BDC Fund Modeling

Portfolio modeling system for $17 billion alternative investment fund manager structured as a Business Development Company (BDC). Jack worked with the investment team and financial analysts to translate their spreadsheet based system into a scalable application and platform that 25 analysts use daily.

Overview

  • Performs real time calculations of P&L, NAV, dividends, coverage tests, compliance, hedging / risk management and leverage facilities.
  • Supports a variety of underlying asset classes including 1st lien, 2nd lien, bonds, preferred equity, warrants, common stock, and collateralized securities.
  • Robust accrual and historical reporting.
  • Reconciliation with third parties, pricing imports, rate imports.

Technologies

  • C#, F#, WPF / MVVM, ASP.NET, SQL Server, WCF, Telerik Reporting
  • Design Patterns: Factory Method, Strategy, Decorator, Singleton
  • Other: Aspect oriented programming, dependency injection


Other Projects

For more information about Spearing’s services, contact Jack via email at contact@spearing.com or via phone at either (610) 805-4978 or (212) 328-1850.