Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, has been named as the category winner for portfolio and factor modeling by Chartis Research in their RiskTech100 rankings for the second consecutive year. Qontigo also placed 18th in the overall analysis of the “world’s major players in risk and compliance technology.”
“Recent market dynamics have created growing demand for risk- and portfolio-focused technology,” said Sid Dash, Research Director at Chartis. “Reflecting its top 20 positioning and category win, Qontigo’s particular strengths in partnerships and portfolio modeling can underpin a robust strategy going forward.”
Qontigo’s portfolio construction and risk management solutions enable users to easily align their views across an organization. Thanks to API-first technology, users have the flexibility to leverage both the Axioma suite of equity, fixed income and multi-asset class factor risk models or to ingest their own models and data.
“Over the last few years, we have invested heavily in developing a library of clean, corporate spread and yield curve data in order to power our fixed income factor models for better portfolio and risk modelling,” said Ian Lumb, Head of Multi-Asset Solutions, EMEA & APAC at Qontigo. “Third party recognition from the likes of Chartis Research validates the uniqueness of this approach and all the other work we’ve been doing to improve our factor risk models across the equities, fixed income and multi-asset class space.”
In 2020, Qontigo added a factor-based fixed income model to its existing granular fixed income model in Axioma Risk, enabling clients to benefit from both top-down and a bottom-up analysis in one place. The company also recently released the Axioma Developed Markets ex-US Equity Factor Risk Model which gives additional flexibility to those investors with mandates excluding US exposure.
