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Banking & FInancial Services

Turn Financial Complexity Into a Competitive Advantage

Use mathematical optimization to improve performance, manage risk, and unlock greater value across your organization

Read the Solution Sheet

Banking & FInancial Services

Turn Financial Complexity Into a Competitive Advantage

Use mathematical optimization to improve performance, manage risk, and unlock greater value across your organization

Read the Solution Sheet

Banking & FInancial Services

Turn Financial Complexity Into a Competitive Advantage

Use mathematical optimization to improve performance, manage risk, and unlock greater value across your organization

Read the Solution Sheet

Why financial institutions choose Gurobi

Leading financial institutions use Gurobi to solve their most complex optimization challenges, from portfolio construction and risk management to large-scale investment research.

✔ Numerically robust for sophisticated financial models
✔ Trusted in fixed income and equity investing
✔ Advanced portfolio construction, including discrete constraints, cardinality constraints, and transaction costs
✔ Faster, high-quality solutions for trading and rebalancing decisions
✔ Works with existing risk models

Why financial institutions choose Gurobi

Leading financial institutions use Gurobi to solve their most complex optimization challenges, from portfolio construction and risk management to large-scale investment research.

✔ Numerically robust for sophisticated financial models
✔ Trusted in fixed income and equity investing
✔ Advanced portfolio construction, including discrete constraints, cardinality constraints, and transaction costs
✔ Faster, high-quality solutions for trading and rebalancing decisions
✔ Works with existing risk models

Why financial institutions choose Gurobi

Leading financial institutions use Gurobi to solve their most complex optimization challenges, from portfolio construction and risk management to large-scale investment research.

✔ Numerically robust for sophisticated financial models
✔ Trusted in fixed income and equity investing
✔ Advanced portfolio construction, including discrete constraints, cardinality constraints, and transaction costs
✔ Faster, high-quality solutions for trading and rebalancing decisions
✔ Works with existing risk models

Common Financial Services Use Cases

Asset Allocation

Portfolio Index-tracking

Scenario Back-testing

Retail Loan & Credit Card Offerings

Liquidity & Cash Management

Collateral Allocation Management

ATM & Branch Network Location Determination

ATM Cash Transfer Efficiencies

Fraud Cost Reduction

Pricing & Strategy

Model Governance & Compliance

Interested in learning how Gurobi works in the Financial Sector with real-world examples?

Explore Technical Documentation

Explore case studies

Optimizing Fixed-Income Portfolios for Better Investment Outcomes

See how Robeco uses Gurobi to automate portfolio optimization, improve efficiency, and help deliver stronger risk-adjusted returns for investors.. 

Learn More

Hear from your peers

Case Studies

  • Case Studies

    OneChronos: Using Optimization and Combinatorial Auctions to Innovate Modern Trading

    OneChronos uses combinatorial auction optimization to reduce trading inefficiencies and execution risk in modern markets.

    Read More

  • Case Studies

    SwissQuant: Portfolio Optimization

    SwissQuant generates optimal private banking portfolios in seconds, giving advisors real-time, personalized investment plans.

    Read More

  • Case Studies

    Arute Solutions: Cash+ Keeps ATMs Optimally Stocked

    Arute Solutions minimizes ATM idle cash and operating costs by optimizing visit schedules across bank networks.

    Read More

Hear from your peers

Case Studies

  • Case Studies

    OneChronos: Using Optimization and Combinatorial Auctions to Innovate Modern Trading

    OneChronos uses combinatorial auction optimization to reduce trading inefficiencies and execution risk in modern markets.

    Read More

  • Case Studies

    SwissQuant: Portfolio Optimization

    SwissQuant generates optimal private banking portfolios in seconds, giving advisors real-time, personalized investment plans.

    Read More

Hear from your peers

Case Studies

  • Case Studies

    OneChronos: Using Optimization and Combinatorial Auctions to Innovate Modern Trading

    OneChronos uses combinatorial auction optimization to reduce trading inefficiencies and execution risk in modern markets.

    Read More

  • Case Studies

    SwissQuant: Portfolio Optimization

    SwissQuant generates optimal private banking portfolios in seconds, giving advisors real-time, personalized investment plans.

    Read More

  • Case Studies

    Arute Solutions: Cash+ Keeps ATMs Optimally Stocked

    Arute Solutions minimizes ATM idle cash and operating costs by optimizing visit schedules across bank networks.

    Read More

Forrester Report

Use mathematical optimization to boost profitability and efficiency

Download the Forrester Mathematical Optimization Financial Services Study to learn how financial institutions are harnessing the power of mathematical optimization to see significant benefits, such as the ability to increase profits and gain a competitive advantage.

Download Report

Forrester Report

Use mathematical optimization to boost profitability and efficiency

Download the Forrester Mathematical Optimization Financial Services Study to learn how financial institutions are harnessing the power of mathematical optimization to see significant benefits, such as the ability to increase profits and gain a competitive advantage.

Download Report

Forrester Report

Use mathematical optimization to boost profitability and efficiency

Download the Forrester Mathematical Optimization Financial Services Study to learn how financial institutions are harnessing the power of mathematical optimization to see significant benefits, such as the ability to increase profits and gain a competitive advantage.

Download Report

Resources

Explore expert resources, real-world success stories, and educational content designed to help financial services organizations solve complex optimization challenges.

Featured

Case Studies

Robeco: Investment Portfolio Optimization

Wincor Nixdorf: Cash Management

MyGoals: Personal Financial Planning, Optimized

Featured

Reports & White Papers

Unlocking Alpha with Gurobi: Smarter Portfolio Optimization and Backtesting

Explaining Explainability in Financial Services

Portfolio Optimization with MIP: Transforming Investment Strategies

Featured

Other Resources

Gurobi Optimods: Maximium Sharpe Ratio

Gurobi Optimods:  Mean variance Portfolio Optimization

Gurobi Finance: Documentation

Frequently Asked Questions


Portfolio optimization, such as the mean-variance model, helps investors construct portfolios that maximize expected return for a given level of risk or minimize risk given a specified level of expected returns. Additionally, to make problems more realistic, adding discrete constraints, like minimum buy-in or diversification may be needed. These models often involve quadratic or mixed-integer programming, making them a perfect fit for solvers like Gurobi.

Frequently Asked Questions


Portfolio optimization, such as the mean-variance model, helps investors construct portfolios that maximize expected return for a given level of risk or minimize risk given a specified level of expected returns. Additionally, to make problems more realistic, adding discrete constraints, like minimum buy-in or diversification may be needed. These models often involve quadratic or mixed-integer programming, making them a perfect fit for solvers like Gurobi.

Start Solving with Gurobi

Try Gurobi on your own optimization models and see how it performs on real decision problems.

Request a Free Trial

Contact Us

Start Solving with Gurobi

Try Gurobi on your own optimization models and see how it performs on real decision problems.

Request a Free Trial

Contact Us

Start Solving with Gurobi

Try Gurobi on your own optimization models and see how it performs on real decision problems.

Request a Free Trial

Contact Us

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Join our newsletter to stay up to date on features releases and more.

Subscribe

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© Gurobi Optimization, LLC. All Rights Reserved.

PRIVACY POLICY

COOKIES POLICY

ACCESSIBILITY STATEMENT

STANDARD EULA

CLOUD EULA

AMPL EULA

CLOUD SLA

WLS SLA