In this talk we present some recent developments in the use of randomized quasi-Monte Carlo methods for financial and risk management problems. When used properly, these methods can improve upon the Monte Carlo method even for complex high-dimensional problems involving non-standard probability distributions. In this talk we discuss the combination of these methods with non-traditional sampling methods such as copula sampling and random variate generation methods other than inversion. We also discuss randomization techniques and their properties as variance reduction techniques.