Asset Managers
Clients
LumRisk helps asset managers monitor portfolios, evaluate QIS strategies, and test investment ideas through a unified suite of analytics, research tools, and institutional-grade data, supporting more informed decisions and stronger governance.
Risk & Performance Monitoring
Gain a comprehensive and transparent view of how your portfolios behave across market environments. LumRisk delivers deep risk analytics, CVaR, sensitivities, Greeks, convexity, and cross-asset stress tests, combined with granular performance attribution across factors, sectors, strategies, and regions. Rolling betas and return decomposition show how exposures evolve and what truly drives performance. This gives asset managers clear oversight, robust governance, and confidence in how their strategies are positioned.
Peer Group Analysis
Screen the entire universe of QIS strategies and compare them within coherent peer groups. Analyse performance, risk, exposures, and sensitivities across multiple providers, styles, and implementations to identify the most relevant strategies for your portfolio. Track relative behaviour over time, uncover structural differences between providers, and benchmark your allocations to ensure you are selecting best-in-class systematic strategies.
Backtesting & What-If Analysis
Evaluate ideas and refine systematic overlays using a full suite of research and portfolio-construction tools. Build customized portfolios of QIS indices, market benchmarks, or proprietary time series. Test different rebalancing methodologies, and simulate what-if scenarios to understand diversification, factor exposures, and regime-dependent behaviour. Whether comparing QIS implementations, assessing hedging overlays, or optimising weights, you can design and validate strategies with data-driven precision.
Data & Reporting Infrastructure
Rely on institutional-grade data and seamless integration across your entire investment workflow. Our independent validation framework ensures clean, consistent, high-quality data, while automated cleaning and enrichment prepare every dataset for modelling. With flexible API connectivity and export formats for systems such as Aladdin, PORT, BarraOne, or RiskMetrics, LumRisk supports daily operations, regulatory reporting, compliance monitoring, and internal governance with minimal operational burden.
Case Study from LumRisk
Challenge
The asset manager invests in quantitative investment strategies from multiple investment banks.
The strategies are held in a UCITS fund subject to detailed daily regulatory compliance rules that can only be monitored with full transparency on all underlying positions.
The portfolio management team needed flexible tools to assess UCITS compliance on both a pre-trade and post-trade basis.
Solution
LumRisk provides daily consolidations, based on underlying position transparency, to meet UCITS regulatory requirements and to monitor internal limits.
The portfolio management team uses the risk, performance, quantitative analysis and portfolio construction tools provided by LumRisk to monitor the portfolio, research individual strategies and assess the impact of adding strategies to the portfolio.
LumRisk sends daily position data via SFTP which the client integrates into its own risk engine and internal systems.
The client’s quant team uploads data through LumRisk’s API to feed internal Python-based tools and relies on LumRisk reporting capabilities to generate monthly reports for their top management.