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AnalytiQ - Advanced Analytics

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Are you leveraging your risk and investment management into a competitive advantage?

With increasing regulatory constraints and decreasing margins the traditional investment paradigm is coming to an end. Recent attention from clients, shareholders and regulators has created new requirements and increased the emphasis of sound risk management across all asset classes, products and divisions. Portfolio and Asset Managers must comply with new regulations, choose suitable investments, control risks, report on them accurately, and advise objectively. Sound investment management must leverage the entire analytics system to gain a real competitive edge.

Forefront of analytics model development

At swissQuant Group we know how to build models.We have the requisite knowledge, skills, and a high level of technical expertise to build complex models, both in structure and in application. We incorporate unique and proven capabilities in the construction of statistical models, fundamental models, large-scale risk systems, in model development services, and in hedging frameworks. We have a proven track record in providing financial institutions with tailor made methodology, model and software adhering to the highest regulatory standards and incorporating the latest scientific thinking.

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How can dedicated modeling and advanced analytics help you?

Advanced analytics are required to comply with the increasing regulatory constraints (MiFID I and upcoming MiFID II, FIDLEG) and most importantly to gain a competitive advantage and create sustainable outperformance. By using the right models, institutions can screen the markets for good investment candidates, monitor portfolios and assess real-time the risks taken. Decision making is supported by comprehensive numbers and based on a large investment universe.

Complete suite for investment management

With AnalytiQ, you have access to a complete suite of services and solutions designed to support your decision making in investment management. The AnalytiQ offering spans from consulting to software delivery. AnalytiQ goes further than to provide only sound and comprehensive risk and performance indicators; it also supports you in fulfilling regulatory requirements, selecting performing investments to complete your portfolio and finally in bringing growth to your portfolios.

AnalytiQ key benefits

  • Real-time portfolio risk aggregation from a large-scale investment universe

  • Comprehensive risk and performance measures, contributions and attributions at instrument and portfolio levels

  • Integration of the user’s views on the market and
    subsequent selection of suitable investments accordingly

  • Portfolio stress-testing and hedging against specific scenarios

AnalytiQ will guide you in creating outperformance

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Specification of your investment universe and profile

The AnalytiQ solution covers traditional asset classes such as Equities, Commodities or Fixed Income as well as advanced Real Estate and Structured Products modeling. Your investment profile is integrated into the system based on your needs, while the IT specifications for integration are clarified.


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Choose your AnalytiQ solution

For a powerful synergy with your existing systems, acquire a fully integrated solution. For a fast and cost-efficient implementation, choose our externalized solution ImpaQt. For a simple and efficient decision support, or simply to try AnalytiQ, subscribe to a dedicated AnalytiQ report of your portfolio.


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Monitor and enhance your investments

AnalytiQ Report Integrated Software Externalized Software (ImpaQt)

Control your Risk

The AnalytiQ offering provides advanced risk measures on instrument and portfolio levels for different time horizons based on the asset classes investigated requiring extensive Monte-Carlo simulation to large-scale portfolio risk measurement with dimension reduction.

Assess the performance

AnalytiQ displays key macro-economic risk drivers allowing Investment Managers to understand and verify their exposures within the client risk profile. Key risk exposure, benchmark group analysis, KPIs, stress testing on own scenarios, and utility functions allow to integrate own views on the market and identify contributors.

Use Dedicated Metrics

Fixed Income: stress-testing of the yield curves, optimal
hedging strategy for different yield curve & inflation scenarios
Real Estate: cash-flow matching optimization, market rent modeling and optimization
Funds: fund transparency and composition, style analysis, peer group comparison

References

swissQuant Group has concluded many successful developments and implementations of decision support solutions in risk management. We are one of the largest independent Quant teams in Europe dedicated to delivering lasting client value as demonstrated by the following selected reference projects:
  • Design of large-scale portfolio risk systems containing hundreds of thousands of portfolios containing all asset classes for the world’s leading wealth manager.

  • Compilation of a tailor-made risk report for a Swiss corporate treasury including portfolio risk measures, stress-testing, and recommendations.

  • Construction of a full fund analytics system for an online platform of funds to facilitate screening and increase funds transparency.