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Nomura selects Quantifi to support model building by structured credit team

Quantifi, a provider of risk, analytics and trading solutions, today announced it has been selected by Nomura Holdings (“Nomura”) to support its structured credit team.

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Nomura, a global financial services group with an integrated network spanning over 30 countries, offers credit trading and structured credit solutions for institutional investors.

The complex nature of structured credit products makes pricing and valuation challenging tasks. For firms investing in these products, cutting-edge analytics that can accurately model complex deals and provide independent valuation and risk management capabilities are critical. Quantifi was selected for its market-leading analytics, technical flexibility and high-performance computing.

A growing number of Nomura’s buy-side clients leverage Quantifi. Using the same software, Nomura traders and structurers can help their clients model structured credit, and better explain how they themselves are pricing trades. Nomura also speaks to investment managers who are interested in trading structured credit but do not have access to the right tools. Adoption of Quantifi’s solutions can open up new business avenues for these clients, as well as increase distribution opportunities for Nomura’s structured credit team.

“Quantifi is the only provider with proven experience in the structured credit markets. With Quantifi, we have access to sophisticated models that match the market,” comments Sukho Lee, Executive Director, Structured Credit Trading, Nomura. “Participants in the credit markets from investors to dealers ¬ are always looking for solutions that will give them an edge over their competitors. We have been impressed with Quantifi’s ability to remain at the cutting edge of pricing complex securities and building out scalable, easy to integrate technology,” continues Sukho.

Quantifi is trusted by leading global banks and investment managers that trade diversified credit. It offers the most comprehensive product coverage and advanced functionality available in the market, with tools that measure sensitivities under multiple 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 pleased to partner with a renowned institution like Nomura and see Quantifi become a key component of its structured credit business,” comments Rohan Douglas, CEO, Quantifi. “There are new demands and increased scrutiny on accurate, defendable prices, as well as on transparency in both pricing models and methodologies. Quantifi is the de facto standard for structured credit modelling. Nomura having access to our models will make it easier to structure trades, analyse risks and match valuations with counterparties and clients,” continues Rohan.

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