Capital Markets: Analytics

Consistent Analytics Front-to-Back

A comprehensive suite of cross-asset models, built on modern technology, generate timely, accurate and consistent front-to-back analytics

The OTC markets continue to evolve with fundamental changes including how even the simplest products are valued and risk managed. In this changing environment, tools need to use the latest methods to be able to match the market as well as provide timely results when analysing even the most complex of portfolios. As the market leader for cross-asset analytics (fixed income, rates, FX, credit, equities and commodities), Quantifi offers the fastest, most accurate and extensible analytic engine so clients can rely on consistent analytics across front-to-back office environments.

 

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

 

Accurate analytics for even the most complex products

 

New technology delivering groundbreaking performance

 


Key Features

Make the right decisions with the fastest, most accurate and extensible cross-asset (fixed income, rates, FX, credit, equities & commodities) analytics engine

 

Cross-asset Support

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

Gain Complete Transparency

Full transparency and control for all model inputs, methodologies, data, and results. Detailed documentation provided for all models
 

Generate Accurate Analytics 

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

Intuitive to Use

Even our most complex models are intuitive and usable. Numerous pre-defined templates and sample worksheets make getting started simple
 

Integrated XVA Analytics

Market leading pricing models designed to price XVA on new trades independently or as an incremental charge on existing portfolio
 

Open & Extendable

Open platform for clients to integrate their own models and data using standard technologies, rather than scripting languages or rigid APIs
 

Produce Scenario & Sensitivities

A set of finite-difference and ultra-fast semi-analytic sensitivities and scenario functions
 
 

Highly Scalable

A highly optimised analytics engine that can scale horizontally (grid) and vertically (multi-core)


 

Modern Technology


Leveraging next-generation technology based on micro-services, big data and the cloud to give our clients the advantages of speed, scalability, flexibility and usability

 


 

Find Out More 
 



“Quantifi’s expertise and ability to deliver a robust tool set for
OTC analytics and client pricing were key factors in our decision.
Quantifi has already reduced our operational costs and increased
our business flexibility by allowing us to focus internal development
on other strategic projects.”

Stathis Margonis, Head of Credit Derivatives and Hybrids Trading

 

Press Release