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

Consistent Analytics Front-to-Back

Market Leading Analytics

The OTC derivative markets continue to evolve with fundamental changes including how even the simplest products are valued and risk managed. Pricing 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, Quantifi offers the fastest, most accurate and extensible analytic engine so clients can rely on consistent front-to-back analytics.

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

Accurate analytics for even the most complex products

Modern technology that delivers ground-breaking performance


Advanced 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.

Highly Scalable

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

Integrated XVA Analytics

Price XVA on new trades independently or as an incremental charge on an existing portfolio.

Open & Extendable

Open platform for clients to integrate their own models and data using standard technologies.

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


Adoption of Data Science
in Finance

Firms are recognising that big data technologies, like data science, are the way forward. Using data science, firms can focus their resources efficiently, make smarter decisions, and improve performance. This survey was conducted during a Quantifi webinar, featuring Celent, on ‘Next Generation Risk technology Powered by Data Science’. Over 160 industry participants were invited to take part.


Leveraging Intel to
Enhance Performance

Performance is critical to our clients being able to accurately measure their risks. For example, calculating the counterparty exposure for a mid-size bank’s trades may involve over 25 trillion trade valuations, each of which requires significant computation.


Navigate major trends & developments shaping the industry


How to Accelerate XVA Performance

In the post-crisis world, an increasing number of banks have set up a centralized XVA desk. With the introduction of new regulations to ensure banks are adequately capitalized, it has become common practice to include certain costs in the pricing of OTC derivatives that, in many cases, had previously been ignored.


Quantifi Voted Best Data Analytics Provider in Waters Rankings 2020

These awards recognize overall quality of service in 30 categories and are voted for exclusively by WatersTechnology’s readership of over 10,000 industry practitioners.


Quantifi Survey Reveals Strong Trend towards Data Science in Finance

Quantifi recently hosted a webinar featuring Celent, a research and advisory firm, on ‘Next Generation Risk technology Powered by data science’. Over 180 individuals from across the financial service industry registered for the webinar. Delegates were surveyed to measure industry opinion on the adoption of data science.

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