QuantArt's expert strategies ensure your Commodity Risks are managed, so your profits soar, not just survive
Strategic Commodity Risk Management with QuantArt
At QuantArt, we assist businesses in managing Commodity Risks with advanced Automation and Expert Insights. Our Hedgenius platform delivers comprehensive market Outlooks and Risk Mitigation Strategies for key commodities like Steel, Copper, Aluminium, Zinc, Lead, Coal, Petroleum, Gold. We also offer Commodity-focused training and advisory services, including the development of bespoke hedging strategies, real-time risk monitoring, and guidance on contract optimization and price discovery. Our objective is clear: to enhance your profitability through effective cost management and strategic risk mitigation.
Commodity Risk Management Services
You can utilize our Hedgenius software for sophisticated commodity risk management, which includes real-time data analytics, Trainings, Outlook Reports and automated hedging strategies. Alternatively, our Advisory services offer tailored solutions, including bespoke risk assessment, strategic contract optimization, and expert guidance on market timing and price hedging.
To hedge commodity risk, the set for hedging is needed. We do end-to-end set up of commodity risk management and hedging desk. Once the set-up is done, you can hedge your risks inappropriate exchange or in the OTC market.
Options help you to mitigate risk while allowing you to benefit from the favorable moves. Often in commodity risk management, options are extremely useful. We provide a calculator, structures, pricing, strategy, and monitoring of option-based hedging. Option structures are also used to reduce the cost of options.
We evaluate in detail the price movements which impacts your company and the price movements in the market traded instrument. We evaluate basis risk, correlation risk and appropriately advise how to hedge.
Basis risk evaluation is one of the most important criteria for the evaluation of commodity risk hedging. We have the deep Quant ability for that analysis.
We help you prepare a commodity risk management policy. Commodity RMP is a comprehensive document that covers the exposure, objective, hedge rules, allowed instruments, limits, process, MIS formats, and documentation process. The policy is also an RBI requirement if you want to hedge. The policy to be customized for every company with specific requirements.
We will make a hedging strategy for you that is geared to protect your risk and meet the objective. Strategy broadly covers the time of hedge, the quantum of the hedge, an instrument of hedge, and cost of the hedge.
We do conduct commodity hedging and risk management training for our clients and executives. It involves explanation of how hedging helps, how pricing is done, option structures and many more details on commodity hedging.
We review your exposures and hedges every day and evaluate alternative strategies which would be useful. We select the right strategy and recommend the same in a timely manner. During market hours our team will come back to you promptly whenever there is a market movement.
We support in hedge execution as well. We help you strategize for getting the right price and for the smooth execution of hedges. We use calculators, our understanding of bid-offer, and other nuances of the market to extract the right price for you.
We monitor your overall exposure, past deals, settlement details, etc to ensure that policy adheres, and strategy is aligned for achieving the objective. We remain focused on objectives like achieving cost reduction, profitability enhancement, or volatility elimination.
Exclusive Reports
At QuantArt, we pride ourselves on delivering well-researched flagship reports that provide comprehensive insights into global markets, covering both outlooks and strategic approaches. Our Commodity Reports offer in-depth analysis on 9 key commodities, including their market outlooks, risk management and hedging strategies, as well as the most effective hedging instruments and best practices. To access our exclusive, full-length reports, we invite you to subscribe and log on to QuantArt Hedgenius.
Enhance your expertise with our comprehensive Commodity Trainings
The QuantArt Commodity Training Modules are expertly crafted to provide you with advanced insights into the world of commodity markets, focusing on risk management, pricing strategies, and strategic hedging techniques. Our comprehensive training covers a broad spectrum of topics, including market fundamentals, technical analysis, pricing mechanisms, data interpretation, and the application of advanced trading strategies. By enrolling in our modules, you’ll acquire the critical knowledge and practical skills needed to navigate the complexities of the commodity markets, enhance your decision-making, and achieve superior business outcomes.
Leadership Team
Samir Lodha
Managing Director
Samir Lodha founded QuantArt in 2012 January which has been running for the last 10 years. He is an MBA from the Indian Institute of Management Calcutta (IIMC) and has around 20 years of experience in Forex and Interest rate risk management. Prior to that, he had worked in senior positions with foreign exchange treasuries of JP Morgan (Executive Director), HSBC (Associate Director), and ICICI Bank wherein he advised large companies across India on risk management and hedging of foreign exchange and interest rates exposures. He has significant experience in Fx and rate markets along with a sound experience and understanding of global markets, market economics, hedging strategies, hedge algorithms, price calculation, and risk-return optimization.
