QRADS_ADDITIONAL_ATTACHMENTS.pdf

ATTACHMENT B-1 LABOR RATE TABLES

(RESERVED)

ATTACHMENT H-2 NON-DISCLOSURE AGREEMENT (CONTRACTOR PERSONNEL)

(RESERVED)

SECURITIES AND EXCHANGE COMMISSION Solicitation No. 50310218R0002

Channel

Quantitative Research Analytical Data Support (QRADS)

BASE PERIOD AWARD THROUGH 12 MONTHS (Assume a March 30, 2018 Award)

SEC Labor Category Proposed Labor Category

Hourly Labor Rate (On-site)

Hourly Labor Rate (Off-site)

Project Manager Captial Markets and Financial Industry Data Analyst

Project Manager Statistical Programming Analyst

Project Manager

Project Manager

Project Manager Text Analytical Programming Analyst Data Scientist

*Note: Offeror shall add key and non-key personnel as appropriate.

Channel 3

Channel 4

Channel 5

(insert proposed Channel)

(Insert Proposed Channel and complete table as appropriate)

LABOR RATES TABLE

Channel 1

Channel 2

Quantitative Research Analytical Data Support (QRADS)

OPTION YEAR I THROUGH 12 MONTHS

SEC Labor Category Proposed Labor Category

Hourly Labor Rate (On-site)

Hourly Labor Rate (Off-site)

Project Manager Captial Markets and Financial Industry Data Analyst

Project Manager Statistical Programming Analyst

Project Manager

Project Manager

Project Manager Text Analytical Programming Analyst Data Analyst

*Note: Offeror shall add key and non-key personnel as appropriate.

Channel 3

Channel 4

Channel 5

(insert proposed Channel)

(Insert Proposed Channel and complete table as appropriate)

LABOR RATES TABLE

Quantitative Research Analytical Data Support (QRADS)

OPTION YEAR II THROUGH 12 MONTHS

SEC Labor Category Proposed Labor Category

Hourly Labor Rate (On-site)

Hourly Labor Rate (Off-site)

Project Manager Captial Markets and Financial Industry Data Analyst

Project Manager Statistical Programming Analyst

Project Manager

Project Manager

Project Manager Text Analytical Programming Analyst Data Analyst

*Note: Offeror shall add key and non-key personnel as appropriate.

Channel 3

Channel 4

Channel 5

(insert proposed Channel)

(Insert Proposed Channel and complete table as appropriate)

LABORS RATES TABLE

Quantitative Research Analytical Data Support (QRADS)

OPTION YEAR III THROUGH 12 MONTHS

SEC Labor Category Proposed Labor Category

Hourly Labor Rate (On-site)

Hourly Labor Rate (Off-site)

Project Manager Captial Markets and Financial Industry Data Analyst

Project Manager Statistical Programming Analyst

Project Manager

Project Manager

Project Manager Text Analytical Programming Analyst Data Analyst

*Note: Offeror shall add key and non-key personnel as appropriate.

Channel 3

Channel 4

Channel 5

(insert proposed Channel)

(Insert Proposed Channel and complete table as appropriate)

LABOR RATES TABLE

Quantitative Research Analytical Data Support (QRADS)

OPTION YEAR IV THROUGH 12 MONTHS

SEC Labor Category Proposed Labor Category

Hourly Labor Rate (On-site)

Hourly Labor Rate (Off-site)

Project Manager Captial Markets and Financial Industry Data Analyst

Project Manager Statistical Programming Analyst

Project Manager

Project Manager

Project Manager Text Analytical Programming Analyst Data Analyst

*Note: Offeror shall add key and non-key personnel as appropriate.

Channel 3

Channel 4

Channel 5

(insert proposed Channel)

(Insert Proposed Channel and complete table as appropriate)

LABOR RATES TABLE

Base Period Option Period

Option Period

Option Period

Option Period 4G&A to be applied to:

ODCs

Travel

Subcontract Handling

Materials & Indirects

Sample Task Order Base Year Period of Performance: Date of Award - One-Year (Assume a March 30, 2018 Award) Labor Category IDIQ Rate Discounted Hourly Rate

Labor Category Estimated Hours IDIQ Discounted Rate (if applicable) Total

Other Direct Costs (ODCs) NTE ODC Total 2,000.00$

Travel NTE Travel Total 5,000.00$

Total Estimated Base Year Price $

Table 1 - Labor Categories and Rate Table

Table 2 - Total Price Table

Sample Task Order Base Year Period of Performance: Date of Award - One-Year (Assume a March 30, 2018 Award)

SAMPLE TASK PRICING TEMPLATE

(insert proposed Channel)

Sample Task Order Option Year I Period of Performance: Date of Award - One-Year Labor Category IDIQ Rate Discounted Hourly Rate

Labor Category Estimated Hours IDIQ Discounted Rate (if applicable) Total

Other Direct Costs (ODCs) NTE ODC Total 2,000.00$

Travel NTE Travel Total 5,000.00$

Total Estimated Option Year I Price $

Period of Performance: Date of Award - One-Year

SAMPLE TASK PRICING TEMPLATE

(insert proposed Channel)

Table 1 - Labor Categories and Rate Table

Table 2 - Total Price Table

Sample Task Order Option Year I

Sample Task Order Option Year II Period of Performance: Date of Award - One-Year Labor Category IDIQ Rate Discounted Hourly Rate

