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Quantifi Insights

Navigate the major trends & developments shaping the industry with Quantifi’s in-depth research and analysis.

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FEATURED INSIGHT

Leveraging Data Science for Next Generation Risk & PnL

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Blog

The Future of the Front Office

While increased regulatory scrutiny and market volatility continue to put pressure on the front office, new technology, machine learning and data science are reshaping trading.

Blog

Leveraging Data Science for Next Generation Risk & PnL

How has data science transformed finance? Over the last few years, there has been a step change in the role of data and technology in trading, risk management, and investment decision-making. Data analytic techniques previously considered emerging or experimental are becoming mainstream. Firms are deploying data science tools to improve risk assessment and business response […]

Blog

Automating Fixed Income Trading: is it the end for traders?

Alexei Tchernitser, Director, Analytic Solutions, Quantifi and Ersel Korusoy, Executive Director, Standard Chartered Bank discuss the ways in which automation is redefining the front-office and transforming the fixed income market as we know it.

Blog

Get to Know Alexei

Meet Alexei, Director of Product Management at Quantifi. Our Employee Spotlight series features the talented individuals that make up our dynamic team and takes a behind the scenes look at what it’s like to work for Quantifi.

Blog

Get to Know Les

Meet Les, a Cloud Engineer at Quantifi. Our Employee Spotlight series features the talented individuals that make up our dynamic team and takes a behind the scenes look at what it’s like to work for Quantifi.

Blog

Get to Know Jamie

Meet Jamie, Development Manager, Risk Architecture at Quantifi. Our Employee Spotlight series features the talented individuals that make up our dynamic team and takes a behind the scenes look at what it’s like to work for Quantifi.

Client Stories

Palm Lane Capital Selects Quantifi’s Portfolio Management Solution

Palm Lane Capital is a London based alternative credit asset manager that applies both quantitative and fundamental analysis to generate returns from relative value opportunities arising from inefficiencies and dislocations in credit markets.

Blog

Survey Reveals the Top 2 Risks Associated with Cryptoassets

Several cryptoassets have exhibited a high degree of volatility and present several risks, including market, liquidity, credit and operational.

Videos

Crypto Credit Risk – Lessons Learnt

Since the inception of cryptocurrency markets, crypto assets have carried plenty of risk and risk management concerns.

Blog

Survey: 5 areas firms will be increasing technology spend to enhance risk management

Firms are increasingly turning to trusted fintech providers to drive technology innovation as they have proved to be agile, nimble, iterative, and unconstrained by old technology.

Client Stories

Nomura Selects Quantifi for its Advanced Structured Credit Models

Nomura is a global financial services group with an integrated network spanning over 30 countries and regions. By connecting markets East & West, they service the needs of individuals, institutions, corporates and governments.

Client Stories

Foundation Credit Selects Quantifi as Core Pricing & Risk Management Replacement

Foundation Credit (originally founded as FCO Advisors) is a leading alternative asset manager dedicated to the multi-trillion dollar municipal credit and infrastructure debt markets in the United States.

Videos

The Dynamics Driving Capital Markets, London Conference, 2022

Quantifi's 8th annual trading and risk conference, at Ironmongers' Hall in London, brought together delegates from across the industry to discuss inflation, rising rates and recession and evolution of electronic fixed income trading.

Videos

Do you have the right risk analytics to support your LDI strategy?

LDI managers require powerful, flexible risk and valuation technology. At Quantifi, we provide the tools you need to optimise your strategy, take control of risk and improve business performance.

Videos

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

Learn how traders are structuring trades using new technology, how cloud is impacting trading and how machine learning is driving market making and decisioning.

Whitepapers

How Data Science is Transforming Finance

The past decade has seen the rise of emerging technologies across the financial industry and beyond. There are now synergistic groups of technologies that are operating at scale and will further accelerate digitisation, boost resilience and drive operational efficiencies.

Client Stories

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

Mizuho Americas markets its US equity derivatives capabilities to US corporates, providing solutions including accelerated share repurchases, collars, convertible call spreads, and equity forwards.

Blog

What is data science and do firms need it for decision-making?

This transcript was taken from a webinar hosted by Quantifi and Risk.net on “The Future is Now: How Data Science is Revolutionising Risk Management and Finance”.

