finQbit was invited to present at HSBC, sharing its research on practical applications of quantum computing in finance with the bank’s quant team.

The Talk

The presentation, titled “Derivative Pricing on Quantum Computers: From NISQ to Quantum Monte Carlo,” addressed a central question for the financial industry: what quantum computing can realistically deliver for derivative pricing today, and where it may create value in the future.

The talk covered two perspectives on the current state of quantum computing in finance:

Near-term applications on NISQ hardware. finQbit presented results obtained on real quantum processors, illustrating what is achievable with currently available, noisy intermediate-scale quantum (NISQ) devices.

Longer-term potential of Quantum Monte Carlo. The talk also discussed Quantum Monte Carlo methods, which may eventually offer a quadratic speed-up over classical Monte Carlo approaches used in pricing and risk calculations.

Context

The presentation was delivered to HSBC’s quant team, providing an opportunity for direct exchange with professionals working on derivative pricing, hedging, and risk management at one of the world’s leading financial institutions.

Why This Matters

Much of the public discussion around quantum computing in finance remains at the level of general claims about future potential. finQbit’s approach centers on direct engagement with quant and risk teams, focusing on models, benchmarks, and technical constraints, rather than general statements about quantum advantage.

finQbit’s work in this area is part of its broader research programme on applying quantum and classical computing methods to derivative pricing and financial risk management.