Portfolio Research and Operations for an Institutional Asset Manager

The board of the client engaged a global consulting firm to identify the right partner to accelerate its strategic growth plan
Acuity Knowledge Partners was selected to provide knowledge services after a rigorous selection process
As part of this mandate, the client required Acuity Knowledge Partners to perform performance and risk analytics for its investment division teams
The client also needed Acuity Knowledge Partners to create an advanced analytics framework for its existing performance measurement, investment risk assessment, portfolio attribution capabilities, manager research, data management and client reporting

Deployed a 25-member team of domain specialists knowledgeable in MATLAB, R, C#, Excel and VBA and proficient in FactSet, Barra and Axioma systems
Customized reports for each asset class across global teams to best suit portfolio managers’ requirements
Ensured centralized report production and, wherever possible,standardized templates
Integrated advanced risk analytics platforms – Axioma and Barra – with client systems
Fully automated the process of producing and distributing reports based on FactSet Portfolio Analytics, Dashboard and Batcher
Managed data flow across multiple databases and assisted in the manager/benchmark transition process
Developed and maintained tools for internal client needs

Reduced the turnaround time of scheduled analytics – 80% faster (T+2 vs. T+10 previously)
Saved $1.4m in annualized costs
A pooled resourcing structure helped inter-connectivity across various teams within the investment division
Delivered an end-to-end solution across different phases of the portfolio life cycle
Provided access to domain specialists for custom analytics support

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