Blog

Survey: How Data Science is Revolutionising Risk Management & Finance?

This survey was conducted during a webinar hosted by Quantifi and Risk.net on “The Future is Now: How Data Science is Revolutionising Risk Management and Finance”.

Whitepapers

Managing Equity Volatility

In 2022, after several years of largely benign macro-economic conditions, aided by the soothing drip feed of government stimulus, equity markets woke up to a new reality. As investors gazed in horror at vertiginous descents in value, there was a rebirth of interest in listed and OTC instruments with payouts indexed to volatility.

Videos

How Data Science is Revolutionising Risk Management & Finance

Data science is playing an increasingly pivotal role across capital markets, with the potential to transform decision-making across trading and risk, banking and investment.

Whitepapers

The Acceleration of Electronic Credit Trading

The adoption of algorithmic trading, systematic market-making strategies and advanced trading protocols requires firms to embrace new technologies.

Blog

Optimise Your LDI Strategy

The key objective for a life insurer, pension scheme or asset manager is to ensure there is sufficient cash flow to fund future payment obligations to clients. However, achieving this goal in a low-rate environment with increasing regulatory oversight and capital requirements is becoming ever more challenging. As a result, many insurance and pension providers are turning to LDI strategies to more readily attain their funding target.

Whitepapers

How to Get the Most Out of Your Liability-Driven Investment (LDI) Strategy

Liability-driven investment (LDI) is a core investment strategy for many life insurers, pension schemes and asset managers. It is an approach to investment in which all or part of the strategy is designed to match a scheme’s liabilities. This paper explores how, with the right technology, firms can achieve better results to get the most out of their LDI strategy.

Blog

How is Credit Trading Evolving?

The fixed income market is undergoing a shift in the way trades are executed. Amid growing competition and advances in electronic trading venues, both buy-side and sell-side participants are facing a steady increase in volumes of RFQs that have been facilitated by electronic platforms.

Blog

What is driving demand for automation in the fixed income market?

There has been an increase in automation across the fixed income infrastructure and these changes are creating opportunities to increase revenue, as well as reduce operating costs.

Blog

Survey: Evolution of the Fixed Income Landscape

The fixed income market is experiencing a wave of increased automation. Over the last ten years the market has evolved considerably but trade processing and pre-trade workflows are still fragmented. Going forward, a firm’s success will be tied to how well prepared they are to respond and participate in automating these processes.

Blog

Interview with Nick Greenwood: Founder & CIO, Haven Cove

We sat down with Nick Greenwood, founder and CIO of Haven Cove, to learn more about the company, including the effects of COVID-19 and what the future may hold.

Videos

Derivatives Valuation Software

Derivatives valuations can be resource-intensive and complex. Quantifi gives you accurate, timely valuations, as well as the performance and flexibility to build operational efficiency.

Videos

Evolution of the Fixed Income Landscape

This webinar explores the evolution of fixed income, the dynamics driving change, and the tools needed to facilitate electronic trading.

Blog

Rohan Douglas Reflects on Quantifi’s 20th Anniversary

We sat down with Quantifi CEO, Rohan Douglas to learn about how Quantifi has grown over the last 20 years and what the future holds for the company.

Whitepapers

A Primer on the Equity Derivatives Market

Over time, the range of pricing models has grown steadily, both as new types of derivatives have been introduced and as weaknesses in previous models have been identified.

Client Stories

Sona Asset Management Selects Quantifi to Support Growth Strategy

Sona has chosen to enhance its existing risk infrastructure with Quantifi’s sophisticated risk analytics. Quantifi was selected for its rich functionality, modern technology and ability to scale.

Client Stories

Selwood Asset Management Selects Quantifi’s Single Integrated Portfolio Management System

"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."

Client Stories

New Zealand Superfund Takes an Advanced Approach to Credit & Liquidity Risk Management

New Zealand Superannuation Fund (NZSF) is the sovereign wealth fund of NZ. It’s purpose is to help pre-fund the future pension/superannuation liabilities of an increasingly aging NZ population. Since it was established in 2001, the Fund has grown in size to NZD 45 billion. It is a long-term, growth-oriented fund that invests globally, both directly and through external managers, into a wide range of asset classes and investment products.

