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.
Market validated independent models
Modern technology delivering ground-breaking performance
This is How We Do it
Advanced models (fixed income, rates, FX, credit, equities & commodities) trusted by 5 of the 6 top global investment banks.
Easy to use
Stable, accurate results in a fraction of the time previously possible for even the largest and most complex portfolios.
Thread safe and based on multi-core TBB™ and integrated GRID technology, Quantifi can scale horizontally & vertically.
Built for Data Science
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
How to Get the Most Out of
Your LDI Strategy
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.
The key objective for a life insurer, pension scheme or asset manager is to ensure there is sufficient cash flow to fund future payment obligations to clients. However, achieving this goal in a low-rate environment with increasing regulatory oversight and capital requirements is becoming ever more challenging. As a result, many insurance and pension providers are turning to LDI strategies to more readily attain their funding target.
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.