Investment pricing, reconciliation and risk support to a US-based private equity firm

US-based leading alternative investment firm focused on credit and real estate investing and seeking consistent absolute returns for its clients
Client offers exposure to high-potential opportunities in diversified asset classes and was looking to build an extended team to support daily pricing and reconciliation. Team was required to work closely with the portfolio managers to price all investments and help with price reconciliation for management review and tracking portfolio strategies
Client was looking for help with standard daily risk reports including PowerBI dashboards for portfolio management groups

We set up a team with the right skill sets to support the portfolio management team in the following areas:
Portfolio pricing for the financial instrument sector, such as equity, future, options, Treasury bonds, other bonds and loans
Portfolio reconciliation using in-house applications such as Geneva, IHS Markit and Bloomberg
Detailed daily reporting of new investments and P&L reporting
Maintaining and updating broker prices for different vendors in Geneva
Detailed monthly P&L analysis to identify high variances and justification of prices with the help of client-specified sources
Preparing monthly summary reports for the risk committee
Maintaining records of new portfolios and brokers
Preparing monthly presentations for the valuation committee and management team
Validating the prices of exchange-traded funds and US government and Treasury bonds, and spot and forward prices with the help of a macro-based analysis system that helps analyse price variance
Publishing daily risk metrics for structured credit, corporate credit and multi-asset portfolios
Maintaining risk data management, calibrations and client reporting for the client
Regulatory reporting support – Form PF, AIFMD calculated and reported market factor changes
Standard daily risk reports including PowerBI dashboards for portfolio management groups

Cost effective: access to highly skilled quants resources at affordable prices
Freeing up bandwidth: portfolio manager’s bandwidth was released to focus on higher-alpha-generating activities by us handling portfolio monitoring and maintenance tasks
Seamless strategy reporting support to portfolio managers: while our analysts initially handled time-consuming, recurring tasks, they quickly went on to assume the complete responsibility of reporting on all client strategies
On hand to help with ad hoc tasks so client could meet deadlines

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