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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

Navigating the PMS/OMS Maze: A Buyer’s Guide

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Blog

Beyond Libor: the impact of SOFR on rates, bonds and loans

The transition from Libor to SOFR has presented several challenges in the market. 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.

Blog

Survey: How Banks are Managing Credit Risk in a Volatile and Dynamic Landscape

In an era of economic uncertainty and rapid technological advancements, staying ahead of credit risk is essential for financial institutions to protect their assets and maintain stability.

Whitepapers

Integration of ESG: Front Office and Enterprise Risk Synergy

Collaboration, data-driven insights, and strategic alignment between these functions is crucial to navigate the multifaceted ESG landscape successfully.

Videos

Future-Proofing Credit Risk: Adapting to Market and Regulatory Shifts

In this video the panel discuss the credit risk management failures in Archegos case, key regulatory & market developments and future credit risk developments.

Whitepapers

Mastering Interest Rate Curve Construction

Banks, investment firms, and other market participants value and manage large notionals of interest rate derivatives, bonds, loans, structured products, and other cash instruments that are sensitive to changes in interest rates.

Client Stories

APAC Investment Bank Selects Quantifi’s Integrated Capital Markets Platform

Headquartered in Sydney, the client provides corporate and strategic advisory, equity and debt capital market underwritings, cash equities, research, prime brokerage and traditional fixed income services.

Blog

An Introduction to Managing Model Risk

When implementing an MRM policy, the core questions that arises centres around how much external assistance is required to support governance and validation.

Videos

Navigating Market Turmoil with Robust Credit Risk Management

In this video the panel discuss the impact of regulatory and macro-environment factors on global credit risk management, credit risk assessment, establishing credit risk limits and monitoring through PFE & XVA in volatile markets.

Whitepapers

Validating and Monitoring AI & ML Financial Models

Financial institutions are increasingly relying on artificial intelligence and machine learning (AI/ML) for critical decision-making and efficient client services. However, validating these models presents unique challenges beyond traditional validation practices.

Whitepapers

Mastering Interest Rate Curve Construction in the Australian Market

Building an accurate and robust interest rate curve has significant implications for setting benchmark rates to managing risk.

Blog

Implementing ESG Principles in Trading and Risk Management

Embracing ESG requires a holistic approach that combines innovative data analytics and ethical considerations to optimise returns while managing risks responsibly.

Whitepapers

Farewell LIBOR, Hello SOFR: Analytical Hurdles & Fixed Income Implications

The main hurdles in transitioning from LIBOR to SOFR are the fundamental difference between the two rates and the need for increased liquidity in the SOFR derivatives market.

Blog

Launching a New Fund? Survey Reveals Emerging Managers’ Top Priorities

The present economic challenges have altered the landscape of technology investments in the investment services sector this year. Firms are now allocating greater resources towards technologies that yield substantial business benefits.

Whitepapers

Commodity Markets: Managing Risk During Times of Volatility

This paper examines the distinctive challenges in risk management that commodity trading firms face and how they are responding to such risks to endure market disruptions.

Whitepapers

Navigating the PMS/OMS Maze: A Buyer’s Guide

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.

Blog

10 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.

Videos

Navigating ESG & Climate Change: opportunities, challenges, and modelling strategies

In this video the panel discuss strategies for achieving net zero, embedding ESG considerations across investment, credit and trading decisions & how climate forecasts impact risk measurement and valuation models.

Blog

Wrong-Way Risk: Insights on the Credit Suisse and Archegos Case

The Archegos incident highlights the importance of implementing comprehensive risk management frameworks that consider not only individual counterparty risk, but also the broader implications of market conditions and concentration of trades.

Blog

Out With the Old, in With the New: Replacing Your Portfolio Management Solution

Replacing a legacy PMS is a strategic move that can transform your firm’s ability to manage portfolios efficiently.

Blog

Survey: Risk management & technology challenges for banks and investment managers

In today's rapidly evolving business landscape, managing risk has become a paramount concern for organisations across financial services. As technology continues to advance at an unprecedented pace, firms face significant challenges in effectively managing risk and safeguarding their operations.

Videos

The Dynamics Driving Financial Markets, NYC Conference, 2023

Quantifi's annual trading and risk conference, at The Harmonie Club in New York, brought together delegates from across the industry to discuss inflation, rising rates and the effect of geopolitics and macroeconomics.

Client Stories

Arini Transforms Trading and Risk Management with Quantifi

Quantifi is highly customisable, which allows Arini to tailor the solution to its specific investment needs. This flexibility was essential for a firm like Arini, which manages a diverse range of assets and investment strategies.

Blog

Forecasting Future Inflation Rates & Managing Risk

Dmitry Pugachevsky, director of research at Quantifi, explores how banks manage inflation risk using inflation swaps and inflation-linked bonds as hedging instruments.

Whitepapers

Managing Inflation Risk with Hedging Strategies

Inflation can erode the value of investments and reduce the purchasing power of cash flows, which can be particularly detrimental to fixed-income investments.

Blog

Model risk management is evolving: regulation, volatility, machine learning and AI

Emerging from the impact of the Covid-19 pandemic, the world is now dealing with geopolitical uncertainty, increased concerns over counterparty risk and rising interest rates, all of which present fresh challenges for model risk managers.

Whitepapers

Model Risk Management: Strengthening Model Governance

This paper explores the key reasons why financial firms establish MRM frameworks and describes the transition from ad hoc individual model analysis to formal firmwide model governance and validation functions.

Blog

Navigating the volatility and complexity of commodity markets

Avadhut Naik, Head of Solutions at Quantifi, explores how firms are reassessing their commodity risk management processes and systems to navigate a volatile and complex market.

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

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. Firms are deploying data science tools to improve risk assessment and business response strategies, and bring more rigour to their operations.

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.

Videos

Crypto Credit Risk – Lessons Learnt

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

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.

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.

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.

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.

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 & 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.

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.

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.

Client Stories

Leading Global Valuations Service Leverages Quantifi’s Analytics Library

A subsidiary of a global leader in financial services, the client is a trusted source of independent, reliable and unbiased valuations and analytics services.

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.

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.

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.

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