lost his job at the height of the financial crisis. Now, the root cause of the financial crisis has been, and continues to be, hotly debated; however, I side with the people who claim risk was poorly understood, and as a result, poorly measured. My involvement with risk management is directly linked to what I have seen my father experience. I hope that clears things up.

I can understand where you are coming from here. I agree with the how the banks would react, having worked in the industry in the past and now dealing with them from an outsider's view.

However, it is not right to just keep accepting that the banks will always have their way, so we just throw our hands in the air and give up. It is time this old school industry was disrupted and I can see this beginning to happen with start-ups that challenge traditional banking. (such as TransferWize and Pygg)

If the banks refuse these new types of products that have been suggested in this post, then other disruptive partners could join together to tackle the industry. In saying this, there are some banks willing to challenge traditional methods, such as HSBC, who outsource most of their IT development to create the best products for their clients. In this regard, in Australia at least, they are considered a threat by the local big four banks. All in all it won't be easy as Jon pointed out, but nothing worth doing ever is.

I am not passionate about finance so this project is not for me, but I wish you all the best Brent and hope to see changes in the industry in the future from potential disruptor's like yourself.

Brooke, thank you very much. It's nice to hear some encouragement.

I work inside the system. I try to push for change, but there is only so much I can do before I start to upset people. My coworkers laugh at me every time I talk about unseating this vendor.

I've given some thought to the inertia of which you spoke. You're probably correct. I've decided to proceed with writing the software anyways; however, it's going to be open source. I still intend to build a company around this idea, but the software is not what I will be selling. I will be selling expertise in building risk models that are implemented with the software.

I believe open sourcing the software will eliminate the inertia, as the software would be free (as in beer), fully auditable, and fully customizable. The money that used to go towards an expensive contract can now go towards buying expertise in the construction of the models the software will implement.

I have worked for banks for past 9 years. I agree that most of the software are old, outdated and just plain fucked up. I have done so many projects where we band-aid existing legacy systems even thought the project is called "Strategic decommissioning of legacy platform blah blah..". Point being that these guys are extremely difficult to penetrate into and they do not like change. I think opportunities are boundless to create good products and sell to these banks. But will need to go through lot of red tapes. Not to mention the new Dodd Frank stuff. Everyone is scared as to what that is bringing and the first question they will ask you is "Is this in compliance with Dodd Frank regulations" specifically if related to credit, risk etc. give me a shoutout though in case you want some more ideas. Always happy to talk.