List of FIS Global Investment Risk Manager Customers
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Since 2010, our global team of researchers has been studying FIS Global Investment Risk Manager customers around the world, aggregating massive amounts of data points that form the basis of our forecast assumptions and perhaps the rise and fall of certain vendors and their products on a quarterly basis.
Each quarter our research team identifies companies that have purchased FIS Global Investment Risk Manager for Portfolio and Investment Risk Management from public (Press Releases, Customer References, Testimonials, Case Studies and Success Stories) and proprietary sources, including the customer size, industry, location, implementation status, partner involvement, LOB Key Stakeholders and related IT decision-makers contact details.
Companies using FIS Global Investment Risk Manager for Portfolio and Investment Risk Management include: Sanlam Investments, a South Africa based Banking and Financial Services organisation with 2000 employees and revenues of $500.0 million, Martin Currie, a United Kingdom based Banking and Financial Services organisation with 200 employees and revenues of $29.0 million, Alpha Centauri Germany, a Germany based Banking and Financial Services organisation with 15 employees and revenues of $7.0 million and many others.
Contact us if you need a completed and verified list of companies using FIS Global Investment Risk Manager, including the breakdown by industry (21 Verticals), Geography (Region, Country, State, City), Company Size (Revenue, Employees, Asset) and related IT Decision Makers, Key Stakeholders, business and technology executives responsible for the software purchases.
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| Logo | Customer | Industry | Empl. | Revenue | Country | Vendor | Application | Category | When | SI | Insight | Insight Source |
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Alpha Centauri Germany | Banking and Financial Services | 15 | $7M | Germany | FIS Global | FIS Global Investment Risk Manager | Portfolio and Investment Risk Management | 2010 | n/a | In 2010 Alpha Centauri Germany implemented FIS Global Investment Risk Manager to build a research and portfolio-construction infrastructure for European factor and index strategies. FIS Global Investment Risk Manager was deployed to provide Portfolio and Investment Risk Management capabilities within the firm, directly supporting the investment function for pre-trade evaluation and index design. The implementation emphasized research and portfolio-construction modules, with configured workflows for pre-trade risk analysis and factor beta discovery. The deployment supported model-driven portfolio assembly and ex ante risk metric generation that fed investment decisioning and factor identification processes. Operational coverage targeted European factor and index strategies and enabled the production of multiple STOXX-linked factor indices, with the platform used by the investment team for factor discovery and index construction. The rollout occurred around 2010 to 2011 and centered on investment desk workflows rather than enterprise-wide systems. Governance focused on index production controls and research-to-production handoffs, aligning model outputs with index reporting and publication. Outcomes reported in the client story include an ex ante tracking error of approximately 3% and average excess returns of 2.75% in the first nine months following index launches. | |
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Martin Currie | Banking and Financial Services | 200 | $29M | United Kingdom | FIS Global | FIS Global Investment Risk Manager | Portfolio and Investment Risk Management | 2011 | n/a | In 2011, Martin Currie implemented SunGard APT, now known as FIS Global Investment Risk Manager, as its Portfolio and Investment Risk Management platform for buy side portfolios in the United Kingdom. The deployment targeted automation of daily, weekly and monthly risk reporting and the provision of pre trade decision support to embed risk analytics into investment decisions. FIS Global Investment Risk Manager was positioned to serve portfolio managers and risk control teams within the firm's investment function. Configuration focused on risk analytics and reporting modules to produce routine risk dashboards and pre trade analytics aligned with portfolio workflows. The implementation integrated risk outputs into investment decision processes and scheduled reporting cadences used across UK operations, centralizing risk data for consistent operational use. Governance activity emphasized incorporation of risk reports into portfolio management workflows and the establishment of regular reporting and review cycles. | |
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Sanlam Investments | Banking and Financial Services | 2000 | $500M | South Africa | FIS Global | FIS Global Investment Risk Manager | Portfolio and Investment Risk Management | 2012 | n/a | In 2012, Sanlam Investments implemented FIS Global Investment Risk Manager to centralize portfolio risk analytics and strengthen its Portfolio and Investment Risk Management capabilities. The deployment targeted Sanlam Multi Manager International's quantitative workflow and the investment operations that support portfolio optimization and manager selection. The FIS Global Investment Risk Manager deployment emphasized the application's core risk calculation engine, portfolio analytics, scenario analysis, and exposure reporting, aligning with typical Portfolio and Investment Risk Management functionality. Sanlam Multi Manager International previously used a SunGard APT risk engine accessed via a MATLAB COM interface to generate the risk metrics that fed a quantitative risk dashboard, and the mapping of SunGard functionality to FIS Global Investment Risk Manager is inferred from the SunGard to FIS product lineage. Integrations included the MATLAB-based quantitative toolset that produced faster calculations and wider distribution of models across the team, as documented in the MathWorks case study. Operational coverage focused on the quantitative investment team and portfolio management workflows, supporting manager selection and portfolio optimization decisions. Governance activities concentrated on consolidating risk metrics into a quantitative dashboard, standardizing model access, and harmonizing reporting across investment teams. The MathWorks case study explicitly reports materially faster calculations and wider deployment of quantitative tools across the team, outcomes drawn directly from the provided source. |
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