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Quantifi Wins Risk.net Markets Technology Awards for Counterparty Risk and Analytics

Alongside Counterparty Risk Product of the Year, Quantifi was recognised for Pricing and Analytics: Fixed Income, Currencies, Credit for the third year running, further cementing its position as the leader in analytics.

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Palm Lane Capital Selects Quantifi’s Portfolio Management Solution

Palm Lane sought a front-to-back PMS that could deliver the sophistication required by traders, portfolio managers, and operations.

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Quantifi Announces Record Growth Fuelled by Investment in Technology and Strong Client Demand

To support its expanding client base, Quantifi also increased its headcount across sales, product development and client services.

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Quantifi Positioned as Best-of-Breed Provider by Chartis for Commodity Trading Risk Management

The report uses Chartis’ RiskTech Quadrant® to explain the structure of the vendor landscape and assess how the leading solution providers are responding to these new demands.

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Quantifi Moves up in Chartis RiskTech100 Rankings

This independent study ranks the leading risk technology firms in areas such as functionality, core technology, organisational strength, customer satisfaction, market presence and innovation.

15 Dec, 2022. Webinar | Events

Crypto Credit Risk – Lessons Learnt

Since the inception of cryptocurrency markets, crypto assets have carried plenty of risk and risk management concerns. While 2022 has been an awful year for macro sections in equity and fixed income, it has been particularly atrocious for crypto assets.

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Nomura Selects Quantifi for its Advanced Structured Credit Models

A growing number of Nomura’s buy-side clients leverage Quantifi. Using the same software, Nomura traders and structurers can help their clients model structured credit and better explain how they themselves are pricing trades. Adoption of Quantifi’s solutions can open up new business avenues for these clients as well as increase distribution opportunities for Nomura’s structured credit team.

26 Oct, 2022. | Events

Quantifi Breakfast Seminar

Modern alternative asset/credit firms face several challenges in the current market/competitive landscape. Using data wisely can augment your firm’s efforts across several key business functions, from portfolio management and risk management to investor relations and sales efforts.

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Quantifi Wins Two Asia Risk Awards – Best AI/ML Innovation & Best System Support and Implementation

Quantifi was described as the “standout entry” in both categories by a panel of industry experts from leading firms including Credit Suisse, National Australia Bank, Nomura, ANZ, Prudential, and Maybank.

16 Nov, 2022. London | Events

The Dynamics Driving Capital Markets, London Conference, 2022

Quantifi's annual London capital markets conference is designed to facilitate discussion amongst delegates from banks, asset managers, hedge funds, clearing houses and industry bodies on how to successfully address the competing challenges arising from regulatory and market forces. Join senior practitioners from across the industry for an afternoon of unique insights and sharing of best practices.

18 Oct, 2022. Webinar | Events

Front-office reboot: how new technology, ML and data science are reshaping trading

Risk.net and Quantifi invite you to join our webinar covering how new technology, machine learning and data science are reshaping the front-office.

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Quantifi Wins Investment/Market Risk Category in Chartis BuySide50

The commodity market is constantly evolving. Volatile prices, increased competition, and regulatory change have added to the complexity of the market. It is important for firms to evaluate whether their risk management tools and processes are fit for purpose during these times.

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Arini Selects Quantifi to Support its Advanced Credit Strategies using Python

Quantifi was selected by Arini due to its deep understanding of the structured credit market and to support its more complex credit instruments.

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Quantifi Recognised in the Chartis RiskTech BuySide 50 Rankings

When determining the rankings, Chartis were assessing breadth and depth of functionality, technology, customer satisfaction and market presence.

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Quantifi Whitepaper Looks at What is Driving the Acceleration of Electronic Credit Trading

Faster moving and complex markets have increased the demand for sophisticated credit analytics and risk management solutions.

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Quantifi Whitepaper Explores How to Get the Most Out of a LDI Strategy

Liability-driven investment (LDI) is an approach to investment in which all or part of the strategy is designed to match a scheme’s future liabilities.

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Quantifi Survey Reveals Trend Towards Machine Learning in Fixed Income

Participants from across the industry were surveyed on the changes occurring in the fixed income market.

15 Jun, 2022. Webinar | Events

The Future is Now: How Data Science is Revolutionising Risk Management and Finance

Risk.net and Quantifi invite you to a webinar covering how data science will help transform decision making to maximize value across the capital market.

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Quantifi’s Latest Whitepaper Looks at What Drives the Convertible Bond Market

The whitepaper explores the key drivers that influence the convertible bond market and how it provide unique opportunities for both investors and issuers.

27 Apr, 2022. Webinar | Events

Evolution of the Fixed Income Landscape

The fixed income market is experiencing a wave of increased automation. In turn, the tides of technology have reconfigured the operating landscape. Going forward, a firm’s success will be tied to how well prepared they are to respond and participate in the wake of these changes. This webinar explores the evolution of fixed income, the dynamics driving change, and the tools needed to facilitate electronic trading.

