About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Pzena Up and Running with Portfolio Optimisation on Rimes Matrix Platform

Subscribe to our newsletter

Pzena Investment Management, an investment manager based in New York City with a focus on long-term classic value investing, is in production on Rimes’ Matrix investment management platform with the aim of supporting efforts to streamline operations, mitigate risk, and enhance portfolio optimisation capabilities.

Rimes engaged with Pzena in February 2023 and the solution went live in mid-September as a managed service with full infrastructure and application support. It is the first time Rimes has implemented a compliance rule framework-based optimisation process within Matrix.

“Going live with the Matrix portfolio optimisation component is a significant milestone in our overall technology modernisation programme,” says Brian Mann, chief data officer and director of operations at Pzena. “We can now systematically facilitate a growing demand for customised client portfolios.”

Stuart Plane, managing director and head of enterprise solutions at Rimes, says: “The successful implementation of the compliance rule framework-based optimisation process, combined with our infrastructure and application support, is an important first for Rimes and all its clients. It allows for a more disciplined and controlled investment management process, providing a comprehensive framework for decision making within the bounds of compliance standards.”

The Matrix platform simplifies the management of complex, multi-level investment and product structures, clarifying portfolio management and investment decisions. The platform’s portfolio optimisation capabilities allow managers to select the most favorable asset distribution strategy from a broad and diverse range, including tangible and illiquid portfolios being considered, according to agreed performance and duration objectives. This approach maximises factors such as anticipated returns and minimises financial, regulatory, or reputational risk exposure.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Mastering Data Lineage for Risk, Compliance, and AI Governance

Financial institutions are under increasing pressure to ensure data transparency, regulatory compliance, and AI governance. Yet many struggle with fragmented data landscapes, poor lineage tracking and compliance gaps. This webinar will explore how enterprise-grade data lineage can help capital markets participants ensure regulatory compliance with obligations such as BCBS 239, CCAR, IFRS 9, SEC requirements...

BLOG

A-Team Group Announces Winners of the AI in Capital Markets Awards 2025

A-Team Group has announced the winners of the inaugural AI in Capital Markets Awards 2025, celebrating the most innovative and impactful applications of artificial intelligence and machine learning across the global financial markets. The new awards programme recognises technologies that have moved beyond proof-of-concept to deliver measurable value, supporting efficiency, resilience, and insight generation across...

EVENT

AI in Data Management Summit New York City

Following the success of the 15th Data Management Summit NYC, A-Team Group are excited to announce our new event: AI in Data Management Summit NYC!

GUIDE

Regulatory Data Handbook 2025 – Thirteenth Edition

Welcome to the thirteenth edition of A-Team Group’s Regulatory Data Handbook, a unique and practical guide to capital markets regulation, regulatory change, and the data and data management requirements of compliance across Europe, the UK, US and Asia-Pacific. This year’s edition lands at a moment of accelerating regulatory divergence and intensifying data focused supervision. Inside,...