Fixed Income Pricing and Analytics: Quantifi
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- NEW YORK - November 21, 2025 - financial technology firm Quantifi has announced enhancements to its analytics platform designed to help institutions navigate the increasing volatility and...
- Where: Globally, serving banks, asset managers, and hedge funds.
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Quantifi Enhances Risk Analytics Platform for Volatile Fixed Income Markets
NEW YORK – November 21, 2025 – financial technology firm Quantifi has announced enhancements to its analytics platform designed to help institutions navigate the increasing volatility and uncertainty in fixed income and credit markets. The platform provides pricing and risk analytics for a wide range of instruments, from goverment bonds to complex derivatives, and is built to handle the demands of a rapidly changing financial landscape.
The upgrade comes as fixed income markets experience a notable shift after more than a decade of historically low interest rates. Investors are grappling with increased volatility, shifting liquidity, and the need for more robust risk management capabilities.Quantifi’s platform aims to address these challenges by offering a unified surroundings for valuation, risk management, and regulatory compliance.
“Fixed income markets have entered a period of higher rates and elevated volatility compared to the past few years,” says Rohan Douglas, chief executive officer at Quantifi. “That means firms need analytics that are both fast and accurate to react to changing market conditions effectively.”
Platform Capabilities
The Quantifi platform supports a extensive suite of instruments, including:
* Government and Corporate Bonds: Core fixed income securities.
* Structured Products: More complex debt instruments.
* Derivatives: Swaps, swaptions, caps, and floors.
Underpinning these valuations is a cross-asset model libary covering interest rates,credit,equity,and commodities.This allows institutions to manage exposure and liquidity risk across multiple asset classes within a single system. The platform’s architecture is designed for speed and scalability, leveraging multicore and cloud computing to deliver near-real-time results.
Performance in 2025 Market Volatility
During the significant market movements of 2025, Quantifi’s platform proved its value. Clients were able to quickly and accurately value complex portfolios, conduct stress tests, and perform scenario analysis as yield curves repriced and credit spreads widened. The platform’s integration of over 40 price, risk, and relative-value metrics for bonds enabled granular assessments of portfolio sensitivities.
| Metric Category | Examples |
|---|---|
| Price | Clean Price,Dirty Price,Yield to Maturity |
| Risk | Duration,Convexity,DV01 |
| Relative Value | Z-Spread,Option Adjusted Spread |
Modern Market Conventions & Regulatory Compliance
A key strength of the platform is its support for modern market conventions,including overnight index swap discounting and alternative reference rate frameworks. These are crucial for accurate valuation of interest rate derivatives and have been fully integrated into Quantifi’s analytics.This capability, combined with flexible curve construction and robust calibration tools, allows users to align valuations closely with market conditions and internal pricing models.The platform also assists firms in meeting increasingly stringent regulatory and operational requirements.
– victoriasterling
Quantifi’s upgrade is a direct response to the evolving needs of financial institutions. The shift towards higher interest rates and increased market volatility necessitates more sophisticated risk management tools. The platform’s focus on speed, accuracy, and comprehensive coverage across asset classes positions it well to serve the demands of a complex and regulated financial environment. The emphasis on modern market conventions is especially vital as the industry transitions away from legacy benchmarks. The ability to manage the entire risk lifecycle within a single framework is a significant advantage, reducing operational friction and improving efficiency.
The firm’s architecture allows clients to manage the entire lifecycle of risk – from valuation and margining to XVA and capital allocation – within a single coherent framework, eliminating the operational challenges associated with using multiple systems.
**Key improvements made to meet