Behind genOTC: bold vision, calculated execution.
Our story
Founded in 2024, genOTC is redefining pricing model calibration through game changing algorithms powered by Optimal Transport theory.
Our software replaces decades-old methods with a robust, geometric approach that makes local volatility calibration faster, more accurate, and accessible to a wider range of financial players.
Backed by award-winning mathematicians and experienced tech entrepreneurs, we’re bringing deep mathematical innovation to the heart of modern finance.
What’s driving us
Scientific and technical excellence
genOTC is built on cutting-edge mathematical research, particularly in optimal transport theory. The algorithms are rooted in years of academic work by a world-leading expert (Grégoire Loeper), ensuring the solutions are not only innovative but also theoretically sound and rigorously validated.
Disruptive innovation in finance
genOTC introduces the first industrial application of optimal transport in finance, offering a completely new approach to the calibration of pricing models. This represents a fundamental shift—comparable in ambition to the transformation brought by Black-Scholes theory—aimed at revolutionizing derivative pricing with more accurate, flexible, and robust tools.
Real-World impact and market relevance
The company’s SaaS platform operationalizes advanced mathematics to solve a multi-billion-euro daily challenge in derivatives trading. genOTC ensures pricing models are not only academically elegant but also practically deployable, with a clear value-add for banks, hedge funds, and institutional players across the entire trading chain.
Founders
The visionaries behind genOTC
Grégoire Loeper
Founder & CEO
Gregoire Loeper (PhD Mathematics), is a French mathematician considered a world expert in Optimal Transport and an experienced derivatives trader. His theory and results have been published in top peer-reviewed academic journals – view his contributions related to the topic here →
Pierre-André Pochon
Founder & COO
Pierre-André Pochon (MBA Finance), is a French serial entrepreneur and a specialist in Software as a Service business models, having successfully completed several exits of software companies he launched since 2003.
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