Active risk jobs
2
Portfolio optimization (1) · Credit risk (1)
Completed jobs
14
This month
API calls (month)
1,247 / 5,000
Sandbox tier ·
Risk alerts
0
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Recent risk optimization jobs
Job IDTypeStatusObjective valueCreatedDownload
Portfolio rebalancingCompleted-14.2Today, 10:23 ·
Credit risk diversificationRunningToday, 09:15
Reinsurance poolCompleted-31.5Yesterday, 14:02 ·
Minimum variance portfolioFailedJun 12, 2025
Kryptur Data Center usage
12 min
QPU time used this month
API key
kryptur_sk_demo1234567890abcdef

Minimum‑variance 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.

Python SDKKryptur QAOA15–30 assets
from kryptur import Solver

client = Solver(api_key="kryptur_sk_...")
problem = client.risk.portfolio_qubo(
    cov_matrix=sigma,
    num_assets=20,
    max_assets=12,
    sector_limits={"tech": 0.25}
)
result = client.optimize(problem, backend="auto")
print(result.best_solution)  # variance: 0.0187, feasible ✓
result.download("risk_report.pdf")

Credit risk & capital allocation

Optimize loan portfolios to minimize concentration risk while meeting regulatory capital requirements. Kryptur's API handles QUBO formulation from your covariance data, runs QAOA with error mitigation, and delivers ranked solutions with full auditability — essential for model risk management (SR 11‑7, IFRS 9).

POST /v1/solver/optimize
Authorization: Bearer kryptur_sk_...
Content-Type: application/json

{
  "linear": [-0.12, 0.34, -0.05],
  "quadratic": [[0,1,-0.02],[2,5,0.18]]
}

✓ Response (top 3 solutions)
Rank 1: var=0.011, feasible ✓ | Rank 2: var=0.013, feasible ✓

Reinsurance & catastrophe risk pooling

Select the optimal mix of reinsurance treaties to minimize total risk exposure under Solvency II or IFRS 17 constraints. Kryptur handles binary selection variables, loss distributions, and treaty limits as a single QUBO — giving actuaries quantum‑enhanced treaty structures in hours, not weeks.

from kryptur import Solver
problem = {
  "linear": [0.05, 0.03, 0.07, 0.02],
  "quadratic": [[0,1,0.01],[2,3,-0.02]]
}
result = Solver(api_key).optimize(problem)
print(result.best_solution)  # selects treaties 1 & 3
Portfolio risk report (PDF)

Formatted for stakeholders, includes efficient allocation, risk contribution, and classical comparison.

Credit risk diversification (CSV)

Raw solution vectors, objective values, and feasibility flags for every job.

Reinsurance treaty structure (ZIP)

Complete package: QUBO, QAOA circuit (OpenQASM), raw bitstrings, and convergence plot.