Asset Management - Composite Management System
Estimated Budget:
Between $10,000 and $19,999
Accounting / Finance
Other Finance
Institutional asset manager looking for a programmer that can create a fixed income composite management and performance system. This platform would take market values, returns, and characteristics of composites and their underlying portfolios from an internal SQL server and enable staff to pull reports highlighting a variety of metrics. The interface within this program would allow the monitoring of accounts entering and leaving composites. Project timeline is one month and additional opportunities may exist to further build out the platform with enhancements.

Current process:
1. Individual account data (performance, market values and characteristics) are stored in the
 SQL database which is calculated by our proprietary system.
2. Composite is defined as a portfolio consisting of multiple accounts which have the same
 strategy (in our case – a benchmark). This step is rules based.
3. The following steps are done in Excel/VBA:
 a. Standard reports at quarter end include
 i. Exhibit 1: Total Firm AUM broken down by strategy (Strategy Name, Number of
 Accounts, Strategy AUM) and AUM broken down by Account type
 ii. Exhibit 2: Snapshot of strategy performance of all composites
 iii. Exhibit 3: Accounts gained/lost across the firm broken down by strategy –
 Year-to-date/Quarter-to-date/Trailing 12-Months
 iv. Account gained/lost within a strategy
 b. GIPS Reporting at year end requires reports in a specific format. (exhibit examples to be
 c. Portfolio Turnover based on account level transaction data (buy/sells over a time period)
 d. Net return calculations based on max fee schedule
 e. Total AUM flows (exhibit examples to be provided)

We are looking to hire a developer to replicate and optimize the current process and move from VBA to a more efficient language (eg R or Python). The new platform should provide an interface that:
1. Composite generation: Flexible composite assignment criteria/rules and definitions
2. Rules based inclusion/exclusion of accounts into strategies
3. Automates the process of achieving and maintaining GIPS compliance.
4. Report with drill-down and filtering capability: eg. The report displaying composite
 performance should have the capability to drill down on account level data under the
 respective composite so that users can view selected data categories (e.g. market value,
 gross return, net return, etc…)
5. Custom reporting needs in PDF/Excel
6. Standard reports (exhibit examples to be provided)
7. Custom fields based on formulas (standard deviation, dispersion)
8. Document the platform/modules
9. Change log/ Audit trail
Work Onsite:
Bidder Location:
United States

Bidding Details

12/27/17 7:25 AM PDT
0 minutes
12/21/17 7:44 AM PDT
None Issued
Bid #

Project Employer


New York, United States
Projects Posted:

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