He assumed the newly created role of managing director at seven-strong GR earlier this month.
He said he left Polhill at the end of last year, before the deadline to exercise his equity options with the firm.
Harvey added that he made the move because he had achieved what he wanted to at Polhill.
His clients at the agency included insurer AIG and French export credit agency Coface.
GR was started in 1989 by former Pensions Intelligence journalist Ellen Gracey, who continues to head the firm.
The agency works primarily for financial services institutions such as pension funds, handling marketing, institutional branding and media relations.
Polhill is in the process of recruiting a replacement for Harvey.