Overview
Portfolio Risk Optimization Services Inc. (PROS) is the quantitative investment management division of Sceptre Investment Counsel. PROS specializes in delivering liability based, asset management solutions to the pension industry, life insurance industry, general insurance market, and to other liability focussed financial institutions.
The PROS process and offering is end to end in that all of the solutions are based on the liability profile specific to the individual client, allowing for the delivery of a customized, comprehensive, portfolio solution. The backbone of the PROS process is the internally developed, proprietary, risk optimization software. Client specific liability data is valued and analysed using our proprietary software to create the risk statistics necessary to generate the optimal asset portfolio. All solutions are customized to the needs, objectives and constraints of the individual client. PROS in-depth understanding of the liability side of the balance sheet, extensive risk management experience and intimate knowledge of the capital markets has allowed for a highly differentiated, value-added product offering.
PROS continually adds value to clients over time because the markets and the circumstances surrounding a given liability profile and asset portfolio are dynamic by nature and will change over time. PROS process ensures that an asset portfolio is optimal given the current liability profile and conditions present in the market at that time. All of PROS solutions are real-time and implementable.
Principal Contact:
JEAN-FRANCOIS LEMAY
Fellow of the Canadian Institute of Actuaries (2001)
Fellow of the Society of Actuaries (1998)
BSc Actuarial Sciences (1992)
Mr. Lemay is Vice-President of Portfolio Risk Optimization Services Inc. (PROS), a division of Sceptre Investment Counsel Limited, which Sceptre acquired effective January 1, 2005. He is responsible for the design, modeling and implementation of risk management solutions for the pension, life insurance and general insurance markets. Mr. Lemay’s experience includes various aspects of risk management during his time as Vice-President of KBSH’s Quantitative Solutions Group and dynamic hedging experience as Senior Financial Engineer at RGA Financial Products.
Investment Teams:
