Goldman Sachs Group, Inc, a global investment banking, securities, and investment management firm, and MSCI Inc, a provider of critical decision support tools and services for the global investment community, are to collaborate to deliver improved portfolio analytics and more efficient workflows to institutional clients.
Goldman Sachs and MSCI are partnering to provide data and analytics across their institutional client platforms, Goldman Sachs Marquee and MSCI RiskManager. Leveraging the combined expertise of both firms in data and risk management, this collaboration aims to deliver higher quality analytics that clients can access in a simplified way.
MSCI’s industry-leading risk factor models are now accessible through Goldman Sachs Marquee, the firm’s digital platform for institutional investors. Likewise, MSCI clients are now able to access Goldman Sachs’ volatility data through MSCI RiskManager, for greater precision in risk management.
MSCI’s risk factor models will be available via Goldman Sachs APIs and GS Quant, an opensource Python toolkit designed by the firm’s quantitative analysts to rapidly and seamlessly integrate data. GS Quant provides a programmatic environment to interact with Goldman Sachs’ data analytics tools and MSCI’s risk factor models in a scalable manner. The models will also be accessible via Marquee’s Portfolio Analytics user interface.
Goldman Sachs’ volatility data is based on proprietary pricing models, leveraging the firm’s longstanding experience in market making and risk management. Now available in MSCI’s risk management platform, the data can be coupled with MSCI’s risk factor models and used to support a variety of risk measurement and reporting use cases.
“We are making Goldman Sachs’ rich datasets, which are proven across decades of market cycles, and MSCI’s advanced risk factor models, available through each other’s platforms to deliver powerful analytical tools to our clients,” says Anne Marie Darling, head of Marquee distribution at Goldman Sachs. “This partnership is a testament to how we are leveraging technology and embracing open architecture to offer superior solutions to our clients in data and risk.”
“We are excited to be working with Goldman Sachs. Through this collaboration we are enabling clients to simplify workflows across portfolio design, construction, and risk management. This will empower them to translate data into actionable insights,” says Jorge Mina, Head of Analytics at MSCI.