The Client
Headquartered in London, Arini is a specialised alternative asset manager that seeks to deliver absolute returns through a fundamental and opportunistic approach to credit investing. With $2.8 billion in AUM, Arini focuses primarily on European credit markets, which are defined by complex legal, regulatory and political structures.
The Challenge
Arini required a risk management system that could consolidate portfolio risk, from simple cash trades to complex derivatives and accurately model all the subtleties of their fixed income, credit and equity derivative portfolios.
“We selected Quantifi because of its deep understanding of fixed income and credit markets. With Quantifi, we have access to market-leading analytics that are flexible and scalable. One of the key benefits is the ability to call Quantifi from Python. This makes it easy for us to extend the high-level functionality of the model library, which gives us an array of manipulation capabilities to perform advanced analysis.”
Jeysson Abergel, Head of Trading and Cross-Asset Strategy, Arini
Why Quantifi?
Quantifi’s enterprise solution was a clear choice for Arini, as the fund was already using Quantifi’s analytics. Quantifi is also highly customisable, which allowed Arini to tailor the solution to its specific needs. This included:
- Enhanced portfolio structuring for complex structured credit investments
- Automating daily risk calculations & eliminating slow, manual processes
- Boosted productivity by providing a low-code environment of Quantifi’s data science platform
- Enhanced risk management effectiveness by generating accurate, consolidated risk assessments for all assets, including fixed income, credit and equities
- Improved portfolio hedging and overall performance by utilising robust and accurate analytics.
- Simplified data management
- Streamlined workflows, enabling portfolio managers to achieve more in less time
The Results
Quantifi’s data science-enabled platform allowed Arini to create custom analytics by utilising Quantifi’s cutting-edge pricing models in Python along with the trade, market, and reference data from Quantifi’s risk system. This provided Arini with an unparalleled level of productivity, enabling portfolio managers and traders to achieve more in less time with Quantifi’s user-friendly, low code environment.
Download the complete case study to see how Quantifi was able to customise the solution to Arini’s needs.
