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

Why companies choose Quantifi

“Quantifi comes with great Excel add-ins and APIs that allow us to quickly prototype new analytics and integrate with our proprietary models. We can also leverage on Quantifi’s existing reporting capabilities and user interfaces, which saves us time and money. “

Laurence Penn
Vice Chairman and COO, Ellington Management Group

“We were impressed by Quantifi’s leading expertise in the structured credit sector and their ability to provide a complete end-to-end solution was the key factor in our decision.”

Michael Hattab
Senior Portfolio Manager, LFIS

“As our structured credit business is expanding, we wanted a more powerful set of models and analytics. Our decision to work with Quantifi was driven by its strong track record as well as the flexibility and ease of use of the solution.”

David Benamou
Chief Investment Officer at Axiom Alternative Investments

“To support the launch of our fund we wanted a solution with advanced modelling techniques and a flexible, scalable framework. Quantifi’s market-leading credit analytics and open architecture made it the best choice for our fund. “

Michael Phelps
CIO, Tresidor

SURVEY

The Evolution of Credit Trading

With the growth in bond issuance in 2020, credit is playing an increasingly important role in investment portfolios. The current credit market environment, characterised by uncertainty and persistent structural inefficiencies, is rich in relative value credit investment opportunities. This survey was conducted during a webinar on “The Evolution of Credit Trading: Technology, Analytics, and Data,” hosted by Quantifi, featuring Celent and 7 Chord Inc. More than 100 individuals from the financial services industry registered for the webinar and were invited to participate in the survey.

Adoption of Data Science in Finance

FEATURED 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

Navigate major trends & developments shaping the industry

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.

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.

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.

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