SOLUTIONS

Derivatives Valuation

Market-validated models that incorporate industry best practices and leading research to provide timely, accurate and independent valuations.

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

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.

Gain Complete Transparency

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.

Generate Accurate Analytics

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

Highly Scalable

Delivering high performance with multi-threaded, vectorized analytics. Multi-core TBB™ and integrated GRID technology ensures scalability, horizontally and vertically.

Integrated XVA Analytics

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.

Open & Extendable

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. 

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 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.

The launch of our new strategy depended on finding a technology provider that could deliver the same quality of analytics used by leading tier-1 banks. Quantifi was the only provider with the proven technology, flexibility and expertise that matched the unique needs of our investment strategy.

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.

insights

Navigate major trends & developments shaping the industry

News

Mizuho Americas Partners with Quantifi to Support its Robust Equity Derivatives Platform

Quantifi was selected by Mizuho Americas for its responsive service and extensive model library to help supplement its proprietary, in-house technology.

Whitepapers

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.

Client Stories

Helaba Enhances Enterprise-Wide Derivatives Counterparty Risk Management

Helaba, one of the leading German banks, with a workforce of approximately 6,300 and a balance sheet total of around EUR 180 billion, offers financial services to companies, banks, institutional investors and the public sector, both within Germany and internationally. The bank also acts as central clearing institution and service provider for 40% of German savings banks.

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