With Ellington’s focus on credit, the firm was looking for widely recognised risk analysis solutions to use alongside its proprietary models to support its existing portfolio and take advantage of new opportunities. Ellington required a technologically advanced solution with the capacity to handle a broad range of instruments and provide detailed reporting, all while interfacing with Ellington’s existing portfolio analytics.
Ellington has selected Quantifi to enhance its risk management and reporting functions for its growing credit business. For investment managers, Quantifi delivers cross-asset trading, front-to-back operations, position management, market, credit, and liquidity risk management, and regulatory reporting all on an integrated platform. As well as supporting the key regulatory requirements, Quantifi applies the latest technology innovations to provide new levels of usability, flexibility, and ease of integration.
Download the complete case study to see how Quantifi’s integrated cross-asset platform helps clients, such as Ellington, enhance performance, strengthen risk and improve operational control.
“Since Quantifi is used by such a wide range of market participants, we saw significant value in seeing the same standardized model results as the firms we trade with. On top of that, Quantifi comes with great Excel add-ins and APIs that allow us to quickly prototype new analytics and integrate with our proprietary models.”
Laurence Penn, Vice Chairman and COO, Ellington Management Group
