Powerful, sophisticated and flexible risk management tools that are up to date with the latest market innovations.
Portfolio Monitoring & Risk
A single view of portfolio, market & credit risk
Regulation including MiFID II, Solvency ll and IFRS13 changes the way most products are priced, traded and reported. This complex environment requires comprehensive, accurate and transparent risk management. There is growing demand for solutions, like Quantifi, that provide a consistent view of risk, along with best-of-breed models that generate results that match the market for even the most complex product.
Advanced functionality accurately monitors and measures risk
A single risk view across multiple asset classes
Results that match the market for even the most complex products
Results that Match the Market
Comprehensive cross-asset coverage across all major asset classes: fixed income, money markets, equities, FX, rates, credit, commodities.
An ETL framework for managing data feeds and a NoSQL database environment for high-performance and agile processing of information.
Pre & Post-trade Analysis
Timely pre-deal risk metrics enable users to make risk-adjusted pricing and trading decisions before executing a trade.
Generate Interactive Reports
Next generation reporting that includes interactive drill down and aggregation across even the largest data sets.
Sensitivities, Scenarios & VAR
A powerful and flexible risk engine that provides rapid historical and what-if scenarios and a full complement of cross-asset class risk measures.
Experience High Performance
Built on TBB™ multi-core technology with integrated grid support delivers scalable ultra-high performance.
As our structured credit business is expanding, we wanted a more powerful set of models and analytics. Our decision to work with Quantifi was driven by its strong track record as well as the flexibility and ease of use of the solution.
David Benamou, Chief Investment Officer, Axiom Alternative Investments
Best in Class Liquidity Risk Management
An enterprise risk framework designed to help you quantify and monitor key liquidity risk measures covering market and funding risk.
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.
Navigate major trends & developments shaping the industry
"Quantifi is the core of our infrastructure and is implemented across our front, middle and back office for intra-day pricing, pre-trade analytics, stress testing and intra-day and end-of-day risk runs."
Hosted by WatersTechnology, the awards recognise the leading technologies and third-party technology providers in their areas of expertise.
The client is one of the largest global asset and wealth managers in the world, trading across a broad range of asset classes, with AUM of over $1trillion.