The adoption of Quantitative principles has become increasingly widespread in Capital Markets, Risk management and Compliance across the industry in recent years. This approach offers objective, numerical insights and facilitates informed decision-making. The Infosys Quantitative Finance practice leverages a distinctive ecosystem comprising deep domain expertise, advanced mathematical and statistical analytics, and cutting-edge technology to accelerate value creation across functions and processes in financial services industry.

The Infosys Quantitative Finance offerings cater to key business functions such as:

  • Securities Structuring and Pricing
  • Financial Forecasting and Simulation
  • Algorithmic and High Frequency Trading
  • Asset and Portfolio Management
  • Risk modelling
  • Regulations such as FRTB, IRRBB, LIBOR Transition to name few

Our Offerings cover the 360-degree value chain of IT and business operations

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Infosys is offering comprehensive solutions in computational finance, model risk management and regulatory guidelines.

  • Risk Modelling including Financial and Statistical modelling, Model Management, Regression analysis and Neural Networks.
  • Model Governance frameworks covering Model Risk Management, Model Validation, Back/Stress Testing, Risk/Scenario Analysis
  • Specialized Risk Management Services including Market Risk domain expertise, Product expertise.
  • Regulatory Reporting support covering but not limited to CCAR/DFAST, SR 11-7, IBOR, FRTB, Basel III/IV, CECL/IFRS9.
  • VaR calculation (Full revaluation with all the risk factors), benchmarking it with Grid VaR
  • Reconciliation between risk numbers provided by Subledger and risk engines.
  • Fine tuning and validation of Fin crime, underwriting and Credit risk models.

Challenges & Solutions

Large talent pool of Quantitative finance experts

Technology edge and multiple internal tools and accelerators

Deep domain expertise to deliver AI-first solutions