Labor Category Estimated Hours IDIQ Discounted Rate (if applicable) Total

Other Direct Costs (ODCs) NTE ODC Total 2,000.00$

Travel NTE Travel Total 5,000.00$

Total Estimated Option Year II Price $

Period of Performance: Date of Award - One-Year

SAMPLE TASK PRICING TEMPLATE

(insert proposed Channel)

Table 1 - Labor Categories and Rate Table

Sample Task Order Option Year II

Sample Task Order Option Year III Period of Performance: Date of Award - One-Year Labor Category IDIQ Rate Discounted Hourly Rate

Labor Category Estimated Hours IDIQ Discounted Rate (if applicable) Total

Other Direct Costs (ODCs) NTE ODC Total 2,000.00$

Travel NTE Travel Total 5,000.00$

Total Estimated Option Year 111 Price $

Period of Performance: Date of Award - One-Year

SAMPLE TASK PRICING TEMPLATE

(insert proposed Channel)

Table 1 - Labor Categories and Rate Table

Sample Task Order Option Year III

Sample Task Order Option Year IV Period of Performance: Date of Award - One-Year Labor Category IDIQ Rate Discounted Hourly Rate

Labor Category Estimated Hours IDIQ Discounted Rate (if applicable) Total

Other Direct Costs (ODCs) NTE ODC Total 2,000.00$

Travel NTE Travel Total 5,000.00$

Total Estimated Option Year IV Price $

Period of Performance: Date of Award - One-Year

SAMPLE TASK PRICING TEMPLATE

(insert proposed Channel)

Table 1 - Labor Categories and Rate Table

Sample Task Order Option Year IV

ATTACHMENT L-2 Description of Key Personnel Labor Categories by Channel

Channel 1 - External Research Support and Technical Expertise (Section C.3.1)

Project Manager shall have a minimum of five (5) years relevant work experience in the math, economics, finance or science fields with at least five (5) years’ experience as a manager with demonstrated organizational and communication skills, and ability to staff and manage technical projects. An advanced degree in social science, business, engineering or science is preferred. The Project Manager shall have experience working in an integrated project team, to ensure delivery of a high quality product, on time and within budget. Experience with federal government contracting is preferred.

Capital Markets and Financial Industry Data Analyst shall have a minimum of 7 years data analysis experience in capital markets/financial industry or economic analysis, with deep expertise in financial market-related topics such as hedge funds, options, credit default swaps, mortgage backed securities, or municipal securities. The Senior Capital Markets and Financial Industry Data Analyst shall have knowledge of statistical methods, mathematical techniques, computer software and algorithms that are commonly applied in these areas. A Bachelor’s degree in Finance, Economics, Engineering, Operations Research, or Mathematics is essential. An MBA or MFE is desired. The Contractor shall demonstrate the ability to communicate effectively with financial economists, or other quantitative analysts and programmers and possess a broad knowledge of hardware/software technologies.

Channel 2 - Analytical Tool Development (Section C.3.2)

Project Manager shall have a minimum of five (5) years’ experience with software development methodologies, preferably in the financial industry or related experience, with at least five (5) years’ experience as a manager with demonstrated organizational and communication skills, and ability to staff and manage technical projects. At least five years of experience using Agile project management methodology and/or current PMI Project Management Professional (PMP) certification, with experience managing projects of similar scope and cost, is also preferred. The Project Manager shall have experience working in an integrated project team to ensure delivery of a high quality product, on time and within budget. Experience with federal government contracting is preferred.

Statistical Programming Analyst shall have a minimum of a Master's degree in econometrics, finance, or related technical fields such as mathematics, engineering, operations research, statistics, computer science, or an MBA or MFE, and demonstrated experience of at least four (4) years in data analysis, statistical data analysis and reporting of research studies. The key personnel shall also demonstrate experience using advanced analytic techniques such as modern econometric methods, machine learning, multivariate statistical analysis, clustering and segmentation, experimental design, optimization and text analytics.

At least one year operational/regulatory financial analysis experience is preferred. The analyst should have deep experience in managing and integrating large datasets using a variety of software packages. The key personnel should have programming experience using one or more of the following: SAS, VBA, STATA, MATLAB, Mathematica, Perl, R, SPLUS, Python, or SQL. Experience with Python, R and/or other scripting languages is highly desired.

The key personnel shall also demonstrate experience with SQL-type and non-SQL type databases, knowledge and experience in a systems environment, such as MS Windows, Linux, and UNIX, that facilitates manipulation and processing of data is also required.

Channel 3 - Database Development and Maintenance (Section C.3.3)

Project Manager shall have a minimum of ten (10) years verifiable experience managing information technology (IT) projects delivering multiple enterprise data warehouse projects.

At least five years of experience using Agile project management methodology and/or current PMI Project Management Professional (PMP) certification, with experience managing projects of similar scope and cost, is also preferred. The Project Manager shall have proven ability to lead development personnel within a high-paced, very technical environment. The Project Manager shall hold a Bachelor’s degree in computer science or a related discipline. The Project Manager shall demonstrate experience with Federal government system management, maintenance and development contracts, as well as software version control.

