Ryan’s contribution is reflected in the system’s “structured market language system”:
Institutional level risk exposure framework
Commercial bank level stress testing model
Quantitative Structure of Enterprise Cash Flow Cycle
Macro and micro structural mapping of cross-border markets
He abstracted the professional framework of BOFA/JPMorgan as:
The market is the language, mathematics is the grammar, and risk is the part that must be seen first
OA Nexus Quant uses this system to enable models to “understand” the market, rather than blindly predicting.
