Sophisticated Credit Analytics & Risk Management

Quantifi addresses the challenges of the credit markets with the most flexible and powerful pricing and risk management solution available today

Faster moving and complex markets have increased the demand for sophisticated credit analytics and risk management solutions. Traders expect pricing models, including those for structured products, to be fast and match the market. They need tools that provide intra-day sensitivities and what-if analysis. Risk managers require additional stress capabilities and the ability to analyse a portfolio at the aggregated or position level down to each risk factor. Quantifi is the recognised market leader for credit analytics and risk management and offers the most comprehensive credit product coverage available.


Most Comprehensive Product Coverage

 Comprehensive Product

Fastest, Most Accurate Pricing & Risk Management

The Fastest, Most Accurate Pricing and Risk Management

Cutting Edge CVA & Counterparty Risk Solutions

Cutting Edge CVA & Counterparty Risk Solutions



Key Features

An Experienced Partner For Your Credit Business 


Market Leading Models

Market Leading Models

Our best-of-breed models range from vanilla product pricing to the most sophisticated correlated stochastic recovery CDO calibration and pricing. Our market validated models provide stable and accurate results in a fraction of the time previously possible.
  Advanced analytics

Advanced Analytics

Quantifi's pricing library is built with a consistent, credit centric set of models. We are the only provider able to accurately model credit indices and index tranches and properly automate and handle the data management and operational process associated with these products.
Comprehensive Asset coverage

Comprehensive Asset Coverage

Quantifi provides the most comprehensive credit product coverage. Our solutions are trusted by leading firms that trade a full range of vanilla and structured products - including bonds, single-name CDS and indices, credit linked notes, options, cash and synthetic CDOs, CLOs and other hybrid products.

CVA & Counterparty Risk

CVA & Counterparty Risk

Quantifi’s innovative solutions enable firms to correctly price and manage counterparty risk. Advanced semi-analytic models deliver instantaneous marginal CVA pricing. Our scalable Monte Carlo engine generates CVA, DVA, EE, PFE and other metrics, as well as sensitivities to all market factors.
Satisfy compliance and limits

Stable, Accurate Results

Our market-validated models provide stable and accurate results in a fraction of the time previously possible. The models, coupled with an institutional quality infrastructure, mean clients can rely on consistent accurate analytics enterprise-wide.

Open & Scalable

Open & Scalable

Built on.NET technology our open, intuitive interfaces and automation tools make integration seamless. Grid computing and TBB™ technology ensure scalability and performance for high volume and/or structured portfolios.
Advanced Risk Management

Advanced Risk Management 

Quantifi delivers a complete solution for position keeping, market risk and counterparty risk in a single cohesive platform. Quantifi’s fully configurable and interactive reporting environment can be customised to display results at any level of aggregation.

  Simplified Data Management

Simplified Data Management

Designed to manage the complex ‘big data’ sets required to produce accurate credit analytics. We provide tools for managing reference data, market data, and credit curves, including a seamless interface with major data providers.


The Market Leader in Structured Credit 

Quantifi is the market leader for credit analytics and risk management.
We offer the most comprehensive asset class coverage and
advanced functionality available in the market. 


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