The Agentic Bank

Exotic Payoff Pricing Agent

⬡ Monte Prices bespoke payoffs via model selection and Monte Carlo, gated by a model-validation agent.
◆ Supervised Specialist

Picks the model for a bespoke payoff, sets up and runs the Monte Carlo in a sandbox, and returns price plus the risk sensitivities. An independent model-validation agent gates the model choice and the numbers before anything reaches a client.

Memory

Working The payoff definition, chosen model, simulation results.
Semantic Model library, calibration methods, known model limitations.
Procedural Model-selection heuristics per payoff family.
Store Model library + results warehouse

Orchestration

MCP

Harness · Managed Agents … sandboxed numerical code execution; long-run session.

Tools

Quant model library Retrieval ›_ Monte Carlo sandbox Code exec { } Market-data + calibration service API Model-validation agent gate A2A

Evals & guardrails

  • Model choice + numbers gated by an independent model-validation agent before any client use (SR 11-7).
  • Convergence + sensitivity checks on every Monte Carlo run.
  • Benchmark against closed-form prices where one exists.

Frontier edge

  • Long-horizon autonomy: runs the full model-selection-to-priced-Greeks chain over hours, checkpointed so the validation agent can audit each stage.
  • World-model simulation: stress-paths the payoff across regimes to surface where the chosen model breaks before a number reaches a client.
  • Eval-gated continual learning: builds its model-selection heuristics per payoff family from validated runs, gated by the validation agent before reuse.

In numbers

85
Bespoke payoffs priced / week
88%
Model-validation pass rate

Handoffs

Across ⇢ Risk → Model Risk Management for model validation

More on the Structuring desk