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CEO MESSAGE

Reflections from Quantifi CEO, Rohan Douglas

Having just returned from a trip to Asia, it may be useful to share some colour from discussions with clients and other market participants. ESG is a significant focus, as it has been in Europe and the US – how to measure it more effectively and how to apply it. Adapting to the changing market environment of higher rates and inflation is also a focus, in particular its impact on the derivatives market and other markets such as property. Operational efficiency remains a focus, along with the potential of AI and technology in general to reduce costs and provide the ability to do things not previously possible. Fallout from the IBOR transition still impacts market participants with some areas of confusion and change remaining. A final point of note is the significant technical debt carried by many financial firms and the rapidly increasing cost of addressing this.
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Many market participants face the prospect of complex and costly transformation programs with difficult build vs buy decisions. Our recent work partnering with clients demonstrates what is possible with modern technology and a data science driven approach, resulting in the optimum hybrid solution with public APIs and low-code development tools. This provides the benefits of internal development focused on proprietary value-add without having to reinvent the wheel by leveraging out-of-the-box market-standard functionality.

The cover story in this issue looks the complex problem of calibrating interest rate curves post IBOR transition. It also provides insight into strategies for risk management and investment decision-making in a world of higher rate volatility. The cover story ties in nicely with the feature article on the impact of SOFR on rates, bonds and loans. Additionally, there is an article on integrating ESG principles into trading strategies and risk management processes, and another on the key factors driving investment managers to adopt a new PMS/OMS.

Quantifi was recently named ‘Derivatives Technology Provider of the Year’ at the GlobalCapital awards. This significant award reaffirms our commitment to innovation and excellence in technology. It is a testament to the team and all the great work they have done as we continue to re-invest in our platform.

As we approach the end of the year, it has been a period of significant progress for Quantifi – with major new client wins across the buy side, sell side, and commodity markets. I look forward to working with both our existing and new clients to help them succeed during these volatile times of increased geopolitical risks when the importance of accurate and timely market and credit risk could not be more important.

COVER STORY

Calibrating Interest Rate Curves for a New Era

Building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations, from setting benchmark rates to managing risk, and hinges on the use of liquid market instruments. Instruments, such as interest rate swaps, futures, and government bonds, provide insight into market expectations for future rates to ensure accurate pricing. High trading volumes make these instruments less vulnerable to manipulation, resulting in reliable, anomaly-resistant interest rate curves that reflect actual market conditions.
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Arini
Factors Driving Hedge Funds to Implement a New PMS/OMS
Investment managers are constantly striving to optimise their processes, improve accuracy, and bolster investor trust. As funds expand and adapt, the need for a reliable and effective Portfolio/Order Management System (PMS/OMS) becomes increasingly apparent.
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Growing Success in Commodities
Implementing ESG Principles in Trading and Risk Management

As firms navigate the evolving landscape of the ESG implications of climate change, they are presented with opportunities and challenges. By incorporating climate change modelling into their strategies, firms can attract socially responsible investors and align their activities with global sustainability goals..

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Quantifi Named Derivatives Technology Provider of the Year
Quantifi has been named Derivatives Technology Provider of the Year at the GlobalCapital Derivatives Awards. Judges selected the winners based on innovation, growth, contribution to the derivatives industry, and dedication to clients.
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Beyond LIBOR: Impact of SOFR on Rates, Bonds and Loans

During the transition, financial institutions and market participants have been working to develop and adopt new products and contracts based on SOFR as a replacement for those previously linked to Libor.

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