Quantifi is delighted to be selected by WatersTechnology’s readers as the Best Market Risk Solution Provider. In 2020, we saw COVID-19 trigger increased instability and uncertainty across markets. With volatility and VaR measures rising, we’re pleased that our clients recognise the benefits of using Quantifi and how we can support their business both now and in the long term. read more
New Zealand Superannuation Fund (NZSF) is the sovereign wealth fund of NZ. Its purpose is to help pre-fund the future pension/superannuation liabilities of an increasingly aging NZ population. NZSF wanted a single view of risk across multiple public and private asset classes and was looking for a solution with proven credit and liquidity risk management functionality. With Quantifi, NZSF has strengthened its risk management across risk disciplines and improved operational efficiency.
As a new fund, the client was looking for a technology partner who understood the specific challenges they are faced with and can scale as the fund grows. Given the need for strong risk control capabilities the client was looking for a solution that would allow their traders and portfolio managers to analyse risk at deal and aggregated portfolio level. The risk function required the ability to generate sensitivities, stress tests and scenario analysis for the portfolio, along with the required management and investor reports.