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Quantifi Wins Counterparty Risk Product of the Year at the Risk Markets Technology Awards

These are the flagship annual technology awards hosted by Risk.net and reflect the contribution made by technology providers that support risk, front-office regulation, pricing/trading and buy-side technology.

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Mizuho Americas Partners with Quantifi to Support its Robust Equity Derivatives Platform

Quantifi was selected by Mizuho Americas for its responsive service and extensive model library to help supplement its proprietary, in-house technology.

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Quantifi’s Latest Whitepaper Explores the Use of Bond Analytics for Relative Value Credit Strategies

This whitepaper explores how firms can take advantage of relative value credit opportunities with the right bond analytics.

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Sona Asset Management Selects Quantifi to Support Growth Strategy

To support the launch of its new investment strategy, Sona has chosen to enhance its existing risk infrastructure with Quantifi’s sophisticated risk analytics.

19 Oct, 2021. Online | Events

WBS 4th Interest Rate Reform (IBOR Transition) Conference

This is a 3-day event focusing on the latest developments, challenges and opportunities that lie ahead within quant finance. With the increased expectation of some IBORs discontinuation and the increasing regulatory requirements related to benchmarks, a more robust fallback provision and a clear transition plan for benchmark-linked derivatives is becoming paramount for the interest rate […]

28 Nov, 2021. Webinar | Events

The Evolution of Credit Trading – Technology, Analytics & Data

With the increase in bond issuance in 2020, credit is playing an important role in portfolios. The current credit market environment, characterised by uncertainty and persistent structural inefficiencies is rich in relative value credit investment opportunities. The panellists will be discussing how firms can take advantage of this new environment with the right data, analytics and technology.

21 Apr, 2021. Webinar | Events

How to Accelerate XVA Performance

The calculation of XVAs is highly complex. One of the key challenges of XVAs is that adjustments need to be calculated on a portfolio basis rather than trade by trade. This requires dealing with a large number of computations and orders of magnitude more calculations for accurate results. A number of factors influence the speed of XVA computations, including the size of the portfolio, the amount of market data, and the configuration of the Monte Carlo simulations themselves.

16 Nov, 2020. Online | Events

WBS 16th Quantitative Finance Conference

Every year, the Quantitative Finance Conference organized by WBS brings together professionals, researchers, academics, and leading experts in quantitative finance from all over the world to share and discuss their knowledge and experiences, new perspectives, and innovations in the industry.

9 Sep, 2020. Webinar | Events

Navigating the IBOR Transition

The IBOR reform represents one of the biggest challenges facing financial services firms. Successful management will require significant change and strategic risk management. Preparing for the transition will require firms to establish a strategy to assess the impact and navigate transition risks. Is your firm ready?

6 May, 2020. Webinar | Events

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. Transparency demands are required not only at an analytical level, but also in development workflows and lifecycle activities associated with risk models and data. With these developments, one imperative that we believe to be significant in the coming years is the emergence of next-generation risk technology powered by data science approaches.

14 Nov, 2019. NYC | Events

The Dynamics Driving Capital Markets, New York Conference, 2019

Quantifi's annual New York capital markets conference is designed to facilitate discussion amongst delegates from banks, asset managers, hedge funds, clearing houses and industry bodies on how to successfully address the competing challenges arising from regulatory and market forces. Join senior practitioners from across the industry for an afternoon of unique insights and sharing of best practices.

19 Sep, 2019. Webinar | Events

Trends in Structured Credit Markets

Following the credit crisis of 2008, tranche trading all but disappeared; it is now back with gusto. For example, bespoke tranche trading reached $80 Billion issuance in 2018, and continues to grow rapidly. Although a far cry from pre-crisis level, there are encouraging signs for the market’s revival.

13 Sep, 2019. NYC | Events

HSBC North America Quant Symposium

Quantifi Director of Research, Dmitry Pugachevsky, will be discussing IR model considerations for XVA calculations at the HSBC North America Quant Symposium.

7 May, 2019. London | Events

PRMIA Roundtable: Cryptocurrencies – Managing Risks of a New Asset Class

To date, the players enabling the market for crypto assets have been primarily FinTech startups. As the market is maturing customers are looking to traditional financial institutions to provide access to this asset class.

6 Mar, 2019. Webinar | Events

Trends Shaping Portfolio and Investment Risk Management

Forward-looking investment management firms are searching for ways to outperform their peers. The firms that we see succeeding are executing, based on a combination of focused business models, agile operational competency, and strong cost discipline, especially around core investment and risk functions.

3 Dec, 2018. Amsterdam | Events

RiskMinds International 2018

Quantifi will be exhibiting at RiskMinds International 2018.

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