Channel 4 Analytical Reports and Data Analysis (Section C.3.4)

Project Manager shall have at least five (5) years’ experience as a manager with demonstrated organizational and communication skills, and ability to staff and manage technical projects. Experience with advanced data analytic methods, statistical data analysis, reporting of research studies, or technical writing, preferably in the financial industry or related experience, is desired. At least five years of experience using Agile project management methodology and/or current PMI Project Management Professional (PMP) certification, with experience managing projects of similar scope and cost, is preferred. The Project Manager shall have experience working in an integrated project team to ensure delivery of a high quality product, on time and within budget. Experience with federal government contracting is preferred.

Channel 5 Analytical Methods and Support (Section C.3.5)

Project Manager shall have a minimum of five (5) years relevant work experience in the math, business administration or science fields with at least five (5) years of experience as a manager with demonstrated organizational and communication skills, and ability to staff and manage technical projects. At least five years of experience using Agile project management methodology and/or current PMI Project Management Professional (PMP) certification, with experience managing projects of similar scope and cost, is also preferred. The Project Manager shall have experience working in an integrated project team to ensure delivery of a high quality product, on time and within budget. Experience with federal government contracting is preferred.

Text Analytical Programming Analyst shall have a minimum of a Master’s degree in information systems, computer science, computational linguistics, applied mathematics, or related technical field such as econometrics, finance, engineering, operations research, or an MBA, and demonstrated experience of four (4) years in analyzing textual datasets. The key personnel shall also demonstrate experience using advanced analytic techniques such as latent semantic analysis, named-entity recognition, and part-of-speech tagging. At least one year operational/regulatory analysis experience is preferred. The Contractor shall provide resources that have deep experience in creating, managing, and analyzing large text corpora using a variety of software packages similar to NLTK, gensim, Apache OpenNLP, Stanford NER, and LingPipe, along with experience using packages such as EXCEL, STATA, MATLAB, Mathematica, Perl, Oracle 11g, MS ACCESS, R, S-PLUS, Python or SQL. The key personnel shall also demonstrate experience with the Hadoop computational ecosystem, and Oracle relational databases. Knowledge and experience in a systems environment, such as MS Windows, Linux, and UNIX, that facilitates manipulation and processing of data is also required.

Data Scientist shall have a minimum of a Master’s degree in computer science, statistics, or applied mathematics, and demonstrated experience of four (4) years in creating machine learning pipelines to derive insights from data (i.e., from data aggregation and cleaning, to using machine learning techniques). The key personnel should be familiar with unsupervised (e.g., clustering), semi-supervised (e.g., label propagation) and supervised learning (e.g., ensemble classifiers) algorithms, and when it is appropriate to use each. Knowledge of deep learning paradigms and architectures is a plus. The Contractor shall provide resources that have deep experience in creating, managing, and analyzing large datasets. The contractor shall be familiar with contemporary scripting languages such as Python and R, the Hadoop computational ecosystem, Oracle relational databases, and the Linux/UNIX operating system.

ATTACHMENT L-5 - SAMPLE TASK ORDER - CHANNEL 1

UPDATED 1-18-18

SAMPLE TASK ORDER CHANNEL 1

SECTION I – STATEMENT OF WORK

Channel 1 External Research Support and Technical Expertise

C. Statement of Work

C. 1 Background

The Division of Economic and Risk Analysis (DERA) provides a wide range of data-driven economic analyses and analytics to the Commission and staff across the Securities and Exchange Commission (SEC). DERA has five primary mission functions:

(1) To support agency rulemaking and policy development;

(2) To develop cutting-edge, customized risk assessment tools and models to assist SEC divisions and offices to proactively detect market risks indicative of possible violations of the Federal securities laws;

(3) To serve as the central hub for the Commission’s approach to intake, processing, and use of data – including analytical methods and the production of market statistics;

(4) To support the Division of Enforcement through the provision of sophisticated economic and statistical analysis to assist in investigations and litigated cases; and

(5) To inform the public about relevant securities issues through the publication of white papers, working papers, and other research publications.

DERA’s sophisticated analytic and data services are mission focused, comprehensive, and include:

• Providing detailed, high-quality economic and statistical analyses, and specific subject-matter expertise to the SEC;

• Identifying, evaluating and recommending ways the SEC staff can use financial data, including interactive data, as well as providing expertise in data analysis;

• Identifying and analyzing issues, trends, and innovations in the marketplace;

• Developing analytical tools, approaches, methods, and models in order to identify trends, risks, or potential securities law violations in the capital markets;

• Working with outside experts in academia and industry to strengthen the SEC’s foundation of market knowledge;

• Analyzing and maintaining public and private financial and market data to support relevant initiatives and analytic projects;

• Creating knowledge through high-quality research and publication in peer-reviewed journals; and

• Participating in, and contributing to, academic and industry conferences.

On July 11, 2012, the Commission adopted Rule 613 of Regulation NMS, which required the Participants to submit a National Market System (NMS) plan to create, implement, and maintain a consolidated audit trail (CAT) that would capture customer and order event information for orders in NMS securities, across all the markets, from the time of order inception through routing, cancellation, modification, or execution in a single, consolidated data source (the CAT NMS Plan). The Commission approved the CAT NMS Plan, with some modifications, on November 15, 2016.

