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Marquee Platform
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Data, Risk, & Analytics
Derivatives Pricing & Risk
OverviewData AnalyticsDerivatives Pricing & RiskEquity Risk AnalyticsHedging ToolsDigital Assets Resources

Derivatives Pricing & Risk

Our ecosystem of products and services for managing derivatives risk
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Used by
Portfolio Managers
Traders
Risk Managers
Quantitative Analysts
Supported markets
Rates
Foreign Exchange
Available via
API
Desktop
Pricing and risk modeling
Externalizing the data, pricing, and risk models developed and used by Goldman Sachs' traders for over 30 years to manage our own risk and commit our own capital
Data Risk Analytics derivative Pricing Risk market Tested Models2x V2
Data Risk Analytics derivative Pricing Risk market Tested Models2x V2
Goldman Sachs’ models
The same pricing and modeling tools used internally by Goldman Sachs traders, strategists, and risk managers
  • Unlock the power of SecDB, Goldman Sachs' proprietary risk management ecosystem
  • Leverage over 30 years of experience in risk management
  • Benefit from constant development; our models continuously evolve at the speed of global markets
Data Risk Analytics derivative Pricing Risk intuitive Interface2x
Intuitive interface for price discovery and quote sharing
Marquee Structuring streamlines the process of finding and pricing structures by delivering different parameters for optimizing your unique risk profile
  • Leverage our proprietary models to analyze trades, examine them against historical levels, and compare them with each other
  • Access historical and end-of-day pricing for a wide range of supported instruments, including options, swaps, swaptions, and cross-currency swaps
  • Stress-test your trades to assess their risk profile under various market scenarios
  • Share structures amongst colleagues and with your Goldman Sachs Sales coverage via a sharing functionality built for seamless collaboration
Data Risk Analytics derivative Pricing Risk intuitive Interface2x
Data Risk Analytics derivative Pricing Risk scalable Programmatic Access2x V2
Data Risk Analytics derivative Pricing Risk scalable Programmatic Access2x V2
Programmatic access
Extensive analytics at scale with Goldman Sachs’ open-source Python pricing library—built by quants, for quants
  • Seamlessly integrate our services with your existing systems and workflows
  • Build your own applications on top of Goldman Sachs’ toolkit
  • Leverage our infrastructure and computing power to develop scalable solutions
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Interested in learning more?
Our team is available for questions, demos, and to provide Marquee access
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The names "Goldman Sachs," and "Marquee" are the trademarks or registered trademarks of Goldman Sachs. ©
2021 Goldman Sachs & Co. LLC. All rights reserved. Descriptions of the products and services available through the Marquee platform provided herein are for educational purposes only and do not reflect all information that may be relevant in determining whether use of any such product or service is suitable for your circumstances. Goldman Sachs is not recommending that you take any action based on any information presented herein, which may be updated or modified form time-to-time by Goldman Sachs in its sole discretion without prior notice or subsequent notification. Prior to utilizing product or service available through the Marquee platform, you should read carefully any related disclosure provided by Goldman Sachs, including any information to which you may be required to agree and acknowledge or any user agreements that you may be required to execute, and make an independent determination regarding the suitability of your use of the relevant product or service.