Who We Are
Equarius Risk Analytics is a data platform AI/ML company focused on financial risk analysis in portfolios with holdings exposed to water/climate risk.
Our index platform provides mainstream financial risk metrics capturing embedded water risk through a volatility risk premium. Our patent-pending learning algorithms were developed with The University of Michigan (UM) and LimnoTech, an environmental services firm. Equarius Risk Analytics has secured an all fields of use license from UM.
Our quantitative analytics and finance team is focused on understanding the impact of water and weather risks on equities in the capital markets. Our data platforms are used to structure indices to integrate water risk in active and passive portfolios, and to inform corporate water risk management.
ERA collaborates with index providers (e.g. MSCI, Limeyard, S-Network Global Indexes), data providers (e.g. CDP, FactSet, Bloomberg), financial asset managers (e.g. Dana Investment Advisors, Credit Suisse, UBS), and non-profit organizations (e.g. WRI, WWF, Ceres) to provide solutions that can align financial metrics with corporate water risk exposures to build resiliency and sustainability.
Water Alpha - Water Risk Indexes - Corporate Risk Management
Equity Risk for Indexing Firms, Asset Managers & Solutions Providers
Value at risk signaling
Since water and weather risk have short term and extreme effects on share prices, value at risk (VaR) metrics are calculated on the security and benchmarked in its GICS industry. Assessment of systemic vs. diversifiable risk impacts.
Water Risk Exposure
Financial and economic productivity impacts
Each company's regional asset exposure to water and weather risk is quantified in a financial context (economic productivity, operations) to understand asset intensity and risk management impacts
Financial and unstructured data analysis
Groundtruthing of financial risk probabilities is essential to inform asset allocation strategies. Natural language processing (NP) of textual data from required, voluntary and informal disclosures is used to adjust risk exposures.
waterBeta Factor Investing
Informed decisions for active and passive managers
Company-specific waterBeta serves to understand volatility risk premiums in portfolios, and can be structured to adjust/tilt allocations to uncover alpha in industry verticals. We design, test, and license indices.
Corporate Water Risk Feedback
Actionable financial intelligence for CRM
Factor analysis used to structure capital markets water exposure can be used to engage corporations and inform risk management strategies.
Click on SlideShare to Learn about waterBeta
Management and Technical Team
Peter Adriaens PhD PE
Cofounder and CTO
Director, Center for Smart Infrastructure Finance, The University of Michigan
Greg Peterson MS
Cofounder and COO
Operations management and strategic decision-making; Executive VP of LimnoTech
Hua Tao PhD
Database models; statistics; API models; portfolio modeling; FORTRAN 90/95, Visual Basic 6, VBA, C++, and Matlab
Tad Slawecki MS
Software Development: VaR analytics; Database architecture design; Python/Java; GIS models; Machine learning
Iulia Mogosanu MBA
Risk management and corporate financials, UniCredit Bank; Huron River Ventures; Amazon; Lurie Commercialization Fund
Ric McCullough CPA
Mathematical models; financial risk analytics
Noemi Barabas, PhD
Python modeling; Multivariate statistics; Big data analytics; Machine learning.
co-Founder of LimnoTech; Past President, Water Environment Federation; 40 years of corporate/public business development
President of LimnoTech; 20 years hydrological modeling expertise; multi-variate statistics; 10 years corporate & public water/climate project development
Vice President, Senior Investment Officer, Bank of Ann Arbor; Equity Research, Wells Capital Mgmt; Equity Analyst, Thomson Horstmann & Bryant
Lydia Miller MBA
Senior Vice President and portfolio specialist at Dana Investment Advisors; portfolio allocation, risk management, and ESG investment strategies