banking
Market-Leading
Analytics
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.
Market validated independent models
Modern technology delivering ground-breaking performance
KEY FEATURES
This is How We Do it
Cross-Asset Support
Advanced models (fixed income, rates, FX, credit, equities & commodities) trusted by 5 of the 6 top global investment banks.
Fast
Easy to use
Stable, accurate results in a fraction of the time previously possible for even the largest and most complex portfolios.
Highly Scalable
Thread safe and based on multi-core TBB™ and integrated GRID technology, Quantifi can scale horizontally & vertically.
Built for Data Science
Exceptional Support
CHALLENGES
Why Quantifi?
At Quantifi, we understand the challenges banks face, and we offer solutions that can help them transform their business.
Managing and maintaining multiple systems?
Open and flexible architecture seamlessly integrates with existing systems, giving firms the option to unify processes. Quantifi’s single, fully integrated solution provides enterprise-wide risk, trading, valuation and regulatory reporting
Quantifi’s broad functionality reduces the need for multiple systems.
Difficult to integrate new solutions and/or implement upgrades?
New technology combined with outstanding support ensure a fast, seamless implementation with minimal disruption to existing processes.
Dealing with high infrastructure costs?
Quantifi reduces infrastructure cost with exceptional performance on standard hardware.
Quantifi’s cloud enabled solution ensures lower upfront investment and maintenance costs. This allows for a more efficient use of capital investment.
Difficulty keeping up-to-date with markets and regulatory changes?
Quantifi provides open APIs and tools that give clients the flexibility they need, not just a black box.
Difficulty managing data?
Quantifi integrates with data science technology to provide cloud native, scalable performance for large data sets.
Rich ETL capabilities seamlessly integrated with existing data repositories and third-party data providers.
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.
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.
SURVEY
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.
insights
Navigate major trends & developments shaping the industry
Derivatives Valuation Software
Derivatives valuations can be resource-intensive and complex. Quantifi gives you accurate, timely valuations, as well as the performance and flexibility to build operational efficiency.
A Primer on the Equity Derivatives Market
Over time, the range of pricing models has grown steadily, both as new types of derivatives have been introduced and as weaknesses in previous models have been identified.
How to Accelerate XVA Performance
As banks look to reduce, mitigate, and optimize XVA and other capital charges, they are making investment in XVA capabilities in an attempt to solve the computational challenge of simulating a full universe of risk factors.
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