SOLUTIONS

Market-Leading
Analytics

An extensive open library of market tested & validated pricing models, built on modern technology and trusted by 5 of the 6 top global investment banks.

Comprehensive Cross-asset Analytics

Trusted By Tier 1 Banks

Quantifi provides the fastest, most accurate and comprehensive library of pricing and risk models available. By combining advanced analytics with the latest technology, Quantifi is at the forefront of helping firms optimise their risk exposures, improve performance, and accelerate growth. Support for all the latest market innovations including OIS discounting, Alternative Reference Rates and XVA is provided in an intuitive, uniquely extendible framework. Our suite of market validated models incorporate industry best-practice with leading research to provide timely, accurate, and independent valuation for a comprehensive range of cash and derivative financial products.

Delivered in XL, Python, Matlab & APIs supporting C#, C++, Java, R

Market validated independent models

Modern technology delivering ground-breaking performance

KEY FEATURES

This Is How We Do It

 

Cross-Asset Support

Cross-Asset Support

Advanced models (fixed income, rates, FX, credit, equities & commodities) trusted by 5 of the 6 top global investment banks.

Fast

Fast

Built on the latest technology and advanced numerical methods, Quantifi delivers high-performance with multi-threaded, vectorized analytics.
Easy to use

Easy to use

Stable, accurate results in a fraction of the time previously possible for even the largest and most complex portfolios.

Highly Scalable

Highly Scalable

Thread safe and based on multi-core TBB™ and integrated GRID technology, Quantifi can scale horizontally & vertically.

Built for Data Science

Built for Data Science

Next-generation APIs integrate seamlessly with open-source data science and machine learning tools.
Exceptional Support

Exceptional Support

Support provided by experienced quantitative and technology professionals.

WHITEPAPER

Accelerate Derivative Valuations by 700x Using AI

Portfolio managers and traders that use over the counter (OTC) derivatives often lack an accurate real-time view of the valuations and risk of their derivative positions, especially when trading exotic derivatives. Unlike liquid securities or exchange traded products, there is not always a market price available for OTC derivatives. These products therefore need to be valued according to models that accurately calculate their theoretical fair value.

NEWS

Mizuho Americas Partners with Quantifi to Support Equity Derivatives

Mizuho Americas was looking for an independent pricing and structuring solution to supplement risk measurement on its derivative positions and price structured equity notes.

insights

Navigate major trends & developments shaping the industry

Whitepapers

Take Advantage of Relative Value Credit Opportunities with Advanced Bond Analytics

This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.

Client Stories

CQS Selects Quantifi’s Best-of-Breed Analytics to Replace Internal Systems

CQS selected Quantifi to provide enhanced pricing and risk management analytics, and to improve operational efficiencies.

Client Stories

Global Asset and Wealth Manager Selects Quantifi for Portfolio Management

The client is one of the largest global asset and wealth managers in the world, trading across a broad range of asset classes, with AUM of over $1trillion.

Let's Talk!

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