Investment Management

Integrated analytics, trading and risk management tools that keep pace with the latest market innovations, without the need for a large IT or data support group

 

Investment management firms by their nature need to respond rapidly to market shifts to minimise risk and take advantage of opportunities presented by market and regulatory change including new asset classes, new valuation methodologies, new operational processes including central clearing, increased counterparty risk, increased liquidity risk, cost pressures and new regulatory reporting. Quantifi is the first of a new generation of Portfolio Management Systems for investment management firms that address these changes in a single holistic platform that breaks down barriers between front, middle, and back office functions.

The right pricing and risk management tools can provide investment managers with a competitive edge. Trusted by both new start-ups and some of the largest and most sophisticated investment managers globally, Quantifi provides comprehensive sensitivity and configurable scenario analyses along with advanced risk reporting, providing the independence and transparency that investors demand. Applying the latest technology innovations, Quantifi provides new levels of usability, flexibility, and ease of integration. This translates into dramatically lower time to market costs and significant improvements in operational efficiency.

 


 

“We chose to integrate Quantifi into our solutions because their product complemented our existing technology framework while adding a high level of functionality. We were further impressed with Quantifi’s market presence, reputation and the high level of support we received from senior members of their team.”

Steve Segretta, Managing Director, NewOak

 


 

Risk management tools that are up to date with the latest market innovations 

The implementation of new regulations including MiFID II, Solvency ll, Basel lll, IFRS13 changes the way almost all OTC products are priced, traded and reported. This complex financial environment requires more comprehensive, more accurate, and more transparent risk management

There is growing demand for integrated solutions that provide a holistic picture of risk across multiple-asset classes and more sophisticated analytics. Quantifi provides a consistent real-time view of risk, along with best-of-breed models incorporating industry best-practice that generate results that match the market for even the most complex product. Complex portfolios require comprehensive and accurate scenario analysis as well as detailed sensitivity analysis to capture non-linear characteristics. Quantifi's powerful and flexible risk engine provides rapid historical and what-if scenarios for accurate monitoring and managing of risk. Comprehensive sensitivity analysis is also supported and calculations are consistent across all asset classes so clients can rely on the aggregated results. 

Best-of-Breed Models Providing Consistent, Timely and Accurate Pre and Post-Trade Analytics

The need for consistent, accurate, timely valuation of OTC derivatives has increased, however, with the right pricing and analytic tools investment managers can gain a competitive edge. Tools that deliver more accurate, and more transparent risk management can significantly enhance the ability to effectively monitor and control risk. 

Quantifi's best-of-breed models are based on the latest multi-core TBBTM technology and numerical techniques that deliver timely, accurate and consistent results. Integrated tools are also provided for extensive pre-trade analysis with features including sensitivity and scenario analyses, profitability analysis, pre-trade compliance and limits, what-if analysis, CVA and regulatory charges, collateral and margin analysis, and investment mandate tests. The pre-trade analysis tool also provides the ability to configure, calculate, and report across all market, credit, liquidity/collateral and counterparty risks.

 


 

“Multiple curve environments have become the market standard and Quantifi’s sophisticated and comprehensive
set of yield curve-building functionality matches this new standard. Pricing must be accurate and performance
for calculating sensitivities should be fast. Quantifi excelled in both these areas.” 

Arne Løftingsmo, Portfolio Manager, KLP Kapitalforvaltning AS

 


 

Next-Generation Risk Reporting for Regulators, Clients and Management

Increased regulatory and investor scrutiny has placed complex demands on regulatory and internal reporting systems. These systems must be powerful enough to cover all existing requirements and flexible enough to evolve as these requirements change. They must also have the transparency needed to provide confidence in the results.

Quantifi's integrated framework provides all risk, compliance, regulatory, and investor reporting. Leveraging the latest, high performance in-memory hypercube technology the Quantifi reporting engine provides interactive drill down - to netting set results, trade-level results and also related trade and market data -, slicing and dicing, and aggregation across even the largest data sets. Detailed composite reports with tables and graphs of current and historical data provide full transparency, giving you complete confidence in the results and better understanding of how reported risk exposures are generated and the underlying risk factors.

 


 

 

 

Quantifi 'Category Leader' for Buy-Side Analytics

 

"We have been impressed by the depth and breadth of functionality provided by Quantifi. A key differentiator for Quantifi is its open, service-based technology architecture which makes the solution easier to integrate, more flexible, and easier to suppport"

Peyman Mestchian, Managing Partner

Request Report

 


 

Sample Client List

FCO Advisors

FCO Advisors

“When compared to other providers, Quantifi’s blend of modern technology with mature functionality positioned them as an excellent choice for our business"

Hector Negroni, Co-Founder

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ICG - investment management flip box

ICG - investment management flip box

“Our blend of fast, new technology with mature functionality positions Quantifi as the natural solution for buy-side firms”

ICG  - A specialist asset manager with €13.7 billion under management.

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OFI - investment management flip box

OFI - investment management flip box

“Quantifi analytics are particularly powerful and flexible, and we highly value the robust functionality"

OFI - One of Europe's leading asset management firms

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Delaware - investment management flip box

Delaware - investment management flip box

"We chose Quantifi because of their depth of coverage, accuracy of their pricing models, and ability to perform comprehensive risk analysis”

Sam Priyadarshi, VP, Delaware Investments

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