Quantifi - The Credit Derivative Specialist

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> Valuations Guru Makes E&Y Short-List - Waters Technology Reports

June 2010 - Valuations Guru Makes E&Y Short-List - Waters Technology Reports


Valuations Guru Makes E&Y Short-List
By Victor Anderson

Rohan Douglas, chief executive and founder of Quantifi, the New Jersey-based provider of credit derivative pricing models, was short-listed as a finalist for the New Jersey division of the Ernst & Young Entrepreneur of the Year 2010 Awards.

The article may be viewed by visiting Waters

 


Highlights

Quantifi has extended the functionality of its credit derivative valuation software to include the ability to price loan credit default swaps (LCDS) and tranches on LCDS (Synthetic CLOs).

“Rapid growth in the LCDS market created immediate trading opportunities. Quantifi has responded to our needs for new models and tools for this market with impressive speed. We have come to expect this level of responsiveness and commitment from Quantifi”, said Rizwan Akhter, Structured Credit Portfolio Manager at DiMaio Ahmad Capital – a New York based alternative investment management firm.

 
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