New York (October 20, 2022) – Qontigo, a leading provider of innovative risk, analytics, and index solutions, today announced an expanded collaboration with Goldman Sachs Group, Inc. (NYSE:GS), a leading global investment banking, securities, and investment management firm. Qontigo will now offer the Axioma Portfolio OptimizerTM and Axioma Equity Factor Risk Models through Goldman Sachs Financial Cloud for Data, a suite of modular data management and analytics solutions, as well as Goldman Sachs Marquee, the firm’s digital platform that delivers market-leading data, analytics, market insights and trading solutions to institutional investors.
Prior to this expanded partnership, Marquee’s institutional client base had access to select capabilities of Axioma’s Risk Models and Optimizer. Now, clients can take advantage of Qontigo’s extensive optimization features and an expanded suite of Axioma risk models seamlessly integrated in their investment platform.
“Offering our clients best-in-class solutions that enable them to measure day-to-day changes in risk and understand how these affect their portfolios is a strategic focus for us. Embedding the Axioma suite of Equity Factor Risk Models, including the new and timely Axioma US Trading Horizon Model, into our ecosystem will provide our clients with insights into their drivers of risk and return. Coupling this with the robust Optimizer will help them implement investment decisions more efficiently.”Anne Marie Darling, Head of Marquee Client Strategy & Distribution at Goldman Sachs
With increased flexibility, clients can test investment strategies, construct or rebalance portfolios and hedge risk using the Axioma Portfolio Optimizer. The optimizer can handle a wide range of scenarios and constraints from simple factor tilts and index tracking to complex strategies with risk or other considerations. The Axioma Equity Factor Risk Models provide comprehensive insights into drivers of portfolio risk and return across multiple geographies and time horizons with deep historical coverage. The suite includes fundamental variants with style factor coverage for risk and performance attribution, as well as statistical variants for portfolio construction insights.
“We are thrilled to expand this strategic partnership with Goldman Sachs to make it easier for clients to manage their investment process with added confidence backed by accurate risk and portfolio analytics.”Chris Sturhahn, Chief Product Officer for Analytics at Qontigo
The Axioma Equity Factor Risk Models are available via Goldman Sachs’ flexible portfolio analytics ecosystem – programmatically through its Financial Cloud for Data APIs and open-source Python toolkit, GS Quant, as well as the Marquee web interface. The Axioma Portfolio Optimizer is accessible programmatically via APIs, initially available in the US.
Learn more about Axioma Factor Risk Models on Marquee here.
About Qontigo — Optimizing Impact™
Qontigo is a leading global provider of innovative index, analytics and risk solutions that optimize investment impact. As the shift toward sustainable investing accelerates, Qontigo enables its clients—financial-products issuers, asset owners and asset managers—to deliver sophisticated and targeted solutions at scale to meet the increasingly demanding and unique sustainability goals of investors worldwide.
Qontigo’s solutions are enhanced by both our collaborative, customer-centric culture, which allows us to create tailored solutions for our clients, and our open architecture and modern technology that efficiently integrate with our clients’ processes.
Part of the Deutsche Börse Group, Qontigo was created in 2019 through the combination of Axioma, DAX and STOXX. Headquartered in Eschborn, Germany, Qontigo’s global presence includes offices in New York, London, Zug and Hong Kong.
About Goldman Sachs
The Goldman Sachs Group, Inc. is a leading global financial institution that delivers a broad range of financial services across investment banking, securities, investment management and consumer banking to a large and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.