The CAT is expected to allow regulators to efficiently and accurately track all activity throughout the U.S. markets in NMS securities. The CAT will track orders throughout their lifecycle and identify the broker-dealers handling them. CAT Participants are required to report order events into CAT. Reportable order events include, but are not limited to: accepted orders, routes, replaced orders, canceled orders and executions. All Participants are responsible for submitting reference information, including the symbols that are active for the exchange on a particular day, and the Participants' member list.

The Commission, as provided in Rule 613 and the CAT NMS Plan, has access to the data reported to the central repository solely the purpose of performing the Commission’s regulatory and oversight responsibilities pursuant to the federal securities laws, rules and regulations. CAT will provide many terabytes of data each day, which the SEC anticipates will be stored in a cloud environment for its use. DERA economists and staff in other Divisions of the Commission will use the data to support a variety of analyses.

C.2 Objectives

The primary objective of this Task Order is to obtain from capital market and financial industry experts a deep understanding and expert knowledge about the data covered in the scope of this work.

The Contractor shall provide assessments and reports about the data based on experience and understanding of how the data is reported, collected, stored and maintained. These reports will advise economists and analysts in determining the quality and suitability of the data to support a variety of analyses, weaknesses and limitations of the data, recommendations on methods or treatments of the data that may improve the quality of the data for specific purposes.

The Contractor shall also provide quality assurance reviews to support the SEC database administrators (DBAs) in the regular maintenance of the data, as appropriate. This support shall include identifying data integrity issues.

C.3 Project Scope

The Contractor shall provide particular expertise and experience in equity and options trading to support Subject Matter Experts (SMEs), DBAs, and other SEC and DERA staff in the analysis and evaluation of the CAT data. The Contractor shall provide input to the SEC staff in developing standard documentation, and recommend adjustments to the data or data processes as appropriate.

C.4 Task 1 – Project Management – Master Project Plan

It is the expectation that the Contractor shall provide a project manager who will serve as a conduit for all tasking associated with the efforts of this task order. In addition, it is the expectation that the project manager will be the conduit by which the required contract deliverables are provided to the COR allowing appropriate time for review and acceptance.

The contractor shall provide an integrated project schedule to manage all work identified by this task order. At a minimum, the plan shall include the Work Breakdown Structure (WBS) with basic efforts associated with developing a project schedule to include but not limited to: define the type of schedule, estimate task duration, define priorities, document assumptions, identify risks and review results. The contractor shall reassess the schedule following the completion of each task and may adjust the dates in consultation with the SEC Project Manager (PM) and with the Contracting Officer’s Representative (COR) approval. (For Deliverable, see D.1)

C.5 Task 2 – Administrative

C.5.1 Project Plan

The Contractor shall provide an integrated project plan to manage all work identified for this task. The project plan shall include the Project Management Plan, Change Management Plan, Communication Plan, Risk Management and Quality Assurance Plan for this project. The Contractor shall provide a project plan narrative that describes the project, technical approach, and methodology. The Project Plan narrative, Project Management Plan, Communication Plan, and Quality Assurance Plan shall be in Microsoft compatible format and include an initial project schedule that includes major milestones and contract deliverable dates. The contractor shall submit a detailed work breakdown structure and burn rate to accomplish the objectives of this project. If following the Agile project management methodology, a description of expected sprints should be included in the project plan narrative. (For Deliverable, see D.2)

C. 5.2 Monthly Vendor Status Meeting

The Contractor shall prepare and deliver to the SEC PM and the COR a monthly presentation describing at a minimum the current status and progress, work associated with the topic, recommendations, issues and any concerns requiring resolution. The monthly meeting will be scheduled by the COR, in association with the SEC PM and the Contractor

Project Manager. Minutes of the meeting should be provided to the COR no later than 2 business days following the meeting. If following the Agile project management methodology, the Sprint Administration meeting can meet this requirement for status reporting. (For Deliverables, see D.3)

C.5.3 Monthly Reports

In addition to the Monthly Vendor Status Meeting, the Contractor shall provide a monthly status report to the COR, describing, at a minimum, current status and progress, work accomplished during the reporting period, work to be accomplished during the next reporting period, and identify any issues or concerns requiring resolution. The monthly report shall include the burn rate, project cost, schedule and risk. It should include a detailed summary of the estimated monthly hours, actual hours and planned hours for the next reporting cycle. The report shall be submitted monthly as agreed upon during the Project Kick-off. (For deliverables, see D.4)

C.5.4 Meeting Minutes

The Contractor shall prepare and deliver minutes of all substantive meetings related to this task order to the SEC PM and COR no later than two (2) business days after the meeting was conducted. The Contractor shall work with the COR to resolve issues and resubmit revised minutes as needed. (For Deliverables, See D.5)

C.6 Task 3-Consolidated Audit Trail Data Analysis Requirements

The Contractor shall work with the Integrated Project Team to develop a thorough understanding of the CAT data provided, and the technical applications and operational requirements with respect to the data and its delivery to the SEC. The Contractor shall identify data integrity issues, assist with obtaining datasets, and ensure these are complete.

