Credit Suisse's Global Modelling and Analytics Group (GMAG) has been using functional programming in a number of guises for several years, starting with an in-house language built around Excel, then moving onto building domain-specific languages and other code generation tools with Haskell, and most recently using F# for the delivery of models and other software directly into production environments. This talk will discuss why Credit Suisse has adopted functional programming and the benefits that it has brought to our environment, as well as some of the challenges to be overcome.