Banking
Dominate in the credit markets
Seize market opportunities with the most flexible and powerful pricing and risk management solution available today.
Optimise your strategies
An experienced partner for your credit business
Fast moving and complex markets require sophisticated credit analytics and risk management tools. Traders need pricing models to be fast and match the market. Quantifi is the recognised market leader for credit analytics and risk management and offers the most comprehensive credit product coverage available. Optimise your strategies with intra-day sensitivities, what-if analysis , stress testing and detailed portfolio analysis at the aggregated or position level, down to each risk factor.
Covering bonds to credit options, CDOs & bespokes with market leading models
Identify investment opportunities with sophisticated curve construction
Save time & effort with fully automated workflows for credit events & corporate actions
KEY FEATURES
The Leader In Credit
Market Leading Models
Quantifi’s best-of-breed models range from vanilla product pricing to the most sophisticated correlated stochastic recovery CDO calibration and pricing.
Advanced Analytics
The only provider to accurately model credit indices and index tranches and properly handle the data management associated with these products.
Comprehensive Asset Coverage
A full range of vanilla and structured products including single-name CDS, CLNs, options, cash & synthetic CDOs, CLOs, and other hybrid products.
Fully Automated Workflows
Save time and effort by automating complex credit lifecycle events and corporate actions such as mergers, demergers, acquisitions & defaults.
Simple Data Management
Advanced data management techniques designed to manage the complex ‘big data’ sets to produce accurate credit analytics.
Open & Scalable
Built on .NET technology, our open interfaces and automation tools make integration seamless. Grid computing & TBB™ technology ensure scalability.
CLIENT STORIES
Delivering excellence
“We selected Quantifi because of its deep understanding of fixed income and credit markets. With Quantifi, we have access to market-leading analytics that are flexible and scalable.“
Jeysson Abergel, Head of Trading and Cross-Asset Strategy
"We were impressed by Quantifi’s leading expertise in the structured credit sector and their ability to provide a complete end-to-end solution was the key factor in our decision."
Michael Hattab, Senior Portfolio Manager
"As our structured credit business is expanding, we wanted a more powerful set of models and analytics."
David Benamou, Chief Investment Officer
"We have been impressed with Quantifi’s ability to remain at the cutting edge of pricing complex securities."
Sukho Lee, Executive Director, Structured Credit Trading
Let's talk!
Jefferies selected Quantifi for its market leading analytics, including the ability to calculate VaR for complex credit products, strong integration with existing in-house systems, technical flexibility, and high performance computing. 
insights
Innovative thinking
Gross Notional or Gross Error? A Misleading Metric in Credit Derivatives Risk Assessment
Allocators would benefit from updating their approach to these products to gain clear insights into the associated risks, avoiding misinterpretations driven by inappropriate and flawed numbers.
From Complexity to Opportunity in the Credit Markets
The credit market landscape is analytics driven. Success hinges on the ability to obtain and leverage sophisticated analytics effectively. Having an edge in analytics can be the differentiating factor
Take Advantage of Relative Value Credit Opportunities with Advanced Bond Analytics
This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.
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