Design and implementation of an alternative asset manager from the outset. The work involved dealing with the extensive regulatory requirements, the identification of target clients, the definition and development of the product range, and determining the asset classes to be managed.

The new venture required to identify and hire many qualified professionals, the design of a market-coherent pricing strategy, the definition of a contractual framework, the implementation of the budgeting and financial monitoring tools, and the deployment of an information technology infrastructure using to a significant extent outsourcing and open-source tools and providers.

The large diversity of asset classes translated into the need to develop a flexible risk management approach. For that purpose, a full risk system was created, covering the four standard components of risk identification, measurement, monitoring, and management. The approach required to design the applicable financial models as well as the supporting software tools, mostly based on LaTeX and R programming languages.