Quantifi Expands LATAM Footprint with New XVA Analytics Client

Quantifi Expands LATAM Footprint with New XVA Analytics Client

Quantifi, a leading provider of risk, analytics, and trading solutions, today announced that one of Brazil's largest financial institutions has selected Quantifi's best-in-class XVA analytics to strengthen its risk management framework.

The institution required a sophisticated, transparent solution to address the complexity of Brazilian derivatives markets, including CDI-linked swaps, inflation-linked products, and cross-currency settlements, while meeting the modelling standards expected of tier 1 banks. Quantifi's market-leading XVA pricing and risk management capabilities were a key factor in the selection. By deploying Quantifi's Excel and Python-based tools, the institution expects to accelerate validation cycles from weeks to days, restore confidence in reported valuations, and strengthen regulatory compliance.

"Quantifi is built on a foundation of robust, accurate models that meet the standards of the most sophisticated financial institutions," said Dmitry Pugachevsky, Director of Research at Quantifi. "We also support a broad range of asset classes giving firms the flexibility and depth needed to manage complex trading strategies across markets."

"Quantifi continues to set the standard for performance and precision in structured products, and we're honoured that our efforts are being recognised."

Rohan Douglas, CEO, Quantifi

The client's quantitative and trading teams sought independent expertise to review and enhance their derivative pricing and XVA frameworks, including CVA, FVA, and sensitivities related to local market instruments. To address these needs, the firm sought a trusted external partner with deep domain knowledge and advanced XVA capabilities.

"Latin America is a key growth region for Quantifi," said Rohan Douglas, CEO of Quantifi. "We are committed to supporting financial institutions in the region by combining deep support for local market conventions with our proven technology. We are helping clients across Latin America strengthen transparency, improve decision-making, and achieve regulatory confidence."