About a-team Marketing Services
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Emirates Bank Deploys Quantifi XL For Structured Credit Pricing

Subscribe to our newsletter

US analytics vendor Quantifi has signed up its first Dubai based client. Emirates Bank has taken Quantifi XL as a front office tool for pricing and analysing structured credit products. Quantifi XL is designed to provide access to pricing and risk analysis of credit products from within Excel, and is targeted at banks, hedge funds, asset management firms and insurance companies. 

According to Markus Fiala, head of structured credit at Emirates Bank, says Quantifi XL was chosen for its support for a wide range of credit products. “We are very impressed with the level of support we receive from Quantifi, both now and throughout the evaluation process,” he says. “The product is extremely comprehensive and flexible, and the pricing models are fast and accurate.”

Rohan Douglas, Quantifi CEO, hopes this win will position the company to grow its presence in the United Arab Emirates and other countries across the Middle East.

The Emirates deal follows Quantifi’s win in November 2006 with Landesbank Baden-Wurttemberg (LBBW) in Germany, which took Quantifi XL in its structured credit and fund derivatives area. Harald Muller, director of structured credit and fund derivatives at LBBW, said of its choice of the Quantifi tool: “We chose Quantifi because of their depth of coverage and the speed, accuracy and flexibility of their pricing models.”

In June Quantifi opened an office in London to beef up its European focus, hiring John Peck, ex of FT Interactive Data, Telerate and Dun & Bradstreet as head of European sales, with a brief to expand the client base across Europe and the Middle East (Reference Data Review, October 2006).
Quantifi’s approach is to be data agnostic – accommodating whatever choice of data suppliers its clients have made – but it has built an auto-mated interface to Markit, provider of credit derivatives data, to facilitate the process of populating curve and index data into its applications, speeding up the construction of underlying credit curves.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Modernising Equities Trading Infrastructure: Architecture, Resilience and the Economics of Change

Date: 14 October 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Equities markets are entering a more distributed, always-on phase. Liquidity is fragmenting across venues and geographies, trading hours are extending toward 24/5 and beyond, and market data volumes, investor expectations and competitive pressure are all rising at once. Many...

BLOG

Building for a Market That Never Sleeps: Inside LSEG’s Real-Time Data Platform Optimisation

As data volumes surge and markets move toward 24/7 operation, LSEG is rebuilding the infrastructure that underpins its real-time data services – combining hyperscaler capabilities with private-cloud control to deliver scale, speed and resilience for the next generation of capital markets workflows. The forces reshaping real-time data The demands on real-time market data infrastructure are...

EVENT

Eagle Alpha Alternative Data Conference, London, hosted by A-Team Group

Now in its 8th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

Regulatory Data Handbook 2026 – Fourteenth Edition

Welcome to the fourteenth edition of A-Team Group’s Regulatory Data Handbook. Supervisors increasingly expect firms to demonstrate which rules apply, which data supports each obligation, who owns the control and how exceptions are identified and resolved. Policies and implementation programmes must now be supported by records that can withstand regulatory scrutiny. This edition examines material...