Research and technology

About Soborro

Soborro combines investment expertise with software engineering to help institutions plan for their long-term financial commitments. We develop economic scenarios and portfolio risk analysis for pension funds, insurers and the professionals who advise them.

A long-term perspective

Pension payments, insurance obligations and other financial commitments can extend decades into the future. Assessing the assets that support them requires a view of how economic conditions could evolve over that time.

Our Economic Scenario Generator and Portfolio Risk Profiler help teams examine investment outcomes over 10, 20 years and beyond. They provide a basis for assessing how an allocation might perform, where losses could arise and what those outcomes could mean for future funding.

Our approach to analysis

Economic relationships

Interest rates, inflation and investment returns affect one another. We model them together so that teams can examine how a range of economic conditions could affect their portfolios and financial commitments.

Clear assumptions

Every model reflects choices about how the economy and markets behave. We make those assumptions explicit so that users can examine the basis of the results, question their relevance and understand the limits of the analysis.

Practical application

Our scenarios can be used within a team’s own asset, liability and cash flow models. Our portfolio analysis helps investment professionals interpret potential gains and losses and explain the implications when discussing strategy.

Investment and technology expertise

Soborro brings together experienced professionals in investment research, technology and product development. Our work draws on quantitative finance, actuarial analysis, portfolio management and economic modelling.

Software engineering and cloud infrastructure are central to delivering that work. They provide the computing capacity to run simulations at scale and make the analysis available through tools that investment teams can use in their day-to-day work.

Soborro was founded by Wale Dare, whose experience in quantitative finance, investment management and research informs the firm’s work.