Finance

Fit a smooth discount-factor curve to observed bond / swap quotes across tenors. Variational ansatz over curve coefficients. Treasury and rates-desk daily workload.

Fit stochastic-volatility model parameters to observed implied-vol surface. Daily upstream of every option pricing pipeline.

Route order slices across competing exchanges / dark pools to maximize fill rate while minimizing market impact.

Schedule a parent order over time slices to minimise market-impact cost vs. timing risk. Sell-side execution-desk workload.

Pick a subset of assets that maximizes return for fixed risk under a QUBO encoding. Asset-management / treasury allocation workload.

Price options whose payoff depends on the *average* underlying price over the contract life. Common in commodities and FX hedging — and harder for classical Monte Carlo than European options.

Price barrier options where the contract activates or extinguishes if the underlying touches a threshold. Standard exotic in equity-structured products.

Price options whose payoff depends on a weighted basket of correlated underlyings (equity index, FX basket, commodity blend). Standard structured-products workload.

Estimate Credit Valuation Adjustment on a derivatives portfolio. Required input to Basel III/IV regulatory capital and bilateral-trade pricing.

Estimate VaR / Expected Shortfall on a credit-loss portfolio. Risk-management and Basel-compliance workload.

Estimate market-risk VaR / Expected Shortfall on a multi-factor portfolio (equity, rates, FX, commodities). Daily risk-management and Basel-FRTB workload.

Price European-style options by estimating the expected payoff under the risk-neutral measure. Quadratic speedup over Monte Carlo. Trading-desk and treasury workload.

Flag anomalous customer-transaction patterns under anti-money-laundering rules using a quantum kernel over engineered behavioural features. Compliance and FinCEN / FATF reporting workload.

Predict 12-month default probability from borrower features (income, history, debt-to-income, credit-bureau signals). Retail and SME underwriting workload.

Classify card / wire transactions as fraudulent vs. legitimate using a variational quantum classifier on engineered transaction features.