quantresearch1

SIMM but also SA-CCR, VaR etc

If you can beat the best solvers out there by a significant margin, I would say it's worth 10's of thousands a year. Speed is one aspect of it, but it could also be you are able to solve problems other solvers cannot solve. Depending on which companies you are targeting, I would not necessarily recommend going the route where the user upload their data to you and you solve it for them as many companies cannot legally share their clients' data (which is often part of the optimization). You can package the software into a linux/windows executable and sell it at a yearly subscription. It's worth noting that there are companies that will not be able to switch easily as they build all of their models around a specific solver API (say gurobipy)

In my work, I use Gurobi and other proprietary/free solvers to optimize some objectives big banks care about. It's not uncommon to use solvers in finance to optimize some metrics of a portfolio. A lot of people I have met in conferences optimize their supply chains (think things like: find the best pattern to draw the various pieces of my table in these planks of wood such that it minimizes wastes, find the best route to deliver my 100 packages...)