Quantifi has been selected by La Française Investment Solutions (LFIS) to help the business expand its capabilities in structured credit. LFIS is a leading Paris-based quantitative asset manager, with $14bn of assets under management. LFIS required a multi-asset pricing and risk management solution that could support the growth of their sophisticated trading strategies. As such, Quantifi has been selected for its advanced pre and post-trade analytic capabilities and ability to seamlessly integrate with existing systems. read more

Quantifi, a provider of risk, analytics and trading solutions, today announced that a rapidly growing investment manager, based in New York City, has gone live with Quantifi as its core enterprise risk platform. Formed in 2016, the fund seeks to provide positive absolute returns while preserving capital in all market environments. The fund’s investment portfolio is focused on bonds, CDS, loans and stocks. read more

Quantifi has won the front-office technology award for Pricing & Analytics: fixed income, currencies and credit at the Risk.net Market Technology Awards. These awards reflect the contribution made by technology providers that support trading or investment in the listed, OTC derivatives and cash markets. read more

Quantif has been named Best Technology Solution in the Investment Week Fund Services Awards 2017. These awards recognise companies that offer cutting edge services and solutions in the most seamless, efficient and innovate ways to those involved in the investment management industry. read more

Quantifi has been selected by NZSF, a NZ$35 billion sovereign wealth fund, as its core front-office and enterprise risk management solution. Quantifi provides NZSF with a consolidated view of credit, liquidity and fund risk. Forward looking scenario analysis, with application of fund responses, allows the fund to assess impacts on key liquidity and credit risk measures based on future series of market shocks. NZSF can also factor in intelligent fund responses as part of that analysis to take advantage of favourable market movements. read more

Quantifi has been awarded ‘Best Risk and Technology Firm’ in the Insurance Investment Exchange Awards 2017.  The awards were judged by senior individuals from leading firms from across the industry including Alliance Bernstein, Aviva Investors and Friends Life.  Quantifi received the award in recognition of its value-add, responsiveness to client needs, reliability, speed of implementation, and top quality support. read more

Quantifi has been shortlisted for ‘Best Risk Management Software’ and ‘Best Risk Management Product’ in the HFM US Hedge Fund Technology Awards. These awards recognise technology providers serving the hedge fund sector that have demonstrated exceptional customer service and innovative product development over the past 12 months. read more

With Quantifi’s next-generation valuation, analytics and reporting functionality Piraeus now has a flexible and performant capability to address and support computationally intense calculations including xVA, perform accurate valuations on cross-asset portfolios taking into account various risk metrics comprising PFE, VaR, wrong-way-risk, stress testing, sensitivities etc., and generate flexible reports to aid business decisions across their trading user base. read more

Quantifi, a provider of risk, analytics and trading solutions, and Kauri Solutions, a specialist financial consultancy firm, today announced the release of their whitepaper titled ‘FRTB: Strengthening Market Risk Practices?’. In July 2015, the Basel Committee proposed the FRTB-CVA framework which replaces the current CVA Risk Capital calculations. Six months later it published the final rule of the FRTB framework designed to address the undercapitalisation of trading book exposures witnessed during the financial crisis. This paper explores how these frameworks affect bank balance sheets. read more