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.
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 CEO and founder, Rohan Douglas, has won 2018 CEO of the Year in the CEO Monthly Magazine Awards. These awards recognise CEOs from a large cross section of industries and selects winners based on individuals that have distinguished themselves in their field and consistently demonstrated their commitment to innovation. Rohan founded Quantifi in 2002 with the goal of delivering the same sophisticated risk management and analytics used by the largest banks, to all market participants. read more
This paper highlights the main changes being introduced by the new market risk standards and the related challenges in terms of data management, modelling and technology. The Fundamental Review of the Trading Book (FRTB) heralds a new era in bank risk management, making it one of the most critical items on a bank’s to-do list for the immediate future and beyond. This paper highlights the enormity of the data and modelling requirements imposed by FRTB as well as its impact on banks’ risk and systems architecture. read more
by Quantifi & Monocle
FRTB is set to revolutionise current market risk practices, placing emphasis on the coordination of operational, risk and data management processes as well as systems and technology. To best respond to these new demands, banks need to make the right strategic and technology decisions and assess the impact on operations and processes across risk, front office, finance and IT. This paper highlights the main changes being introduced by the new market risk standards and the related challenges in terms of data management, modelling and technology.