Case Study: Multi-Strategy Hedge Fund, Hong Kong achieves enhanced portfolio risk analysis with Derivitec

Multi-Strategy Hedge Fund, Hong Kong- Customer Case Study

Multi-Strategy Hedge Fund, Hong Kong, is one of the largest pan-Asian independent alternative investment management groups, overseeing US$30 billion in AUM across private equity, real estate, and absolute returns. It needed a robust way to manage risk, pricing, and exposure across its publicly traded portfolio, with support both in a standalone risk portal and within its OMS/PMS workflow. Derivitec provided the risk engine and services, including VaR, shock scenarios, and exposure calculations.

Derivitec implemented a fully integrated risk and pricing solution connected via API and secure FTP, with daily scheduled reporting in the Risk Portal and ad hoc analytics through Python scripts. The result was a comprehensive, user-friendly platform for modeling, risk analysis, and reporting across the public markets book, giving the fund deeper portfolio visibility and more efficient analysis at fund and entity levels. The customer described Derivitec’s infrastructure, data enrichment, and support as exceptional, and noted successful use over two and a half years.

Multi-Strategy Hedge Fund, Hong Kong