I have identified a piece of software, used by many in a role similar to mine, that is simply insufficient for the regulatory environment the banking industry is moving towards. The GUI is slow. Documentation for anything beyond rudimentary functionality is practically nonexistent. What documentation that does exist sometimes contains significant errors. At times the system will simply return nonsense. At other times the system may not even finish, crapping out hours into a run.
I remember Paul writing about approaching banking from a tangent. This is that tangent. Not only is the software used for interest rate risk purposes (what I do), it's also used for liquidity modeling, credit modeling, and capital modeling.
I'm fairly comfortable with C++. Are there any people on HN looking to start a financial risk management software company? Are there any people with a background in credit modeling, interest rate modeling, etc. that would like to be a cofounder? I am 100% confident that this space could use a new company. Feel free to contact me. My email address should be visible.