Investment analytics built for institutions Bloomberg and Aladdin were never priced for.
Meridian designs quantitative tools for strategic asset allocation, fixed-income analytics and portfolio risk — for asset managers, pension funds, insurers, central banks and sovereign wealth funds who manage real capital with limited quantitative infrastructure. We turn the data institutions already hold in Excel into analysis previously reserved for the largest balance sheets.
Built from inside the institutions we serve
Meridian was not designed on a whiteboard. It was built from inside the institutions it now serves.
Throughout our careers, we worked alongside investment teams responsible for meaningful pools of capital — reserves, pension assets, insurance portfolios — using the tool most of them still rely on today: Excel. Not because rigor was missing, but because the infrastructure was not. The models that inform strategic asset allocation, yield-curve forecasting and portfolio construction at the largest institutions were built for balance sheets an order of magnitude larger than the ones we were managing.
We spent years building that infrastructure by hand, one spreadsheet at a time, for a single institution. Meridian is what we built once we decided that work should not need to be repeated at every institution that lacks a dedicated quantitative desk.
A gap in infrastructure, not in capability
A pension fund overseeing several billion dollars. A central bank's reserve management division. An insurer building its first strategic asset allocation policy. These institutions carry real fiduciary responsibility, yet often operate with investment teams of three to five people, no dedicated quantitative function, and licensing budgets that put Bloomberg PORT, Aladdin, MSCI Barra and SimCorp out of reach.
That gap says nothing about the quality of these institutions or their staff. It reflects how analytical infrastructure has been priced and packaged — for institutions above a certain size, leaving everyone else to approximate with formulas and judgment.
Meridian exists to close that gap — not by replacing the workflow investment teams already trust, but by extending what it can do.
The analytical core of institutional investment management
Meridian's models span strategic asset allocation, benchmark construction, portfolio optimization, fixed-income analytics, yield-curve modelling, interest-rate forecasting, Monte-Carlo simulation, portfolio credit risk, credit Value-at-Risk, and interest-rate derivatives VaR — delivered with the reporting institutions need for their boards, regulators and sponsors.
Strategic allocation & benchmarking
Curve fitting and benchmark construction that turn market data into a policy-neutral reference portfolio.
Factor forecasting
Forward-looking scenarios for the drivers of yield-curve risk, under regimes an investment committee can defend.
Scenario returns & VaR
Holding-period return distributions, Value-at-Risk and credit VaR at the confidence levels your policy requires.
Portfolio optimization
Mean-variance allocation across instruments, with the covariance structure priced from your own curve.
Portfolio credit risk
Rating migration and default simulation across counterparties, decomposed by issuer and risk type, with Expected Credit Loss and CVaR.
SOFR futures & options VaR
Monte-Carlo VaR and CVaR for a SOFR derivatives book, decomposed at the position, strategy, trader and portfolio level under stress scenarios.
The workflow is deliberately simple: download a template, upload your institution's own data, run the model, receive analysis formatted to the standard of an internal research desk.
We complement the systems you already run
Meridian is not a substitute for Bloomberg, Aladdin or a portfolio management system, and we have no intention of becoming one. Those systems solve execution, custody and enterprise-wide data management — problems Meridian does not attempt to solve.
What Meridian addresses is the analytical layer beneath the strategic decision: the yield-curve model behind a duration call, the simulation behind a Value-at-Risk limit, the optimization behind a strategic asset allocation review. That is where investment committees form their views, and it has remained the layer least accessible to institutions outside the largest tier.
Meridian is built to sit alongside the systems you already run, not to displace them.
Practitioners first
Meridian is built by practitioners, not by a technology company entering finance. The founding team has spent years inside foreign reserve management, strategic asset allocation, market risk, credit risk, liquidity risk, portfolio management and fixed-income investing — designing proprietary risk models, participating in strategic asset allocation exercises, introducing new investment instruments, and supporting reserve management decisions at the National Bank of Georgia. That work included collaboration with the World Bank and the Bank for International Settlements on strategic asset allocation and reserve management initiatives.
That background shapes what we build: models designed to survive a real investment committee, not a seminar room. Our expertise spans quantitative finance, portfolio management, financial modelling and the application of modern computational methods to investment analysis — combined with the discipline of people who have had to defend these models under questioning, not just publish them.
An analytics standard built for emerging markets
Our long-term objective is to become the reference analytics platform for institutional investors across emerging markets — the standard reference point for strategic asset allocation and portfolio risk that larger institutions already have in Bloomberg or MSCI, built specifically for the constraints and priorities of institutions managing public and fiduciary capital with lean teams.
We believe the size of an institution's balance sheet should not determine the quality of the analytics available to the people responsible for it.
Get in touch
Questions about a model, a partnership, or getting your institution set up — reach us directly at contact@smartiq.space.
Building this is not a project for one institution alone
We are seeking collaboration with development organizations, international financial institutions, strategic investors, research partners, technology partners, pilot institutions and asset managers who share an interest in strengthening investment capability across emerging markets.
If your organization allocates capital, sets policy for institutions that do, or funds the infrastructure that makes sound investment decisions possible, we would welcome the conversation.