INVESTMENT MANAGEMENT
Market Leader in Structured Credit
Used by leading structured credit funds & dealers, our solutions offer the most comprehensive product coverage and advanced functionality.
Market Leader In Structured Credit
Advanced Credit Models
The bespoke nature of structured products raises the computational complexities of pricing and valuations activities. For firms investing in structured credit, cutting-edge analytics that can accurately model complex deals are critical. With traditional systems not fit for such purpose, firms are focussing their efforts on solutions, like Quantifi, that apply dynamic and proven modelling techniques. We also provide advanced tools that measure sensitivities under several scenarios, provide what-if analysis and run stress test in a consistent manner. At Quantifi, we deliver the tools that firms need to succeed in the valuation, pricing and risk management of structured products.
The most comprehensive credit
product coverage
Fast, accurate pricing and risk management
First and second-order sensitivities, advanced scenario engine
KEY FEATURES
This is How We Do it
Pricing & Structuring Tool
Quantifi is the leading pricing and structuring tool for the global credit markets. Trusted by start-ups and some of the largest most sophisticated credit focused investment managers.
Advanced Analytics
Quantifi is the only provider able to accurately model credit indices and index tranches and properly automate and handle the data management and operational process associated with these products.
Comprehensive Coverage
Supporting a full range of structured products – including single-name CDS &indices, credit linked notes, options, cash & synthetic CDOs, CLOs and other hybrid products.
Simplified Data Management
Providing tools for managing reference data, market data, and credit curves, including a seamless interface with major data providers. Automate ticker changes, index versioning and rolling, and credit events.
Results That Match the Market
Best-of-breed models range from vanilla product pricing to correlated-stochastic-recovery CDO calibration and pricing. These validated models provide stable, fast and accurate results.
Seamless Integration
An open architecture coupled with our experience with interfacing, data mapping, and end-to-end testing allows for the seamless integration of Quantifi into a client’s environment.
CLIENT STORIES
Delivering excellence
“Quantifi comes with great Excel add-ins and APIs that allow us to quickly prototype new analytics and integrate with our proprietary models.“
Laurence Penn, Vice Chairman & COO
"Quantifi has made it easier for us to engage in price discovery and be innovative with the product design of our portfolio."
Michael Hattab, Senior Portfolio Manager
"Upgrading to Quantifi’s Risk solution was the logical next step. The transition addressed the growing complexity of our operations and enhanced our risk management capabilities.”
Justin Tamaye, Chief Risk Officer
“We wanted a more powerful set of models and analytics. Our decision to work with Quantifi was driven by its strong track record and ease of use of the solution.”
David Benamou, Chief Investment Officer
“With Quantifi, NZSF has strengthened its risk management across risk disciplines and improved operational efficiency.”
“We wanted to get up and running in a predictable timeframe, and Quantifi’s support team was instrumental in helping us to achieve this.”
Michael Phelps, CIO
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EXPLAINER VIDEO
Take Advantage of Opportunities in Relative Value Credit
Leading firms are deploying the latest advancements in technology and the best expertise to assist with the generation and retention of alpha. These firms are adopting technology providers such as Quantifi, which use new technologies and advanced analytics to provide actionable insights.
We selected Quantifi because of its deep understanding of the structured credit market. With Quantifi, we have access to market-leading analytics that are flexible and scalable. 
Jeysson Abergel, Head of Trading and Macro Strategy at Arini
insights
Innovative thinking
Gross notional or gross error? A misleading metric in credit derivatives risk assessment
Allocators would benefit from updating their approach to these products to gain clear insights into the associated risks, avoiding misinterpretations driven by inappropriate and flawed numbers.
From complexity to opportunity in the credit markets
The credit market landscape is analytics driven. Success hinges on the ability to obtain and leverage sophisticated analytics effectively. Having an edge in analytics can be the differentiating factor
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.
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