QuantArt’s FX Solutions turn Global Market challenges into Strategic Advantages
Strategic FX Risk Management with QuantArt
Understanding FX markets involves examining demand-supply dynamics, economic indicators, and central bank policies. QuantArt’s FX Risk Management provides a structured approach to identifying and mitigating potential financial losses from currency fluctuations in international transactions. With a keen focus on key metrics like GDP growth, inflation, and global market sentiment, QuantArt tailors strategies to each client, ensuring accurate exposure identification, timing, and scope. Our services deliver the balance between discipline and flexibility, empowering businesses to manage import-export payments, optimize loan costs, and reduce P&L volatility. Through proprietary algorithms, real-time insights, and expert advisors, we enable clients to navigate complex FX environments confidently, securing financial stability and maximizing performance in the global market.
FX Risk Management Services
At QuantArt, through disciplined exposure management and real-time Market Insights, we help clients achieve optimized realization rates and reduced Financial Volatility. QuantArt’s strategic approach secures businesses against FX uncertainties, driving sustainable financial outcomes in Global Markets.
This will include getting the right price on hedge execution, Reduction of credit charge, Avoid trending mark-ups, Narrowing Bid-Offer spread, Using nuances of hedging to improve price, Unwind value calculation, and negotiation strategy.
Support in counterparty selection, Arranging hedge lines in favorable terms, Selection of right bank based on hedge type.
Live real time MTM, Value at Risk, Risk control, MIS & Control set up.
Updates to the client on Global best practices and assessment of the clients “Best practices and opportunities” Support in working out the Risk Management Policy.
We will monitor your payments bill by bill date by date and will advise at the right time to hedge along with specific advice on hedge instruments, price and tenor. Objective will be to minimize your payment Fx rate compared to either an unhedged position or against forwarding premium.
We will be monitoring your order book, invoice book, and also projected annual exports on a daily basis. We will advise you on when to hedge, how much to hedge, hedge instrument, right rate, hedge tenor, etc. We will help in the execution of the hedge and in any setup with the bank if required. The objective here is to achieve a high annual budget rate and also a higher realization rate compared to an unhedged position or forward rate. The inflows which come, whether to early utilize or convert at the market will also be advised.
We will be evaluating your working capital and term loan portfolio. On the working capital, we will advise you when to go for PCFC, PCRE, EPC, FCTL, CC, CP, etc and what rate you should get. On the term loan side, we will advise you on ECB, FCTL, RTL, and how you can manage Foreign currency risk or fixed floating risk so that overall you achieve cost savings.
Meeting and Calls on regular basis for “day to day” operations, Performance review weekly on strategy and plan with the Managing Director/Director, Interim Assessment of performance based on the “objective to be achieved” for Your Company, Quarterly Assessment of performance based on the “objective to be achieved for Your Company.
We do not focus on savings alone but on risk-adjusted savings. Hence our strategies are conservative and limit risks both economically and on an accounting basis.
There are times when your functional currency INR has moved sharply. Our strategies ensure that in such a scenario, you will never be caught off guard.
We proactively reach out and ensure that there is required discipline in your forex management, and it is not put into the backburner during stable times.
Hedge term sheets, Hedge covenants, Hedge deal confirmation, ISDA, etc.
We provide a third-party valuation certificate of hedge instruments which is well accepted in the market and CVA, DVA calculations as well if required. Besides we add value to corporates by negotiating well for unwinding values if required.
Using options help at times. However, option-based hedging should not be done without deep understanding. We educate and handhold companies in understanding vols surface, Greeks like delta, gamma, and how to use the Greeks for decision making and monitoring.
IRR or net effective interest cost with hedging, Break-even analysis, Cost & Risk optimization, Regulation, Accounting impact, Cash impact, value at risk impact.
Review every-day morning and afternoon by Senior advisors, Morning customized advise Interim advice during the day if required Follow up during the day to ensure advice is implemented timely and not missed out.
This will include – Daily morning and evening update, Market Research Reports, Exclusive Reports, Webinars on Currency and related areas, Global markets, Industry movements etc. Analysis and assisting in presentations for Board and Investor meetings if any.
This includes – Regular query resolution and explanation of Practical Concepts, Structured Training to senior management on specific areas/complexities as required, Annual workshop with IIM Calcutta.
Exclusive Reports
At QuantArt, we release reports packed with actionable research and insights, specifically designed to empower decision-makers in corporate and institutional treasuries. These reports offer practical, data-driven analysis that supports informed decision-making, helping treasury leaders navigate FX risks and market shifts with precision. QuantArt’s insights drive clarity in complex markets, enabling treasuries to make confident, strategic decisions that align with their financial goals.
Enhance your expertise with our comprehensive FX Trainings
QuantArt’s FX training modules equip Treasury teams with Advanced Strategies to manage Currency Risks Effectively. From FX Hedging using Forwards to Exotic Options and FX Rate Negotiation, our sessions provide Actionable Insights for navigating Global Markets. Modules like Making Sense of the Foreign Exchange Market and Global Macro Impact offer a solid foundation in understanding currency dynamics. With practical focus areas, our Trainings Empower Financial Leaders to make Data-driven, proactive decisions in line with evolving Global Trends.
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.