Client Stories

AFD Treasury Leverages Quantifi’s Integrated Trading and Risk Management Solution

Agence Française de Développement (AFD), is an established and specialised financial institution that has been working to fight poverty and foster economic growth by financing sustainable development projects in developing countries across five continents. AFD is a regulated bank with 40 offices around the world and operating in more than 60 countries.

Client Stories

Bunge Selects Quantifi’s Credit and Counterparty Risk Management Solution

Bunge is a leading agribusiness and food company with integrated operations that circle the globe, covering over 40 countries with approximately 35,000 employees. Bunge buys, sells, stores and transports oilseeds and grains to serve customers worldwide; processes oilseeds to make protein meal for animal feed and edible oil products for commercial customers and consumers; produces sugar and ethanol from sugarcane; mills wheat, corn and rice to make ingredients used by food companies; and sells fertilizer in South America.

Videos

Quantifi’s 20th Anniversary: An Interview with CEO Rohan Douglas

Rohan Douglas, CEO, explains how he founded Quantifi, the journey to where the company is now and his plans for the next 20 years.

Videos

Take Advantage of Opportunities in Relative Value Credit

Today’s credit investors need reliable data and powerful analytics to help them gain actionable insights for better portfolio outcomes. The ability to anticipate and respond to market and portfolio changes are key motivators for investment managers to maintain a strong risk function.

Client Stories

Axiom Alternative Investments Selects Quantifi’s Cloud Portfolio Risk Management Solution to Support its New Credit Fund

Quantifi was selected for its sophisticated analytics and out of the box implementation approach.

Client Stories

Ellington Management Group Selects Quantifi to Help Grow their Credit Business

With a proven track record of delivering the most sophisticated models with advanced functionality, Ellington Management Group is just one of several new funds using Quantifi.

Whitepapers

What Drives the Convertible Bond Market?

This whitepaper provides an overview of the exigencies of this instrument, the reasons for its resurgence and whether the trend will continue in light of the current inflationary environment.

Blog

Bond Analytics for Relative Value Strategies

Relative value trading is a popular investment strategy for firms looking to achieve high returns while minimising risk. This blog explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.

Whitepapers

Take Advantage of Relative Value Credit Opportunities with Advanced Bond Analytics

This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.

Client Stories

Carbon Cap Selects Quantifi to Support Carbon Emissions Investment Strategies

Carbon Cap Management (Carbon Cap) is a London based environmental asset management firm. To support the growth of its fund, Carbon Cap has replaced their existing core risk software with a more sophisticated solution.

Blog

Accelerate Derivatives Valuation by 700X

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.

Videos

Calibrating the SOFR Term Structure & Other Modelling Challenges

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.

Client Stories

COFCO International Selects Quantifi to Support Global Commodities Operations

COFCO International is the overseas agriculture business platform for COFCO Corporation, China's largest food and agriculture company. COFCO International is focused on being a leader in the global grains, oilseeds and sugar supply chains, with assets across the Americas, Europe and Asia-Pacific. COFCO International trades with more than 50 nations, handling over 100 million tonnes of related commodities with revenues of $31bn (figures from 2019).

Client Stories

MidOcean Partners Selects Quantifi’s Single Solution to Replace Existing External Provider

MidOcean Credit Partners specializes in alternative credit strategies including credit hedge funds, collateralized loan obligations (CLOs) and other customized credit strategies including separately managed accounts.

Client Stories

LFIS Capital Selects Quantifi for Broader Asset Coverage in Front-office Analytics & Risk Management

LFIS Capital (LFIS) is a leading Paris-based quantitative asset manager. Launched in 2013, LFIS has $11 billion of assets under management for a global client base. LFIS combines investment banking and asset management expertise to deliver innovative cross-asset, cross-instrument alternative, multi-asset and dedicated funds and solutions.

Whitepapers

The Growth of Relative Value Credit Strategies

Although markets are less volatile than they were in the teeth of the COVID-19 gale that blew in March and April 2020, there are still plenty of factors which could introduce new volatility.

