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Asset Management
Goldman Sachs, MSCI aim to improve portfolio analytics
Collaboration simplifies workflows across portfolio design, construction, risk management
The Asset 18 May 2021

Goldman Sachs and MSCI are collaborating to deliver more efficient workflows and improved data and portfolio analytics across their institutional client platforms – Goldman Sachs Marquee and MSCI RiskManager.

MSCI’s risk-factor models are now accessible through Goldman Sachs Marquee, the firm’s digital platform for institutional investors. Likewise, MSCI clients are now able to access Goldman Sachs’ volatility data through MSCI RiskManager for greater precision in risk management.

The risk-factor models will be available via Goldman Sachs' application programming interfaces and GS Quant, an opensource Python toolkit designed by the firm’s quantitative analysts to rapidly and seamlessly integrate data. GS Quant provides a programmatic environment to interact with Goldman Sachs’ data analytics tools and MSCI’s risk-factor models in a scalable manner.

The models will also be accessible via Marquee’s Portfolio Analytics user interface. Goldman Sachs’ volatility data is based on proprietary pricing models. Available in MSCI’s risk management platform, the data can be coupled with the MSCI models and used to support a variety of risk measurement and reporting use cases.

“Through this collaboration we are enabling clients to simplify workflows across portfolio design, construction, and risk management,” says Jorge Mina, MSCI’s head of analytics. “This will empower them to translate data into actionable insights.”

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