A Case for Reducing Policy Rates in India
The Indian media has been abuzz with the RBI’s Monetary Policy Committee (MPC) discussion on a proposed reduction in interest rates for the Indian e
Turning Data into Insights
With an effective mix of advanced data modelling techniques and in-depth understanding of financial markets, our quantitative research analysts provide comprehensive and high quality data analysis and strategic insights that are customized for your needs.
We have capabilities across multiple financial domains like equity, credit, rates, commodities, FX, exotic and structured products. We support a wide range of client segments, including asset management, hedge funds, investment banks, commercial banks, insurance, pension funds, index providers and ETFs.
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Over the years, we have enabled financial institutions across Americas, Europe, Asia, Africa and Middle-East region to expand their research coverage.
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Quantitative Research & Analytics Solution Portfolio
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Risk Management
& Modelling
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Portfolio Analytics
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Sales & Marketing
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Data Management
& Analytics
Model Development & Validation
- Market, Credit, Ops, Liquidity Risk Models
- VaR, PD, LGD, EAD, PPNR etc.
- Documentation
Pricing Models
- Derivatives, Exotic products, Structured Products
- Monte Carlo Simulations
- Scenario analysis and stress testing
Backtesting
- Backtesting trading strategies
- Index and ETF ideas
- Develop trading screens
Statistical Analysis
- Volatility & term structure modeling
- Time Series, Econometrics and statistical analytics
Return Analytics
- Performance measurement and attribution
- Integration and customisation of portfolio analytics platforms
- Optimal portfolio construction
- Custom portfolio and performance reporting
- Asset Allocation
Risk Analytics
- Market and credit risk measurement and attribution
- Integration and customisation of risk analytics platforms
- Web based and customized risk reporting
FoF Performance Analytics
- Fund of Funds (FoF) performance analytics and attribution
- Multi-manager system performance analytics and attribution
Multi Asset Portfolio Analytics
- Combining performance analytics reports from varied platforms
- Customization of reports
Presales
- RFP/RFI/DDQs
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Reporting
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Digital Marketing
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Publication and Translation
- Design and Editorial support for publications and marketing materials
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Data Management
- Collation and validation of data from various data vendors and websites
- Database creation and management
- Integrating various internal and external databases and sources
Proprietary Tool Development
- Converting research into ready-to-use tools
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Data Analytics
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Insurance and Pension Analytics
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Our Quant Solutions are enhanced by effective use of technology
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Engage with Experts
Access to analysts with deep understanding of key business drivers, industry dynamics and valuation trends across business cycles and geographies.
Power of Knowledge
Knowledgebase from studies conducted in 90+ countries covering 100+ sectors, 7,500+ patent research assignments for over 250 technology domains and 4000+ valuation opinions for 20+ sectors.
Robust Processes
Proprietary methods & frameworks deployed across the client engagement lifecycle – from discovery, onboarding, transition and service quality management.
Global Experience
Analysts with understanding of market dynamics impacting sectoral performance across global markets, having prepared 10,000+ models, researched 2,500+ stocks across 80+ sectors and assisted 5,000+ transactions.
Multilingual Capabilities
Experience in conducting research in 30+ foreign languages; access to a network of 100+ language interpreters; and alliance partners in 20 countries to conduct B2B or B2C interviews.
Case Studies
Automation of Performance Attribution Reports
Case Study
Automation of Performance Attribution Reports
The Problem:
Client is a large global asset manager. They use FactSet Equity PA tool for producing portfolio performance analysis and attribution reports for the use of portfolio managers and performance reporting teams. Each team prepared reports in their on templates and there was no uniformity. This resulted in having most members of the investment team to have a FactSet license on their system.
Aranca's Solution:
A team of seniors visited the client teams and picked up the best practices from various teams. Created a template that incorporates best practices from across the globe was presented to the portfolio analysts and managers. On an iterative manner, agreement was reached on the standard templates for various reports. The production and distribution of these reports were done by Aranca.
Client Benefit:
The standardization of reports allowed automation of the generation of reports using FactSet batch processing facility and programming done by Aranca resources. This reduced the time taken for producing the reports and increasing the accuracy. Most global teams were able to get their reports before they started working, due to the time difference, except for the Australia and Japan teams. The number of FactSet licenses used by the client and Aranca came down drastically, as the report generation work stabilized. Ultimately, client saved significant amount of money while producing reports that were accurate and uniformly branded.
AUM Growth through RFP Support
Case Study
AUM Growth through RFP Support
The Problem:
A large global asset manager has observed that they have been seeing an increase in the number of RFPs floated by their clients. This demanded a review of the RFP process and identified the importance of increasing the efficiency of the process.
Aranca's Solution:
A team visited the UK office of the client to understand the process followed, get trained and document it. The inputs for the RFPS were categorized to streamline the less dynamic part of the RFP process, initially. All the data inputs like AUM, short-bios of key people etc. could be filled in as long as these data are available readily. The team initially used the client Sharepoint site to collect and automate these inputs. The client also had subscribed to the Qvidian database, but was not actively using it. Aranca team got involved in updating the Qvidian database and automation, so that most of the answers for standard questions could be picked up from relevant previous RFPs.
Client Benefit:
The client was able to complete more RFPs with better timelines and accuracy. Since Aranca team was able to take care of all the standard questions, client was able to get more time to think about the specific solutions and strategies . This increased the effectiveness of the RFP process and the client was able to win more RFPs and hence growth in AUM. With the success of UK process, it was subsequently rolled out to other offices.
Empowering Investors on Risk-Return Trade-off
Case Study
Empowering Investors on Risk-Return Trade-off
The Problem:
A large global ETF provider and asset manager was planning an innovative solution to empower investors to understand and decide the risk-return trade-off of their investments, and hence selling the new ETF products. The plan is to allow large investors to assess the risk and return of their entire portfolio, along with any additional investments in some of the client ETFs to their portfolio of investment, on the go.
Aranca's Solution:
A team of multi-skilled associates was deployed to create the tool, that could be hosted in the public website of the client. A risk and return attribution framework and tool was developed, in discussion with the client. Using the client’s subscription to databases like Morningstar and the internally developed risk and return attribution tool, another tool was developed that would enable the investors to check the expected changes in risk-return characteristics by inputting their existing portfolio holding information and the planned investment in ETFs.
Client Benefit:
The client was able to create a unique product to empower the investors to decide their portfolio composition based on their risk appetite and future wealth expectations. By creating this, the client was able to create a digital marketing buzz in the industry, on a cost effective manner.
Converting Research to Easy-to-use Tools
Case Study
Converting Research to Easy-to-use Tools
The Problem:
Client is the capital market research team of a large global asset manager. The researchers in the produce high quality research on topics pertaining to their business, and is often data driven. However, the reusability of these research is limited as the codes are often ad-hoc and inefficient, not linked directly to the data sources, and hence takes long time to run and get results.
Aranca's Solution:
A multi-skilled team was set up to understand the research paper, data and the code. Based on the assessment, the team would clean-up the code and make it efficient or write an altogether new code to create a full-fledged ready-to-use tool. Once the testing is done, would work with the client IT security team to host the tool over the intranet and make it available to all relevant users. These hosted tools are often managed by the Aranca team. Most commonly and regularly used tool based report production was also taken up by the Aranca team.
Client Benefit:
The client was able to convert their internal IP to an easy to use tool, at a cost effective manner. Often, these tools are developed in open source resources like R, so that there are no additional costs. The knowledge of Aranca team about the internal databases and systems allowed a seamless production, deployment and maintenance.
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