The Contractor shall provide daily routine analysis of the CAT data, including but not limited to:

• Data cleansing to identify erroneous data

• Ensuring data integrity

• Identifying and resolving corruption in the data

• Identifying and resolving anomalies and problems in the data

• Identifying and resolving duplicate records for removal, and

• Identifying and resolving anomalies or problems in materialized views and backup and recovery operations. (For Deliverables, see D.6)

C.7 Task 4 Recommendation Packages

Periodically, as requested by the Integrated Project Team, the Contractor shall provide recommendations that will yield correct data suitable for the purpose required to support DERA and SEC analyses. The Contractor shall provide the recommendations for using recommended data/datasets in testing analytical solutions. The Contractor shall also provide data/dataset quality assessments and assess the availability, quality and use of the CAT data/datasets to support the analytical logic developed for quantitative models, database queries, and analytical reports. The Contractor shall provide as requested, advice regarding CAT data standards for the SEC, and any other recommendations as may be requested during the project.

C.8 Task 5 Data Analysis Reports

The Contractor shall work with the Integrated Project Team to provide descriptions and assessments of the CAT data and sources outlining the purpose and quality, descriptions and variables included, common uses, as well as weaknesses or limitations of the various data elements and sources to support documentation and technical documents. The Contractor shall define relationships between the CAT data fields, to assist database developers and database architects in developing blueprints for designs that will be approved and implemented by the DBAs. The data element definitions provided should have a quality sufficient to support database developers and database architects in developing blueprints for efficient database designs that will be approved and implemented by the DBAs.

D. DELIVERABLES

The contractor shall prepare deliverables specific to the Tasks as shown in the table below All deliverables shall be formatted by the contractor and prepared using Microsoft Office Suite applications or alternative formats as appropriate and approved by the SEC PM and COR. The deliverables shall be posted to the designated folder within the QRADS SharePoint site as completed. The PM, with assistance from the Integrated Project Team, will review and recommend approval/disapproval of the deliverables to the COR.

D.1 Task 1 Master Project Plan

The contractor shall provide an integrated project schedule to manage all work identified by this task order no later than 5 business days following the Kick-off Meeting. At a minimum, the plan shall include the WBS, project contract milestones, and contract deliverables. The contractor shall reassess the schedule following the completion of each task and may adjust the dates in consultation with the SEC PM and with COR approval.

D.2 Task 2 Project Plan

The contractor shall provide a project plan to manage all work identified for this task no later than 45 days after contract award (this date is flexible and dependent on personnel clearing SEC Security). The Project plan shall include the Change Management Plan, Communications Management Plan, and Quality Management Plan and a Risk Management Plan. The Project Plan shall be in Microsoft compatible format and include an initial project schedule that includes major milestones and contract deliverable dates. The Contractor shall provide a project plan narrative that describes the project, technical approach, and methodology. If following the Agile project management methodology, a description of expected sprints should be included in the project plan narrative.

D.3 Task 2 Monthly Vendor Status Meeting

The Contractor shall prepare and deliver to the SEC PM and the COR, a monthly presentation describing at a minimum the status and progress, work associated with the topics, recommendations, issues and identify concerns requiring resolution. (This monthly meeting does not preclude the scheduling of regular working meetings between the contractor team and the SEC team.) Minutes of the meeting should be provided to the SEC PM and COR no later than 2 business days following the meeting. If following the Agile project management methodology, the Sprint Administration meeting and associated minutes can meet this requirement for status reporting.

D.4 Task 2 Monthly Reports

The Contractor shall provide a monthly status report to the COR, describing, at a minimum, current status and progress, work accomplished during the reporting period, work to be accomplished during the next reporting period, and identify any issues or concerns requiring resolution. The monthly report shall include the burn rate, project cost, schedule and risk. It should include a detailed summary of the estimated monthly hours, actual hours and planned hours for the next reporting cycle. The report shall be submitted monthly as agreed upon during the Project Kick-off.

D.5 Task 2 Meeting Minutes

The Contractor shall prepare in Microsoft compatible format and deliver to the SEC PM and COR meeting minutes from all substantive meetings relating to this task order. The Contractor shall work with the COR to resolve issues and resubmit revised version as needed.

D.6 Task 3 Consolidated Audit Train (CAT) Data Analysis Requirements

The Contractor shall provide in Microsoft compatible format, documentation of the CAT data analysis requirements as provided for in C.6.

D.7 Task 4 Recommendation Packages

The Contractor shall provide written recommendations as required by C.7. All recommendations shall be provided in Microsoft Office compatible format. The SEC PM will coordinate with the Integrated Project Team to provide any decisions on the proposed recommendations no later than 10 days after receipt.

D.8. Task 5 Data Analysis Reports

The Contractor shall provide in Microsoft compatible format, documentation of the CAT data analysis as provided for in C.8.

Task No. Deliverable Description Due Date Recipient

1 Master Project Plan See paragraph D.1. 5 days after kick-off meeting

COR, PM

2 Project Plan See paragraph D.2. 45 days after contract award date

COR, PM

3 Monthly Vendor Status Meeting

See paragraph D.3. As determined with the COR and PM

COR, PM

4 Task 2 Monthly Reports

See paragraph D.4 Submitted on same day as monthly invoice within 7 days after the end of the month.

