What we do

Hedgehog is committed to preventing bank failures with fully automated interest rate risk (IRR) software any bank can use. Our IRR modeling software integrates with your bank’s policies and data to deliver tailored, accurate insights with complete documentation.

Every step of the experience provides double-checks and tutorials to prevent mistakes in assumptions, input, and interpretation. Our goal is to eliminate the guesswork and ambiguity of interest rate risk analysis.

We are committed to helping banks of all sizes navigate any interest rate environment. This means providing our customers with not just software, but also exceptional service and support.

Who we are

Rayce Coyne

Chief Executive Officer


Rayce is an accomplished banking executive and technologist with nearly a decade of experience in the financial services industry. Prior to Hedgehog, Rayce served as the Chief Technology Officer (CTO) of Texas Exchange Bank and oversaw the bank’s operational and digital transformation. This included implementing robust business analytics, migrating legacy systems to the cloud, and designing compliant software systems. Rayce is pursuing an MBA at the Stanford University Graduate School of Business.

Dillon Wiley

Chief Technology Officer


Dillon is a skilled systems architect with a decade of software development experience spanning the banking, financial services, and network technology industries. Over his career, Dillon worked with systemically important financial institutions (SIFI) to build their enterprise software applications as a full stack developer. This included end-to-end management of consulting engagements with Top 4 US Banks related to core banking and compliance operations. Dillon holds a Bachelors from the University of North Texas.

Romit Barua

Chief Product Officer

Romit is an expert product leader and researcher with deep expertise in risk modeling and data science. Prior to Hedgehog, Romit served as the Head of Investment Control at Texas Exchange Bank where he designed big data systems for enterprise risk management. This included quantitative models and visualizations for interest rate risk, asset liability management (ALM), and valuation of interest rate derivatives. Romit holds a Masters in Management Information Systems from the University of California, Berkeley. 

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