To meet investor demand for more innovative and tailored investments, Jefferies has grown its structured credit capabilities to include synthetic collateralized debt obligations (CDO) based on diverse portfolios of corporate credit default swaps. To support this synthetic CDO business, Jefferies sought to acquire a state-of-the-art pricing and analytics solution with enhanced capabilities for synthetic structured products, instead of developing its own in-house system. Quantifi was selected for its market-leading analytics, including the ability to calculate VaR for complex credit products, strong integration with existing in-house systems, technical flexibility, and high-performance computing.
Quantifi is the market leader for credit analytics and risk management and its solutions are trusted by eading sell-side firms that trade diversified credit. It offers the most comprehensive product coverage and advanced functionality available in the market, with tools that measure sensitivities under several scenarios, conduct what-if analysis and run stress tests in a consistent manner. Quantifi delivers the tools that firms need to succeed in the valuation, pricing and risk management of structured products.
“We are delighted that Jefferies Group LLC, a well-respected leader in its field, has selected Quantifi to support its structured credit business,” comments Rohan Douglas, CEO, Quantifi.
“What we are seeing lately is a move towards more complex instruments including single-name CDS, synthetic CDO, CLOs and other hybrid products. Firms investing in structured credit products require comprehensive analytics that can accurately model complex deals. Quantifi has a long track record of delivering the most advanced pricing and structuring solution for the global credit markets,” continues Rohan.
Quantifi is a provider of risk, analytics and trading solutions. Our award-winning suite of integrated pre and post-trade solutions allow market participants to better value, trade and risk manage their exposures and respond more effectively to changing market conditions.
Founded in 2002, Quantifi is trusted by the world’s most sophisticated financial institutions including five of the six largest global banks, two of the three largest asset managers, leading hedge funds, insurance companies, pension funds and other institutions across 40 countries.
