Investment managers are constantly striving to optimise their processes, improve accuracy, and bolster investor trust. As funds expand and adapt, the need for a reliable and effective Portfolio/Order Management System (PMS/OMS) becomes increasingly apparent.

The Archegos incident highlights the importance of implementing comprehensive risk management frameworks that consider not only individual counterparty risk, but also the broader implications of market conditions and concentration of trades.

Replacing a legacy PMS is a strategic move that can transform your firm’s ability to manage portfolios efficiently.

Dmitry Pugachevsky, director of research at Quantifi, explores how banks manage inflation risk using inflation swaps and inflation-linked bonds as hedging instruments.

Emerging from the impact of the Covid-19 pandemic, the world is now dealing with geopolitical uncertainty, increased concerns over counterparty risk and rising interest rates, all of which present fresh challenges for model risk managers.

Avadhut Naik, Head of Solutions at Quantifi, explores how firms are reassessing their commodity risk management processes and systems to navigate a volatile and complex market.

While increased regulatory scrutiny and market volatility continue to put pressure on the front office, new technology, machine learning and data science are reshaping trading.

Over the last few years, there has been a step change in the role of data and technology in trading, risk management and investment decision-making. Firms are deploying data science tools to improve risk assessment and business response strategies, and bring more rigour to their operations.

Alexei Tchernitser, Director, Analytic Solutions, Quantifi and Ersel Korusoy, Executive Director, Standard Chartered Bank discuss the ways in which automation is redefining the front-office and transforming the fixed income market as we know it.