Dhaerya Shah

Lead Performace Analyst @Crisil Integral IQ

IN

Analytics (Duration, Convexity, DTS, etc.) and Front Office Risk Management (Stress, Scenario Testing, etc.)o Performance Attribution o There is an integration of thinkFolio (S&P) and MSC BarraOne TF supplies required data to BarraOne (holdings, Security T&C data, benchmark data) BarraOne calculates Security level and Portfolio level analytics feeds them to tFo BarraOne Performance Attribution works mainly on data supplied by tF and supplemented with data feeded from the client’s Data Access Layer (on MS Azure Cloud)