Videos

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 discuss how firms can take advantage of this new environment with the right data, analytics and technology. […]

Whitepapers

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

This paper demonstrates that accurate, real-time pricing for a portfolio of derivatives can be generated locally or in the cloud using AI technology.

Whitepapers

The IBOR Transition: Challenges and the Road Ahead

Operational readiness is specific to each institution and has to be complemented by technological and regulatory developments and fine-tuned to the ongoing changes in market infrastructure.

Videos

Accelerating Derivative Valuations Using AI

Traditional valuation techniques often use expensive methods like numerical integration and Monte Carlo simulation. In this video, Sebastian Hahn, AI Lead, explains how Quantifi & Intel have taken a conventional model for the valuation of credit options and trained an Artificial Neural Network (ANN) to perform the same valuations achieving a speedup of 700x.

Whitepapers

How to Accelerate XVA Performance

As banks look to reduce, mitigate, and optimize XVA and other capital charges, they are making investment in XVA capabilities in an attempt to solve the computational challenge of simulating a full universe of risk factors.

Videos

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.

Videos

Data Science Enabled Portfolio Management Solution

Quantifi's data science platform provides clients with the ability to do complex data analysis and flexible reporting using Python, Jupyter Notebooks and other 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.

Videos

Quantifi Leverages Intel Hardware to Accelerate XVA Calculations

In this presentation, experts from Quantifi and Intel explain how leveraging Intel’s latest hardware can accelerate the performance of largescale XVA workloads by increasing performance of the CPU and improving the efficiency of I/O.

Videos

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?

Videos

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.

Videos

The Dynamics Driving Capital Markets, New York, 2019

Quantifi's 6th annual risk conference, at The Harmonie Club, New York, attracted delegates from across the industry for a compelling afternoon of unique insights and discussion on the dynamics driving capital markets. Topics covered included navigating the IBOR transition, concept drift in machine learning and the rise of fixed income ETFs.

Client Stories

Haven Cove Selects Quantifi to Scale for Growth

Haven Cove is a multi-strategy alternative investment management firm, based in London. Haven Cove wanted the ability to structure portfolios and implement strategies across the credit spectrum.

Client Stories

Piraeus Bank Addresses XVA Requirements with Quantifi’s Single Solution

Piraeus Bank (Piraeus) is the largest bank in Greece, in terms of assets, and is considered the most innovative in the Greek market.

Client Stories

Helaba Enhances Enterprise-Wide Derivatives Counterparty Risk Management

Helaba, one of the leading German banks, with a workforce of approximately 6,300 and a balance sheet total of around EUR 180 billion, offers financial services to companies, banks, institutional investors and the public sector, both within Germany and internationally. The bank also acts as central clearing institution and service provider for 40% of German savings banks.

Whitepapers

The Impact of COVID-19 on Credit Markets

With COVID-19 continuing to negatively affect the global economy, trading HY indices in the near future is not for the fainthearted and requires best-in-class models and systems.

Whitepapers

Managing Liquidity Risk in Times of Stress

Proper evaluation and provision of liquidity risk is not a quick fix; it requires diligent contemplation of needs, and a reliable partnership with the right technology and data provider.

Whitepapers

How to Manage Cryptoasset Credit Risk

The Global Financial Crisis (GFC) of 2008 underscored the importance of credit risk in the financial markets. Since 2008, regulatory reform has been introduced to restore stability and confidence in the banking industry.

Whitepapers

Understanding the Cryptoasset Market

Cryptoassets are digital assets which use cryptographic techniques to generate a medium of exchange of financial transactions. Cryptocurrencies, utility coins, security tokens are all different types of cryptoassets.

Whitepapers

Part 2: How Blockchain Could Change the Financial Markets

One of the most talked about topics in the financial markets today is blockchain. The global financial markets are investing in blockchain technology to revolutionise many aspects of financial products and services.

Whitepapers

Part 1: Blockchain Technologies

Over the last 20 years, there have been significant technology advancements in the financial markets. Most recently, the interest in blockchain has been huge.

Whitepapers

Portfolio Diversification in FRTB

FRTB impacts financial institutions across all functions as it poses operational, methodology and technology challenges. To meet the requirements financial institutions will need to rethink their business and technology strategies with a view to streamlining their processes and architecture.

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