Asset Modeling and Portfolio Management


A buy-side client required a sophisticated solution to manage active asset portfolios, as well as perform cross-asset modeling to better understand broader risk exposures, framed within the Everest (Black Mountain Systems) environment. The data management and workflows had to be designed to address the need for real-time access, as well as, bi-directional integration with multiple downstream (and peer) systems.

Business Goals

Implement a process and system solution to meet the following needs:

  1. Cross-Asset Modeling:
    • Custom modeling across multiple asset classes to drive a broader understanding of risk exposure
    • Detailed capture of asset features to enhance core asset models (e.g. asset optionality)
    • Implementation of validation mechanisms to enforce data quality against asset characteristics
  2. Portfolio Position Management:
    • Cross-asset position management
    • Profit & loss calculation capabilities (weighted average cost, first-in first-out, and last-in first-out), as well as custom yield calculations, in real-time
    • Visualization of position, lot, and pricing history via real-time user ‘panels’

Business Challenges

Multiple Systems

  • Understanding the transformation methodology and mechanisms for data exchanged between the order management system (Everest) and other internal and external systems (loan servicing platform, Markit Clear, etc.)

Process Change Management

  • With the introduction of cross-asset modeling and portfolio management principles and new user tools into established processes and workflows, resources required training and support through the transition.

Value Proposition

Consulting and Project Management

  • Provide insights into the design, development, and execution of the solution.
  • Coordinate implementation efforts, communication, and procedural development for staff.
  • Ensure completeness of testing and delivery of solution.

Solution Design

  • Design approach informed by TenDelta’s decades-long firsthand experience developing solutions within OMS environments.
  • Development driven by a profound knowledge of the syndicated loan space, from a buy-side perspective.
  • Deep understanding of data transformation and process optimization, as well as system integration.
  • Extensive experience with ‘panel’-style visualization tools development.


TenDelta designed, developed, and delivered a solution that exceeded client expectations, on time and within budget. The solution provided meaningful business intelligence to decision-makers through more robust cross-asset analysis functions and user visualization tools. The client has utilized TenDelta’s expertise for numerous subsequent projects.

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