COR, PM

5 Task 2 Meeting Minutes

See paragraph D.5 No Later Than

(NLT) 2

business days after major meetings

COR, PM

6 Task 3 CAT Data Analysis Requirements

See paragraph D.6 No later than 30 days after contract award

COR, PM,

7 Task 4 Recommendation Packages

See paragraph D.7 As determined in the Final Project Plan

COR, PM

8 Task 5 Data Analysis Reports

See paragraph D.8 As determined in the Final Project Plan

COR, PM

E. PERIOD OF PERFORMANCE

CLIN Period of Performance

0001 Date of Award through 1-year

F. PLACE OF PERFORMANCE

The work will primarily be performed at the address below; however, some work may be performed at the contractor’s site with prior approval from the COR:

Securities and Exchange Commission (Headquarters) Division of Economic and Risk Analysis (DERA) 100 F Street, NE Washington, DC 20549

G. TYPE OF ORDER

This is a Time and Materials task order.

H. TRAVEL

It is anticipated that long distance travel will be on a not-to-exceed basis.

Local travel will not be reimbursed. However, in the event travel is required, all travel shall be in accordance with Federal Travel Regulations (FTR) and approved in advance by the COTR. Additionally, costs for transportation, lodging, meals, and incidental expenses must be coordinated and approved in advance by the COR. Submit cost breakdown electronically to the COR. (1) Costs incurred by contractor personnel on official company business are allowable, subject to the limitation contained in FAR Part 31.205-46.

Government per diem rates can be found on the website at www.gsa.gov. The ability to perform unscheduled travel is contingent upon Government approval and will only be used to address travel needs as they occur.

H.1 Local Travel

The local travel area for SEC duty assignments in the Washington, DC metropolitan area has been established as follows: The District of Columbia; the cities of Alexandria, Fairfax, Falls Church in Virginia; Arlington and Fairfax Counties in Virginia; and Montgomery, Charles, and Prince George’s Counties in Maryland.

I. Other Direct Costs

It is anticipated that other direct costs may be included for incidental expenses.

J. GOVERNMENT FURNISHED INFORMATION/PROPERTY

The government will provide office space, supplies and/or access to necessary telecommunications and computer equipment for the support services work that is to be performed on-site. The Contractor will not have a due diligence event to evaluate the government furnished property or information prior to award. The government will make meeting rooms available when required.

K. DRESS CODE

Business attire is required while contractor personnel are on-site.

(End of Section I)

ATTACHMENT L-6 - SAMPLE TASK ORDER CHANNEL 2

SAMPLE TASK ORDER CHANNEL 2

Channel 2 Analytical Tool Development

The Division of Economic and Risk Analysis (DERA) provides a wide range of data-driven economic analyses and analytics to staff across the Securities and Exchange Commission (SEC). DERA has five primary mission functions:

(1) To support agency rulemaking and policy development;

(2) To develop cutting-edge, customized risk assessment tools and models to assist SEC divisions and offices to proactively detect market risks indicative of possible violations of the Federal securities laws;

(3) To serve as the central hub for the Commission’s approach to intake, processing, and use of data – including analytical methods and the production of market statistics;

(4) To support the Division of Enforcement through the provision of sophisticated economic and statistical analysis to assist in investigations and litigated cases; and

(5) To inform the public about relevant securities issues through the publication of white papers, working papers, and other research publications.

DERA’s sophisticated analytic and data services are mission focused, comprehensive, and include:

• Providing detailed, high-quality economic and statistical analyses, and specific subject-matter expertise to the SEC;

• Identifying, evaluating and recommending ways the SEC staff can use financial data, including interactive data, as well as providing expertise in data analysis;

• Identifying and analyzing issues, trends, and innovations in the marketplace;

• Developing analytical tools, approaches, methods, and models in order to identify trends, risks, or potential securities law violations in the capital markets;

• Working with outside experts in academia and industry to strengthen the SEC’s foundation of market knowledge;

• Analyzing and maintaining public and private financial and market data to support relevant initiatives and analytic projects;

• Creating knowledge through high-quality research and publication in peer-reviewed

The Office of Research and Data Services (ORDS) Information Delivery System (OIDS) tool provides users with access to commercial and internally-developed data sets and analytical reports created by DERA staff and economists. The data sets cover a wide variety of areas such as regulatory registration information, mutual fund performance, hedge fund performance, and market trading data. The reports that can be accessed within this tool use multiple data sources and incorporate a variety of analytical methods. The sources of this data include commercial data feeds, the NYSE, web-based feeds, manual downloads, APIs and aggregated data vendors like WRDS. These data sets are downloaded into various servers and databases, including Oracle and Netezza. All of these data reside in the SEC network.

The purpose of this project is to modernize existing reports and/or develop new reports within the recently enhanced OIDS environment, which utilizes the next version of SAS,

9.4. The contractor is expected to exploit the full capabilities of SAS 9.4 to create enhanced functionality and visualization in existing and/or new reports. Additionally, the new environment will support Python scripts. The contractor is expected to develop Python scripts that output reports containing data, analytics, and/or visuals.

C.2 Objectives

The primary objective of this Task Order is to provide users with improved functionality and flexibility in the updated OIDS SAS environment. This project will have a primary focus on expanding report capabilities in OIDS, and testing the bounds of what can be provided to the user. The Contractor is expected to modernize existing reports and/or develop new reports within OIDS, which utilizes the next version of SAS, 9.4. These reports will be among the first developed in the new OIDS environment and should provide SEC staff with in-demand capability to address emerging business needs. The project also anticipates that Python will be available in OIDS and the Contractor would utilize this tool to develop additional functionality and reporting.

