Tender

Portfolio Analysis and Order Management System solutions

  • BRUNEL PENSION PARTNERSHIP LIMITED ('Brunel')

F01: Prior information notice (call for competition)

Notice identifier: 2022/S 000-023365

Procurement identifier (OCID): ocds-h6vhtk-0361c1

Published 22 August 2022, 5:47pm



Section one: Contracting authority

one.1) Name and addresses

BRUNEL PENSION PARTNERSHIP LIMITED ('Brunel')

5th Floor 101 Victoria Street

BRISTOL

BS16PU

Contact

Chris Smedley, Procurement Specialist

Email

procurementsubmission.brunel@brunelpp.org

Telephone

+44 7485331997

Country

United Kingdom

Region code

UKK11 - Bristol, City of

Justification for not providing organisation identifier

Not on any register

Internet address(es)

Main address

https://www.brunelpensionpartnership.org

one.3) Communication

Additional information can be obtained from the above-mentioned address

Tenders or requests to participate must be submitted to the above-mentioned address

one.4) Type of the contracting authority

Body governed by public law

one.5) Main activity

Other activity

Brunel is the discretionary investment manager for ten local authority pension funds.


Section two: Object

two.1) Scope of the procurement

two.1.1) Title

Portfolio Analysis and Order Management System solutions

two.1.2) Main CPV code

  • 48000000 - Software package and information systems

two.1.3) Type of contract

Supplies

two.1.4) Short description

Brunel Pension Partnership is seeking to select a supplier or suppliers to provide a Portfolio Analysis (PA) tool and an Order Management System (OMS) tool. The procurement is divided into two lots. Brunel Pension Partnership are looking for suppliers who can provide one or both Lots. Brunel Pension Partnership will be using the Competitive Procedure with Negotiation.

two.1.6) Information about lots

This contract is divided into lots: Yes

Tenders may be submitted for all lots

Maximum number of lots that may be awarded to one tenderer: 2

The contracting authority reserves the right to award contracts combining the following lots or groups of lots:

The contracting authority reserves the right to award a contract for each lot or to combine both lots into one contract.

two.2) Description

two.2.1) Title

Portfolio Analysis Tool

Lot No

1

two.2.2) Additional CPV code(s)

  • 48000000 - Software package and information systems

two.2.3) Place of performance

NUTS codes
  • UKK - South West (England)

two.2.4) Description of the procurement

Portfolio Analysis tool - SaaS tool used by the Listed Markets Team for on desk portfolio analytics, risk analysis and tracking other portfolio monitoring attributes. The PA tool will use accounting data, delivered daily as well as data feeds for market and economic data . It will be used heavily day to day as the main monitoring tool for our listed market portfolios.

The functionality of the Portfolio Analysis tool shall include:-

• Investment Strategy - Ability to measure investment strategy vs outcome

• Asset Allocation - Display client Strategic asset allocation vs current holdings

• Portfolio Analysis - Proxy fund holding with Benchmark weights or last look through data. Consolidated view across our portfolios, client holdings, ACS and underlying sub investment managers segregated mandates, including Benchmark. Strategic asset allocation, tactical asset allocation Classifications

• Research - Ability to capture and collate manager research, economic and market data, including of non-held market instruments, and present analytics in a consistent manner

• Credit/Liquidity Risk

• Risk Calculation Engine - ability to calculate and monitor a variety of risk characteristics in line with market standards and expectations

• Constituent Analysis - ability source and hold constituent level data of benchmarks and third-party managers

• Performance Reporting - automated reporting from performance system, performance dashboard

• Benchmark Construction - Ability to create benchmarks from underlying indices

• Ability to consume market leading ESG, Climate and broader Responsible Investment data and report with the portfolio views within the system. Ability to customise and integrate across investments

two.2.14) Additional information

Suppliers who express their interest will be issued a pre-qualification questionnaire (PQQ). Responses to the PQQ will be evaluated against the criteria detailed in the PQQ and participants who are successfully selected to continue through to the request for proposal (RFP) phase will be issued with the RFP pack.

Suppliers wishing to express their interest should provide their full company name and address and most suitable contact details.

two.2) Description

two.2.1) Title

Order Management System

Lot No

2

two.2.2) Additional CPV code(s)

  • 48000000 - Software package and information systems

two.2.3) Place of performance

NUTS codes
  • UKK - South West (England)

two.2.4) Description of the procurement

Order Management System - SaaS tool used as an order generation system to size and send instructions via SFTP to our administrator, State Street, who place the unit trades in the markets. Not used by Brunel to generate market trading. OMS is also used to run daily post trade compliance monitoring; this is a key daily control in monitoring our funds. Also used as a workflow tool to monitor and reconcile daily position moves

The functionality of the Order Management System shall include:-

• Order Generation - Ability to generate funds orders to be sent to our administrator, State Street, in an automated CSV file, via SFTP. Ability to generate and move cash between client accounts

• Portfolio Construction - Construct portfolio vs benchmark SAA/TAA incorporating- client specific tolerances

• Order modelling - trade or rebalance SAA vs current position at client or portfolio level including for flows, understanding cash requirements and balances pending trades

• Post Execution - trade blotter to monitor file transfer/execution/settlement of unit deals and cash moves

• Pre-Trade Compliance - Ability to manage allocations against client SAAs, manage exposures against predefined soft limited and ACS and future vehicles

• Post Trade Compliance - code and run all post trade compliance rules at ACS and managers levels daily

.

two.2.14) Additional information

Suppliers who express their interest will be issued a pre-qualification questionnaire (PQQ). Responses to the PQQ will be evaluated against the criteria detailed in the PQQ and participants who are successfully selected to continue through to the request for proposal (RFP) phase will be issued with the RFP pack.

Suppliers wishing to express their interest should provide their full company name and address and most suitable contact details.


Section four. Procedure

four.1) Description

four.1.1) Type of procedure

Competitive procedure with negotiation

four.1.8) Information about the Government Procurement Agreement (GPA)

The procurement is covered by the Government Procurement Agreement: Yes

four.2) Administrative information

four.2.2) Time limit for receipt of expressions of interest

Date

23 September 2022

Local time

10:00am

four.2.4) Languages in which tenders or requests to participate may be submitted

English


Section six. Complementary information

six.4) Procedures for review

six.4.1) Review body

Brunel Pension Partnership Limited

5th Floor, 101 Victoria Street

Bristol

BS1 6PU

Country

United Kingdom