CREDIT HEDGE FUNDS
Portfolio Management System
A portfolio management system built for credit hedge funds with comprehensive product coverage, cross-asset analytics, automation of credit lifecycle events & detailed P&L Explain across complex credit strategies.
Comprehensive Credit Coverage
A portfolio management system built for serious credit strategies
Run your credit strategies using a portfolio management system (PMS) designed for how credit hedge funds and portfolio managers actually work. View your positions, valuations, P&L and risk across bonds, loans, CDS and structured credit, alongside other asset classes and instruments, in one centralised platform.
The PMS delivers a true consolidated view of risk at the issuer and obligor level across cash instruments, derivatives, indices and structured products. By embedding institutional-grade credit analytics directly into the PMS, Quantifi enables portfolio managers to identify risk, relative value and performance drivers with a level of accuracy that other generic systems cannot deliver.
Native support for CDS, credit indices, CDOs, swaps, options and complex credit instruments, without workarounds.
Models trusted by the leading credit funds and dealer banks.
Automated handling of defaults, restructurings and index versioning ensures accurate issuer exposure.
key features
A PMS built for credit, not adapted for it.
A Single System
Single-purpose components allow functionality to be consumed in ways applicable to your unique business requirements.
Consolidated Issuer Risk
View true issuer and obligor risk across cash instruments, derivatives, indices and structured products.
Explain P&L Drivers
Break down attribution by credit spread changes, correlation surface movements, & other credit-specific risk factors.
Automate Credit Events
Defaults, restructurings and index versioning are handled automatically, reducing manual effort and operational risk.
Relative Value Analytics
Identify opportunities using advanced credit curves, survival analysis and bond-CDS basis analytics.
Open & Extensible Platform
Extend the PMS using powerful APIs and low-code tools to support proprietary analysis and workflows.
What sets us apart
Micro Comparison
| Generic portfolio management systems: | Quantifi: |
|---|---|
| - Built primarily for liquid equities and linear instruments | - Purpose- Built for bonds, loans, CDS and structured credit |
| - Limited handling of credit lifecycle events | - Native lifecycle modelling with transparent valuation |
| - Risk, valuation and PMS often sit in separate tools | - Integrated portfolio management, Risk and analytics |
| - Manual workarounds and spreadsheets for credit analysis | - Advanced credit analysis comes as standard |
PMS EXPLAINER
Make smarter decisions & improve risk assessment
Providing clients with the ability to do complex data analysis and flexible reporting using popular data science tools. Integrated with Quantifi’s proven portfolio management solution, users benefit from complex client-driven analysis, strategy back-testing, ad hoc portfolio what-if analysis – all using mixed data sets from diverse sources.
Client Stories
Delivering excellence
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Accomplish more
Gain a competitive edge
A unified platform for all your strategies
Achieve more, with less code
YOUR CHALLENGES
A clear vision
At Quantifi, we understand the challenges hedge funds face, and we offer solutions that can help you transform your business.
Struggling with systems that don't support new strategies or asset classes?
Quantifi's integrated front-to-back office solution supports comprehensive coverage across fixed income, credit, equities, FX, commodities, inflation, loans, rates & hybrids.
Market-leading models deliver ground-breaking performance, giving you the flexibility to adapt as your strategies evolve, and ensuring that you stay ahead of the curve.
With Quantifi, you can better value, trade and risk manage your exposures and respond more effectively to changing market conditions.
Looking for maximum control over risk?
A full suite of compliance, limits and regulatory features are designed to mitigate your firm’s exposure. Flexible limits can be set across any number of measures including asset class, counterparties, brokers and clearinghouses to satisfy internal policy limits, portfolio guidelines and regulatory limits.
With Quantifi, you can manage the full trade life cycle with end-to-end support for trade progression from inception to maturity.
Benefit from complex client-driven analysis, strategy back-testing, ad hoc portfolio what-if analysis – all using mixed data sets from diverse sources.
Not satisfied with the analytics and risk numbers from your current provider?
Quantifi provides the most comprehensive financial development library available. Our market-leading models are used by major financial institutions across financial markets including Tier-1 banks. They are thread-safe, multicore-enabled and highly optimised for performance.
By combining advanced analytics with the latest tools and techniques, Quantifi is at the forefront of helping firms optimise their risk exposures, improve performance and accelerate growth.
The ability to call Quantifi from Python makes it easy to extend the high-level functionality of the model library and combine the models with the most popular libraries in data science and machine learning including pandas and TensorFlow.
Looking for greater transparency and more detailed risk reporting?
Full transparency is achieved with interactive drilldown, slicing and aggregation across all data. Accurately monitor risk on a portfolio and incremental basis to evaluate portfolio impact.
Integrated reporting, stress-testing & scenario analysis provide portfolio managers with the transparency to manage risk and hedge exposures.
With Quantifi, clients can leverage pre-built stress tests or create customised scenarios reflecting user-defined risk metrics. With access to real-time, historical, and custom reporting, you can create a single view of risk.
Difficulty integrating new solutions and/or implementing upgrades?
Our open APIs and tools that give clients the flexibility they need, not just a black box.
New technology combined with outstanding support ensure a fast, seamless implementation with minimal disruption to your existing workflows and processes.
Quantifi’s microservices architecture is built up of single-purpose components allowing functionality to be consumed in ways applicable to your unique business requirements.
Existing workflows are fragmented and lack automation?
Quantifi comes with a fully configurable workflow engine for full control and operational efficiency.
Workflow states, transitions, pre and post conditions can all be specified and configured.
Quantifi’s workflow offers a full connectivity layer allowing integration with Administrators, Prime Brokers, Clearing houses and others. The workflow integrates statuses from external systems and tracks exceptions and resolutions.
Difficulty managing data?
Quantifi integrates with data science technology to provide cloud native, scalable performance for large data sets.
Rich ETL capabilities seamlessly integrated with existing data repositories and third-party data providers.
BUYER'S GUIDE
Navigating the PMS/OMS maze
Whether you are a start-up fund or looking to upgrade your existing solution, selecting a PMS/OMS is an important decision that can greatly impact your firm’s operations and success. This guide explores the key factors to consider so you can select the right solution that aligns with your firm’s requirements and supports your investment strategies.
PMS in action
Launch your fund with confidence
This fund has gone from launch to the one of the most innovative asset management companies in European fixed income and Quantifi has been with them every step of the way.
insights
Innovative thinking
Modern Approaches to Issuer Curve Calibration from Bonds
Many hedge funds and asset managers face a common challenge: aligning desk-level pricing models with enterprise risk reporting. Issuer curve calibration sits at the center of this alignment, determining how credit spreads, DV01s, and CS01s aggregate from individual instruments to issuer-level exposures.
Calibrating Commodity Curves in a Cross-Asset World
Traditional commodity focused systems are built to calibrate curves in isolation, they focus on matching futures quotes accurately within each market’s conventions. This works well for standalone commodity books. Today, however, portfolios increasingly span commodities, rates, credit, and FX.
Legacy Risk Systems Under Pressure Basel’s Call to Rethink PFE and CVA
In this paper, we explore the overlap between PFE and CVA (the core of XVA), review the Basel Committee’s consultative and final documents, and assess whether banks should, and ultimately will, move toward a single unified system for calculating both PFE and XVA.
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