Reduce risk, not returns — with Kryptur-powered quantum.
Kryptur brings quantum optimization to portfolio construction, actuarial modeling, and insurance risk pooling. One API, full audit trail, European Union data residency.
Quantum-powered financial solutions in every API call
From Markowitz portfolios to catastrophe risk, Kryptur maps your financial problem to a QUBO, runs QAOA on Kryptur backends, and returns ranked, downloadable results.
Minimum-risk portfolio construction
Discretize asset weights into binary variables, encode cardinality and sector constraints as QUBO penalties, then call /v1/solver/optimize. Kryptur returns the top-k lowest-variance portfolios with feasibility flags and one-click download of CSV, ZIP, and PDF risk reports.
Purpose‑built for financial services
Kryptur integrates directly into your risk infrastructure. Kryptur quantum backends, European Union data residency, SOC 2 Type II roadmap, and a developer‑first experience — from Jupyter notebook to compliance report.
Asset Management
Minimum‑variance and risk‑parity portfolios with hard constraints (cardinality, turnover, sector caps). QAOA‑driven diversification with downloadable risk reports for every job.
Insurance & Actuarial
Reinsurance treaty optimization, catastrophe risk pooling, and capital allocation under Solvency II / IFRS 17. Quantum‑enhanced scenario analysis with full audit trail.
Banking & Credit Risk
Loan portfolio diversification, credit risk classification, and regulatory stress testing. Kryptur maps your covariance data to QUBO and returns ranked solutions ready for model documentation.
Early access to the Financial Risk API.
Be the first to bring Kryptur-powered quantum optimization into your risk workflows. Sign up to get your sandbox API key and priority onboarding for production use.