C.3 Scope

The Contractor shall provide particular expertise and experience in SAS, specifically version 9.4, and expertise with Python. The Contractor should have experience with developing reports, specifically in SAS, and data visualization. The project will encompass the updating of existing reports and/or the development of new reports, using existing datasets and potentially new datasets available at the Commission. The Contractor will work in the new OIDS III application in the Stage environment.

C.4. Task 1 – Master Project Plan

It is the expectation that the Contractor shall provide a project manager who will serve as a conduit for all tasking associated with the efforts of this task order. In addition, it is the expectation that the project manager will be the conduit by which the required contract deliverables are provided to the COR allowing appropriate time for review and acceptance.

The contractor shall provide an integrated project schedule to manage all work identified by this task order. At a minimum, the plan shall include the Work Breakdown Structure (WBS) with basic efforts associated with developing a project schedule to include but not limited to: define the type of schedule, estimate task duration, define priorities, document assumptions, identify risks and review results. The contractor shall reassess the schedule following the completion of each task and may adjust the dates with the SEC Project Manager (PM) and with the Contracting Officer’s Representative (COR) approval. (For Deliverable, see D.1)

C.4 Task 2 – Administrative

C.4.1 Project Plan

The Contractor shall provide an integrated project plan to manage all work identified for this task. The project plan shall include the Project Management Plan, Change Management Plan, Communication Plan, Risk Management and Quality Assurance Plan for this project. The Contractor shall provide a project plan narrative that describes the project, technical approach, and methodology. The Project Plan narrative, Project Management Plan, Communication Plan, and Quality Assurance Plan shall be in Microsoft compatible format and include an initial project schedule that includes major milestones and contract deliverable dates. The contractor shall submit a detailed work breakdown structure and burn rate to accomplish the objectives of this project. If following the Agile project management methodology, a description of expected sprints should be included in the project plan narrative. (For Deliverable, see D.2)

C. 5.2 Monthly Vendor Status Meeting

The Contractor shall prepare and deliver to the SEC PM and the COR a monthly presentation describing at a minimum the current status and progress, work associated with the topic, recommendations, issues and any concerns requiring resolution. The monthly meeting will be scheduled by the COR, in association with the SEC PM and the Contractor Project Manager. (This monthly meeting does not preclude the scheduling of regular working meetings between the contractor team and the SEC team.) Minutes of the meeting should be provided to the COR no later than 2 business days following the meeting. If following the Agile project management methodology, the Sprint Administration meeting can meet this requirement for status reporting. (For Deliverables, see D.3) status report to the COR, describing, at a minimum, current status and progress, work accomplished during the reporting period, work to be accomplished during the next reporting period, and identify any issues or concerns requiring resolution. The monthly report shall include the burn rate, project cost, schedule and risk. It should include a detailed summary of the estimated monthly hours, actual hours and planned hours for the next reporting cycle. The report shall be submitted monthly as agreed upon during the Project Kick-off. (For deliverables, see D.4)

C.5.4 Meeting Minutes

The Contractor shall prepare and deliver minutes of all substantive meetings related to this task order to the SEC PM and COR no later than two (2) business days after the meeting was conducted. The Contractor shall work with the COR to resolve issues and resubmit revised minutes as needed. (For Deliverables, See D.5)

C.6 Task 3 – OIDS Reports Modernization and Development

The Contractor shall work with the Project SMEs and DBAs to thoroughly understand the existing OIDS reports, the OIDS Stage environment, and requirements for OIDS reports.

The Contractor shall develop requirements, in conjunction with the project team and with business user input, for enhanced or new reports using existing data sets and potentially new datasets available at the Commission.

The Contractor will code existing reports and develop new reports within OIDS using SAS version 9.4. The Contractor may be asked to develop additional reports or reporting capability using Python. These reports should have the capability to address emerging business needs.

C.6.1 Recommended Analysis Methods and Reports

The contractor shall work with DERA SMEs to quickly develop a thorough understanding of the structure and organization of required reports. The Contractor shall recommend analytic methods utilizing the data, which output aggregated or derived data, metrics, statistics, and/or visualizations. The Contractor shall provide recommendations to the SMEs to create and provide quantitative analyses and analytical reports, or implement efficiencies and enhancements to existing reports and constituent datasets. (For Deliverable, see D.6)

C.6.2 Documentation of the Econometric Methods and Limitations

The Contractor shall provide analytic documentation of the econometric methods and the coding approach used to create analyses. The Contractor shall recommend methods and treatment that will yield correct data suitable for the purpose(s) required. The Contractor shall document data integrity and robustness concerns including but not limited to:

− Identifying analytical implementation challenges that could impact the results;

− Identifying and resolving irregularities and problems in the data; and − Identifying analytic limitations, interpretations and risks associated with the results.

If it is agreed upon by the SMEs and Contractors that this document largely overlaps with D.8, this requirement may be satisfied as an appendix in D.8, instead of a separate document. (For Deliverable, see D.7)

C.6.3 Documentation of Reports

The Contractor shall provide documentation of all reports and source code used to process any reports or artifacts created through this task order, and other DERA data, as required by the analytic method. The documentation should include screenshots, tables, charts, and any additional tools or information necessary for comprehensive documentation. (For Deliverable, see D.8)

C.7. Task 4 Recommendation Packages

Periodically, as requested by the Project Manager and/or COR, the Contractor shall provide recommendations with respect to the OIDS reports and user functionality. The Contractor shall also develop recommendations to optimize and create efficiencies, where possible, in the reporting. (For Deliverable, see D.9)

The contractor shall prepare deliverables specific to the Tasks as shown in the table below.

