INSURANCE

Market-Leading
Analytics

An extensive open library of market tested & validated pricing models, built on modern technology and trusted by 5 of the 6 top global investment banks.

Comprehensive Cross-asset Analytics

Trusted By Tier 1 Banks

Quantifi provides the fastest, most accurate and comprehensive library of pricing and risk models available. By combining advanced analytics with the latest technology, Quantifi is at the forefront of helping firms optimise their risk exposures, improve performance and accelerate growth. Support for all the latest market innovations including OIS discounting, Alternative Reference Rates and XVA is provided in an intuitive, extendible framework. Our suite of market validated models incorporate industry best-practice with leading research to provide timely, accurate and independent valuation for a comprehensive range of cash and derivative financial products.

Delivered in XL, Python, Matlab & APIs supporting C#, C++, Java, R

Market validated independent models

Modern technology delivering ground-breaking performance

KEY FEATURES

This is How We Do it

 

Cross-Asset Support

Cross-Asset Support

Advanced models (fixed income, rates, FX, credit, equities & commodities) trusted by 5 of the 6 top global investment banks.

Gain Complete Transparency

Fast

Built on the latest technology and advanced numerical methods, Quantifi delivers high-performance with multi-threaded, vectorized analytics.
Generate Accurate Analytics

Easy to use

Stable, accurate results in a fraction of the time previously possible for even the largest and most complex portfolios.

Highly Scalable

Highly Scalable

Thread safe and based on multi-core TBB™ and integrated GRID technology, Quantifi can scale horizontally & vertically.

Integrated XVA Analytics

Built for Data Science

Next-generation APIs integrate seamlessly with open-source data science and machine learning tools.
Open & Extendable

Exceptional Support

Support provided by experienced quantitative and technology professionals.

WHITEPAPER

How to Get the Most Out of
Your LDI Strategy

Liability-driven investment (LDI) is a core investment strategy for many life insurers, pension schemes and asset managers. It is an approach to investment in which all or part of the strategy is designed to match a scheme’s liabilities. This paper explores how, with the right technology, firms can achieve better results to get the most out of their LDI strategy.

The benefit of using Quantifi is very apparent to the interest rate derivatives team as we now have the ability to make better decisions, place better trades and enhance risk management, which ultimately improves return for our clients. 

Arne Løftingsmo, Portfolio Manager at KLP Kapitalforvaltning AS

SURVEY

Adoption of Data Science
in Finance

Firms are now recognising that big data technologies, like data science, are the way forward. Using data science can help them focus their resources efficiently, make smarter decisions, and improve performance. This survey was conducted during a webinar Quantifi hosted, featuring Celent, on ‘Next Generation Risk technology Powered by Data Science’. Over 180 individuals from the financial services industry registered for the webinar and were invited to take part in the survey.

Adoption of Data Science in Finance

A Complete Solution for LDI Decision-Making

LDI managers need powerful, flexible risk and valuation technology. Quantifi makes it easy for firms to achieve their funding targets while successfully navigating business, market and regulatory change.

insights

Navigate major trends & developments shaping the industry

Whitepapers

A Primer on the Equity Derivatives Market

Over time, the range of pricing models has grown steadily, both as new types of derivatives have been introduced and as weaknesses in previous models have been identified.

Videos

Next Generation Risk Technology Powered by Data Science

Regulators, internal stakeholders, customers, and investors are demanding more transparency with understanding of front office, risk, and capital models - from trading algos, capital models to counterparty risk models that incorporate statistical learning approaches.

News

Data Quality and Integration the Biggest Challenge Faced by Firms for Managing Liquidity Risk

Quantifi, OTC Partners, a boutique consultancy firm and BlackRock, a global investment management firm hosted a webinar on ‘Identifying liquidity Risk for Financial Stability’. The 108 delegates took part in a survey on their risk management practices and the IT/operational challenges associated with managing liquidity risk.

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