- Multiple risk and reporting workflows across different trading desks made it impossible to achieve a consistent view of risk.
- Vendor lock-in limited control and adaptability for risk calculations.
- The customer wanted to build an in-house global risk platform to establish a single source of truth, enabling a comprehensive global risk view.
- Assessed the organisation’s needs to select the appropriate technology stack, leveraging AWS, Databricks, Power BI, and Informatica.
- Designed a self-service platform based on Data Mesh principles, using a data fabric architecture with reusable components to consistently and efficiently deliver data products across various organisational domains.
- Rationalise the different risk engines and develop a custom-built market risk calculation.
The results we achieved
- Provided an aggregated view of market risk measures at multiple levels, including book, strategy, typology and region.
- Delivered a common, standardised view of risk across the organisation.
- Achieved a 100% improvement in the speed of Value at Risk (VaR), Stress VaR, and Historical VaR calculations.
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