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- Design of an accounting, operations and risk management system for a fund of funds business of $1 Billion in managed assets
- System tracked performance for each hedge fund investment and customized portfolio and compared to benchmarked values
- Created a flexible interface to allow entering transactions and assigning a current NAV or return at any point in time that recalculated and updated all values till the present time; provided ability to enter estimate, final and audited numbers and report on each value at any point
- Created a sophisticated fee payments manager (management and performance fees, audit fees, legal fees, etc.) linked to GL to store accrued fees
- Modeled a liquidity user interface to analyze the terms of each fund and portfolio
- Managed all hedge fund investments, investors, aggregate amounts, historical transactions
- Statistical module computes compounded ROR, standard deviation, Sharpe ratio, maximum drawdown, correlation as well as a dynamic link to a statistical system for other statistical measures
- Flexible, user-defined reports, individual hedge fund snapshots, client statements
- Reports on exposure based on strategy, geographic region and leverage
- Ability to enter forecasting estimates for each hedge fund to simulate future scenarios
- Automatic processing of subscriptions and redemptions
- Reconciliation of positions and cash balances
- Designed an FX module to allow the business growth in non-USD hedge fund markets; handled buy/sell of FX and pricing of all FX securities
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