Recognising the varying investment needs and risk tolerances of our investors, we offer a bespoke portfolio modelling service to help you create solutions that are truly aligned to your requirements.
Robust and repeatable, our approach has delivered results for our customers, which in turn is reflected in the large defined benefit, defined contribution, corporate and sovereign wealth customers who utilise this service.
The first step is understanding our client requirements. We focus on your required outcomes, considering factors like liquidity requirements, time horizons and tolerance for risk. Our highly experienced team then considers global sources of returns, covering a full range asset classes, risk exposures and investment styles to deliver a tailored solution that expressly targets your desired outcomes.
This rigorous analysis is driven by our own proprietary models. A differentiating aspect of our approach is that it is completely bespoke, and designed to meet our clients’ own specifications.
Our portfolio modelling framework incorporates four key elements that assist in the design of appropriate portfolio solutions for clients. These are underpinned by our proprietary multi-asset stochastic modelling engine.
Our Portfolio Solutions team provides in-depth analysis to identify the risk factors that drive portfolio performance and portfolio risks. We discuss potential alternative portfolios on client request, before deciding on a final version that is appropriate.
We can also analyse the aggregate impact on a portfolio of incorporating non-standard investment solutions. Such solutions include (but are not limited to) overlay strategies, active strategies, dynamic asset allocation strategies and life-styling strategies. Some of the services we provide are:
When designing our portfolio solutions framework, we sought to address a number of key aspects that we felt significantly impacted performance. These include modelling for extreme events, allowing for the changing volatilities and correlations of asset classes through different economic periods, and allowing for tactical positioning as per client demand.
Darragh is Head of ILIM’s Portfolio Solutions team. He is responsible for the overall design and management of Irish Life’s MAPS, Ireland’s fastest growing retail multi-asset solution. Darragh and his team are also responsible for helping our clients, across all distribution platforms, design portfolios congruent with their specific objectives and constraints.
Darragh joined ILIM in 2007 as a Quantitative Analyst within the Quantitative Strategies Group. Darragh currently lectures “Quantitative Methods in Finance” to MSc Finance, MSc Quantitative Finance and MSc in Aviation Finance students at UCD Michael Smurfit Graduate Business School on a part-time basis. Prior to joining ILIM, Darragh worked as a research assistant and also taught various courses for the Finance Department at UCD including Corporate Finance, Econometrics, and Financial Modelling.
Darragh earned a Bachelor of Commerce (BComm) from University College Dublin in 2000, a master’s degree in Quantitative Finance from UCD Michael Smurfit Graduate Business School in 2002, and a master’s degree in Statistics (MSc) from UCD in 2013. He holds both the Chartered Financial Analyst (CFA) and Chartered Alternative Investment Analyst (CAIA) designations.
Niall joined the Quantitative Strategies Group in January 2014.
Prior to joining ILIM, Niall worked as a Quantitative Analyst with proprietary algorithmic trading firm Casimir Trading Systems, designing and back-testing trading strategies. He has also worked as an Options Market Maker for Sequoia Capital Ltd, and as an Account Manager for Citco Fund Services.
Niall earned a B.A. in International Business (French & German) from Dublin City University in 2002, a B.A. in Economics and Finance from the National University of Ireland Maynooth in 2004. He also holds a BSc. in Mathematics from Dublin Institute of Technology (2012) and a MSc. in Quantitative Finance from UCD Michael Smurfit Business School (2013).
Ruoxi has worked in ILIM’s Quantitative Strategies Group since June 2015. He is primarily responsible for portfolio modelling as part of the Portfolio Solutions team. This includes simulation, backtesting, research and implementation of modelling methodologies, along with modelling system maintenance.
Prior to joining ILIM, Ruoxi obtained a BSc in both Mechanical Engineering and Mathematical Finance from Xiamen University China over the course of 2010-2014. He graduated with first class honours in MSc Quantitative Finance at UCD Michael Smurfit Graduate Business School, Ireland in 2015.
Irish Life Investment Managers (ILIM) is the appointed asset manager to Irish Life Group Limited. ILIM is committed to innovating and leading the market with best in class investment solutions designed to meet the specific investment needs of our clients. Call us at: +353-1-704 1200 or email [email protected]