Quant Shastra
AI-Enabled Platform — Indian Debt Markets

AI-Enabled Valuation & Risk Intelligence
for Indian Debt Markets

Structured analytics for fixed income, treasury, and risk workflows—combining financial modelling, machine learning, and workflow automation.

Spread Analytics
Scenario Modelling
Portfolio Surveillance
Term Sheet Intelligence
Yield Curve Analytics
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About Quant Shastra

Institutional Analytics for Fixed Income

Quant Shastra is an institutional analytics platform built for fixed income, treasury, and valuation workflows. We combine financial modelling, machine learning, and workflow automation to support pricing, spread-over-G-Sec analysis, sector-wise yield interpretation, portfolio surveillance, and decision-ready reporting.

In markets where liquidity can be uneven and information is fragmented, Quant Shastra helps teams move beyond spreadsheet-heavy processes toward more scalable, explainable, and operationally reliable analytics.

Pricing & Valuation
G-Sec · SDL · Corp Bond · CP · CD
AI
ML & Analytics Core
Portfolio & Risk Analytics
Attribution · AI-Suggestion · Risk & PnL
API
Cloud-Native Delivery

Platform Capabilities

What We Do

Each capability is a distinct analytical module—structured for enterprise workflows, designed for domain depth.

Fixed Income Valuation & Market Intelligence

Structured workflows for G-Secs, SDLs, corporate bonds, CPs, CDs, and related derivatives, with cash-flow modelling, spread-over-G-Sec analysis, sector-wise yield analysis, relative value screens, curve construction, and market-implied pricing.

G-Sec PricingSDL ValuationSpread-over-G-SecYield CurveCash-flow ModellingRelative Value
Yield Curve — G-Sec vs Corporate AAA — Apr 2026
8.8 8.2 7.6 7.0 1Y 2Y 3Y 5Y 7Y 10Y 15Y +49bps G-Sec Corp AAA

Risk Intelligence

Machine learning models deployed for scenario analysis, anomaly detection, stress testing, liquidity signals, spread-widening alerts, downgrade watchlists, and portfolio surveillance across issuer, sector, rating, and tenor buckets.

Scenario AnalysisAnomaly DetectionStress TestingLiquidity SignalsDowngrade WatchlistPortfolio Surveillance
Risk Heatmap — Issuer × Rating Bucket — Apr 2026
AAA AA+ AA AA- A+ A PSU Banks Low Low Med Med High High NBFC Low Med Med High Crit Crit Infra/PSU Low Low Low Med Med High Corporate Low Med Med High High Crit Low Medium High Critical

Portfolio Intelligence

AI-assisted portfolio analysis and suggestion workflows that convert holdings data into actionable insight across duration, modified duration, DV01, carry and roll-down, issuer concentration, sector allocation, curve positioning, and scenario impact.

Duration AnalyticsDV01Carry & Roll-downIssuer ConcentrationSector AllocationScenario Impact
Portfolio Duration Contribution by Sector — Apr 2026
G-Sec 32% · dur 5.6 · +18bps PSU Banks 28% · dur 4.2 · +38bps Infra/PSU 22% · dur 6.1 · +51bps NBFC 18% · dur 2.8 · +22bps 0% 20% 40% Mod. Duration 4.82 DV01 1.2Cr

News & Document Intelligence

RAG-based monitoring of market-moving developments, rating actions, issuer disclosures, and covenant events, combined with AI-assisted analysis of term sheets and financial documents covering call/put structures, reset clauses, covenants, and key economic terms.

RAG MonitoringRating ActionsTerm Sheet AnalysisCovenant ExtractionCall/Put StructuresIssuer Disclosures
Term Sheet Extraction — Structured Output
CALL OPTION At par · after 3Y · annually · INE002A08534 RATING ACTION AA to AA- · ICRA · NBFC · 4 portfolios RESET CLAUSE 91D T-Bill + 85bps · next: 15 Jun 2026 COVENANT Debt/Equity < 3.5x · DSCR > 1.2x · monitored

Automated Reporting

Decision-ready dashboards, valuation notes, pricing-exception logs, sector and issuer heat maps, committee packs, and audit trails designed for teams operating within RBI, FIMMDA, AMFI, and SEBI-oriented valuation, disclosure, and control environments.

Committee PacksValuation NotesException LogsHeat MapsAudit TrailsRBI / FIMMDA
Valuation Exception Monitor — 18 Apr 2026
SECURITIES 142 EXCEPTIONS 3 AVG DELTA -0.37 COVERAGE 98% ISIN BOOK FAIR VALUE DELTA STATUS INE001A08534 98.42 98.15 -0.27 Review INE002B08821 101.20 101.85 +0.65 Clean INE003C08100 95.60 94.10 -1.50 Flag Audit trail generated · Approved by: Valuation Committee · 18 Apr 2026 17:32 IST

Stakeholder Value

Why It Matters

Investment Teams
Move faster from spread movement, yield shifts, and market events to portfolio insight — without rebuilding analysis from scratch each time.
Risk Teams
Strengthen surveillance with reviewable models, anomaly flags, and scenario-based risk visibility across issuer, sector, and tenor buckets.
CFOs & Treasury
Improve pricing discipline, valuation oversight, and management reporting across debt exposures — within regulatory frameworks.
Technology & Data
Adopt a modular analytics layer designed for API integration, model orchestration, and controlled deployment into existing infrastructure.

Our Foundation

Built by Finance Professionals

Founded by finance professionals with experience across leading global and Indian institutions. Our approach is shaped by institutional experience in valuation, yield-curve modelling, structured products, spread analysis, and analytics-led workflow design.

NSE Goldman Sachs CRISIL JP Morgan Credit Suisse Nomura UBS BNY Mellon

Core Analytical Pillars

Valuation & Pricing
Yield-Curve Modelling
Structured Products
Spread Analysis
Analytics-Led Workflow Design
Machine Learning & AI

Infrastructure

Technology & Infrastructure

Cloud-native architecture built for secure data workflows, scalable analytics, model execution, and reporting.

Data Pipelines
Valuation Engines
ML Workflows
Doc Intelligence
API Delivery
Monitoring

Get Started

Bring Greater Rigour to
Valuation and Risk Workflows

Quant Shastra helps institutional teams turn fragmented market, portfolio, and document inputs into structured, decision-ready analytics.