Suite applications, or stored in GitLab (or similar code repository), as appropriate. The following deliverables shall be submitted electronically to the COR, and the Contract Specialist, as designated.

D.1 Task 1 Master Project Plan by this task order no later than 10 business days following the Kick-off Meeting. At a minimum, the plan shall include the WBS, project contract milestones, and contract deliverables. The contractor shall reassess the schedule following the completion of each task and may adjust the dates in consultation with the SEC PM and with COR approval.

The contractor shall provide a project plan to manage all work identified for this task no later than 45 days after contract award (this date is flexible and dependent on personnel clearing SEC Security). The Project plan shall include the Change Management Plan, Communications Management Plan, and Quality Management Plan and a Risk Management Plan. The Project Plan shall be in Microsoft compatible format and include an initial project schedule that includes major milestones and contract deliverable dates. The Contractor shall provide a project plan narrative that describes the project, technical approach, and methodology. If following the Agile project management methodology, a description of expected sprints should be included in the project plan narrative.

topics, recommendations, issues and identify concerns requiring resolution. Minutes of the meeting should be provided to the SEC PM and COR no later than 2 business days following the meeting. If following the Agile project management methodology, the Sprint Administration meeting and associated minutes can meet this requirement for status reporting.

D.4 Task 2 Monthly Reports

The Contractor shall provide a monthly status report to the COR, describing, at a minimum, current status and progress, work accomplished during the reporting period, work to be accomplished during the next reporting period, and identify any issues or concerns requiring resolution. The monthly report shall include the burn rate, project cost, schedule and risk. It should include a detailed summary of the estimated monthly hours, actual hours and planned hours for the next reporting cycle. The report shall be submitted monthly as agreed upon during the Project Kick-off.

The Contractor shall prepare in Microsoft compatible format and deliver to the Project Team and COR meeting minutes from all substantive meetings relating to this task order.

The Contractor shall work with the COR to resolve issues and resubmit revised version as

D.6 Task 3 OIDS Reports: Recommended Analysis Methods and Reports

The Contractor shall provide the recommended analysis methods and reports as required by C.6.1. These recommendations and reports shall be provided in Microsoft Office compatible format, and the commented code in a code repository.

D.7 Task 3 OIDS Reports: Documentation of the Econometric Methods and Limitations

The Contractor shall provide the documentation as required by C.6.2. This documentation shall be provided in Microsoft Office compatible format.

D.8 Task 3 OIDS Reports: Documentation of Reports

The Contractor shall provide the documentation as required by C.6.3. This shall be provided in Microsoft Office compatible format.

D.9 Task 4 Recommendation Packages

The Contractor shall provide written recommendations as required by C.7. These recommendations shall be provided in Microsoft Office compatible format. The SEC PM will coordinate with the project team to provide any decisions on the proposed recommendations no later than 10 business days after receipt.

1 Master Project Plan See paragraph D.1. 10 days after kick-off meeting

COR, PM

2 Project Plan See paragraph D.2. 45 days after award date

COR, PM

3 Monthly Vendor Status Meeting

See paragraph D.3. 60 days after approval of the recommendation required by C.5.5, but NLT 45 days after contract award.

COR, PM

monthly invoice within 7 days after the end of the month.

COR, PM

5 Task 2 Meeting Minutes

See paragraph D.5 No Later Than

(NLT) 2

business days after major meetings

COR, PM

6 Task 3 OIDS Reports:

Recommended Analysis Methods and Reports

Recommendations presented to Project Team containing recommended analysis methods and reports

As determined in the Final Project Plan

COR, PM,

7 Task 3 OIDS Reports:

Documentation of the Econometric Methods and Limitations

Analytic documentation of the econometric methods and the coding approach used to create analyses.

As determined in the Final Project Plan

COR, PM

8 Task 3 OIDS Reports:

Documentation of Reports

Documentation of all reports and source code used to process any reports or artifacts created through

As determined in the Final Project Plan this task order

9 Task 4 Recommendation Packages

Recommendations with respect to OIDS Reports and user functionality.

Frequency as determined in Final Project Plan

The work will primarily be performed at the address below; however, some work may be performed at the contractor’s site:

Securities and Exchange Commission (Headquarters) Division of Economic and Risk Analysis (DERA)

Local travel will not be reimbursed. However, in the event travel is required, all travel shall be in accordance with Federal Travel Regulations (FTR) and approved in advance by the COTR. Additionally, costs for transportation, lodging, meals, and incidental expenses must be coordinated and approved in advance by the COR. Submit cost breakdown electronically to the COR. (1) Costs incurred by contractor personnel on official company business are allowable, subject to the limitation contained in FAR Part 31.205-46.

Government per diem rates can be found on the website at www.gsa.gov. The ability to

The local travel area for SEC duty assignments in the Washington, DC metropolitan area has been established as follows: The District of Columbia; the cities of Alexandria, Fairfax, Falls Church in…