Quantum Physics Informed Neural Networks for Derivative Pricing

Sector: Finance

Lead Organisation: Oxford Quantum Circuits 

Project Partners: Citigroup, QSL, NQCC

OQC and Citi explored how quantum computing and AI could advance one of finance’s toughest challenges: fast and accurate derivative pricing. Citi brought deep expertise in financial modelling and real market use cases, while OQC contributed leading quantum hardware and quantum-AI research capabilities. Together, they developed a proof of concept demonstrating how quantum-classical hybrids can strengthen risk prediction and support more resilient financial systems.