Sector

Investment Management

Kinaesis provides industry leading, independent, data management, analytics and reporting service for the Investment Management Sector. In addition, through our joint venture with CLOUDRISK we provide Independent Valuation and Risk Analytics (IVRA). IVRA is a Software as a Service based proposition delivering on-demand independent valuation, pricing, hedging, risk monitoring and reporting with full model transparency for a huge range of instruments including the most complex and exotic products.

Kinaesis Wave
Our Experience

Manual processes and the proliferation of spreadsheets as well as regulatory drivers such as UCITS and AIFMD mean that key players in the investment management industry are seeking partners like Kinaesis who have the experience and domain expertise to help.

Examples of our work in this sector include a project to independently advise and run an RFP process for an Order Management System for a long only Asset Manager. It includes providing a twice daily independent price and risk monitoring service to a Fund Administrator providing Authorized Corporate Director (ACD) services to their Funds.

It also includes a major Finance Data Management programme for a Swiss asset manager, who involves building a canonical data model across the business to standard finance data.

Case Study
Their Problem

Our client had a range of complex products including equity derivatives (single and multi-index/equity baskets with path dependent payoffs); commodity and FX baskets with structured payoffs; interest rate derivatives including swaptions and structured swaps; single name and index credit default swaps.

They needed a solution that could provide valuations, exposures, leverage and sensitivities on a daily basis and delivered by 1pm for a 12pm price point. The client needed quantitative expertise and support for the price challenge process. The client also needed to satisfy the regulatory requirements of an ACD for the fund.

How We Helped

Kinaesis was able to offer through the joint venture with CloudRisk, an end to end Independent Valuation and Risk Analytics Service. The solution includes market data, valuation and risk calculations, quantitative services and reporting.

Key Victories

The range of products were quickly on-boarded from analysis of term sheets and security codes. Full audit trail and transparency was provided through model and approach documentation. A collaborative approach involved agreeing the right modelling approach.

The daily service provided the information in a timely manner therefore enabling support of internal NAV calculation processes. Delivery of the daily risk sensitivities and exposures enabled the client to adhere to their responsibilities as an ACD. The service was provided at a significantly lower price than other alternatives considered.

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Barney Walker
Barney Walker
Head of Banking Practice
Other team members
Phil Marsden
Phil Marsden
Head of Business Development
Simon Trewin
Simon Trewin
Head of Solutions Architecture
Allan Eyears
Allan Eyears
Head of Delivery

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