Quantifi Enhances Performance with Intel
Rohan Douglas, CEO, talks about how Quantifi is leveraging Intel to enhance performance. Performance is critical to our clients being able to accurately measure their risks. For example, calculating the counterparty exposure for a mid-size bank’s trades may involve over 25 trillion trade valuations, each of which requires significant computation.

Vectorisation is a key tool for dramatically improving the performance of code running on modern CPUs. Vectorisation is the process of converting an algorithm from operating on a single value at a time to operating on a set of values at one time. Modern CPUs provide direct support for vector operations where a single instruction is applied to multiple data (SIMD).

“Our clients have been ecstatic with the results we produce. Working with Intel we have been able to provide them with software that generates more accurate results and also reduces their hardware costs and this has a very big impact on their business”

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Whitepapers

Intel & Quantifi Accelerate Derivative Valuations by 700x Using AI on Intel Processors

Portfolio managers and traders that use over the counter (OTC) derivatives often lack an accurate real-time view of the valuations and risk of their derivative positions, especially when trading exotic derivatives. Unlike liquid securities or exchange traded products, there is not always a market price available for OTC derivatives. These products therefore need to be valued according to models that accurately calculate their theoretical fair value.

Videos

Intel Coffee Chat: AI, Analytics & Risk Analysis

Quantifi recently took part in Intel's Coffee Chat series to discuss their partnership with Intel. In this video, Intel Vice President, Pete Baker discusses risk analysis, analytics and artificial intelligence on Intel architecture in the financial services sector with Sebastian Hahn, AI Lead, Quantifi.

News

Quantifi ‘Best Risk Management Technology Provider’ MENA Fund Manager Awards, 2015

The 2015 MENA Fund Manager Awards took place in Dubai, where Quantifi was named Best Risk Management Technology Provider.

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