Nomura Taps Quantifi to Support Its Advanced Structured Credit Models

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

"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," commented 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.

"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," continued Rohan.