SOLUTIONS
Derivatives Valuation
Leading in Advanced Analytics
Trusted By Tier-1 Banks
The pricing and valuation of derivatives is undergoing enormous change. Higher and higher standards are required due to internal cost pressures in addition to ongoing regulatory and accounting demands. Alternative Reference Rates, OIS discounting and XVA affect all aspects of valuation and risk management. Quantifi provides the most comprehensive, accurate, and intuitive financial development library available for derivatives. Our market-leading models are used by major financial institutions across financial markets including Tier-1 banks.
Match the market with OIS discounting, negative rates & ARR curves
Next-generation APIs integrate seamlessly with open-source data science and machine learning tools
Modern technology delivering ground-breaking performance
KEY FEATURES
A Leader in Analytics
Cross-Asset Support
A model library including a range of tools for financial software development including low level numerical routines to an extensive range of high-level pricing and sensitivity functions.
Timely, Accurate Valuations
Our models built on the latest technology and include advanced numerical methods that deliver stable, accurate results for a range of products – vanilla to complex derivatives.
Easy to use
Designed from the ground up and incorporating best practice design principles and methods, even our most complex models are intuitive and easy to use.
Highly Scalable
Delivering high performance with multi-threaded, vectorized analytics. Multi-core TBB™ and integrated GRID technology ensures scalability, horizontally and vertically.
Data Science Enabled
Combine Quantifi risk results, data and models, using Python API, with the most popular libraries in data science and machine learning including pandas and TensorFlow.
Complete Flexibility
Built on next-generation Microsoft.NET technology dramatically reduces time-to-market for new models and makes Quantifi easy to extend and customize.
FEATURED VIDEO
Derivatives Valuation Software
Derivatives valuations can be resource-intensive and complex. Trusted by leading banks, investment managers, and global valuation providers, Quantifi has a proven track record of helping clients gain confidence in their valuations.
CLIENT STORY
Since implementing Quantifi, the client has been able to grow and scale its business. The client was initially valuing in the region of 50,000 securities a day using Quantifi. This has now increased to over 1.1M securities daily. With access to a range of Quantifi models, the client plans to broaden its instrument coverage and on-board securities in 13 additional currencies. 
Complete analytics
Results that match tier-1 banks
When solutions fall short it does not mean you have to overhaul your risk infrastructure. There is an alternative approach – integrating advanced models to complement or plug gaps in your existing solutions.
insights
Innovative thinking
Analytics that match the market
Quantifi provides the most comprehensive, accurate and intuitive financial development library available.
Mizuho Americas partners with Quantifi to support pricing & structuring of equity derivatives
Mizuho Americas markets its US equity derivatives capabilities to US corporates, providing solutions including accelerated share repurchases, collars, convertible call spreads, and equity forwards.
Intel & Quantifi Accelerate Derivative Valuations by 700x Using AI on Intel Processors
This paper demonstrates that accurate, real-time pricing for a portfolio of derivatives can be generated locally or in the cloud using AI technology.
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