The current challenge for the financial services industry is to improve and refine the structures of the past to meet changing information requirements and to integrate them into existing enterprise architectures. In order to meet these computational demands, Grid computing presents a secure, reliable and scalable technology to provide shared access to heterogeneous resources.This paper presents a new Grid-based, service-oriented architecture for portfolio performance measurement. As proof of concept we developed a prototype implementation of a Grid-based architecture and integrated it as a new artifact into the existing enterprise architecture of a financial services company. Our research and implementation follows the design science approach leading to an IT artifact (prototype). The final evaluation and comparison of the depicted Grid-based prototype and the non-Grid-based system is not depicted in this paper. Those issues are introduced in the 'Further Research' section but still not conducted. The contribution of this paper outlines the implementation and technical evaluation of the Grid-based prototype within a design science approach.