Srinivas Puni
Managing Partner
Srinivas Puni is an MBA from the Indian Institute of Management Bangalore (IIMB) with over 15 years of experience in structuring forex and interest rates derivatives. He has worked with banks like JP Morgan, Standard Chartered, Yes Bank, and Axis Bank in the past. He conducts training on foreign exchange and risk management as well as advises specifically large clients. Srinivas has an in-depth understanding of the quantitative models behind derivative valuation and related CVA, DVA, FVA modeling. He specifically handles pricing, valuations, structuring, risk modeling etc
Vinod Garg
Managing Partner
Vinod is an MBA from IIM Lucknow with 20+ years of experience in treasuries in India and Hong Kong wherein he advised large companies and banks on risk management, markets, and hedging. Prior to joining QuantArt, he held the positions of Executive Director in Goldman Sachs and BNP Paribas. Vinod has extensive skills in simplifying complex situations and convert the same into a hedge opportunity.
Sandip Basu
Managing Partner
Sandip is a post graduate from BITS Pilani with 25+ years of experience in global markets. He began his banking career with SBI and thereafter held leadership position at treasury at American Express Bank, Deutsche Bank and ICICI Bank in India. He was an investment banker for 7 years covering areas including PE intermediation, debt syndication and FX advisory. Sandip was Chief Treasury for Tata Steel Group between 2014-2020, where he led a large team with distinction in hedging currency, interest rates and commodity, investment of surplus funds, retirals investment, working capital management, RBI regulations etc.
Leadership Team
Samir Lodha
Managing Director
Srinivas Puni
Managing Partner
Vinod Garg
Managing Partner
Sandip Basu
Managing Partner
Samir Lodha founded QuantArt in 2012 January which has been running for the last 10 years. He is an MBA from the Indian Institute of Management Calcutta (IIMC) and has around 20 years of experience in Forex and Interest rate risk management. Prior to that, he had worked in senior positions with foreign exchange treasuries of JP Morgan (Executive Director), HSBC (Associate Director), and ICICI Bank wherein he advised large companies across India on risk management and hedging of foreign exchange and interest rates exposures. He has significant experience in Fx and rate markets along with a sound experience and understanding of global markets, market economics, hedging strategies, hedge algorithms, price calculation, and risk-return optimization.
Srinivas Puni is an MBA from the Indian Institute of Management Bangalore (IIMB) with over 15 years of experience in structuring forex and interest rates derivatives. He has worked with banks like JP Morgan, Standard Chartered, Yes Bank, and Axis Bank in the past. He conducts training on foreign exchange and risk management as well as advises specifically large clients. Srinivas has an in-depth understanding of the quantitative models behind derivative valuation and related CVA, DVA, FVA modeling. He specifically handles pricing, valuations, structuring, risk modeling etc
Vinod is an MBA from IIM Lucknow with 20+ years of experience in treasuries in India and Hong Kong wherein he advised large companies and banks on risk management, markets, and hedging. Prior to joining QuantArt, he held the positions of Executive Director in Goldman Sachs and BNP Paribas. Vinod has extensive skills in simplifying complex situations and convert the same into a hedge opportunity.
Sandip is a post graduate from BITS Pilani with 25+ years of experience in global markets. He began his banking career with SBI and thereafter held leadership position at treasury at American Express Bank, Deutsche Bank and ICICI Bank in India. He was an investment banker for 7 years covering areas including PE intermediation, debt syndication and FX advisory. Sandip was Chief Treasury for Tata Steel Group between 2014-2020, where he led a large team with distinction in hedging currency, interest rates and commodity, investment of surplus funds, retirals investment, working capital management,RBI regulations etc.
We Empower our Clients
QuantArt is committed to unlock the hidden values for our clients by optimizing risk and return. The Optimisation is done across asset classes such as Foreign Exchange, Interest Rate, Commodities, Bond, DCM, ECM, and Credit. We work across geographies with nuances of local markets while firmly tracking the Global Financial Market. Our vision is to continuously bridge the global financial market asymmetries through our domain knowledge, intelligence, insights, tools, software and technology and analysis and bring about assured risk-adjusted savings through optimization for corporates and institutions.
