Projects

Share trading platform

Web platform designed for online share trading.
Whether you’re starting out to learn to invest or looking to grow your portfolio, the platform provides a comprehensive suite of tools in an easy-to-use format.

OMV Backtesting

Desktop application designed to be used as a platform to perform the internal backtesting, where for each COB, the IM calculation will be compared against the realised P&L for each CSA.
The application must support the daily workflow operations and adhere to strict SLA's in order to meet the daily time tables.
A BPA is in place to capture daily feeds from over 10+ upstream systems (240+ data feeds).
High level flows, and Daily flows are implemented, and an export functionality to enable excel export and pivot of data to perform SIMM Exceedance investigation.
Main users are people from Middle Office and Product Control.
This is a global application, spanning sites & businesses in EMEA, Americas, and APAC regions.

Volcker Submissions

The prime objective of the Global Volcker programme was to address the regulatory guidelines from the Volcker Rule("The Rule") is a section (619) of the Dodd-Frank Wall Street Reform and Consume Act("Dodd-Frank") that imposes a number of restrictions on bank entities, most notably the prohibition of proprietary trading. The Rule, aims to limit risk-taking by federally insured depository institutions (IDI), prohibiting high risk speculative activities (prop trading) that previously created unacceptable levels .
The purpose of the application is to receive data from Front Office source systems and format it correctly in order to submit to the four US regulators (SEC, OCC, FED, and CFTC) in order to comply with the Volcker Metrics requirements set out in the rule.

Hedge Accounting Effectiveness testing

The purpose of the application is to provide the organization with the ability to perform and control hedge accounting effectiveness testing on designated hedge relationships and to perform analytical review on own debit issues and associated derivatives designated as items accounted at fair value trough P/L under the Fair Value Option election. It also ensures the analysis is performed in a robust and reliable IT quality production environment.
It is intended to perform three main tasks:
1. Fair Value Option analysis (FVO analysis)
2. Hedge Effectiveness testing
3. Own debt monitoring
This is a global application, spanning sites & businesses in EMEA, Americas, and APAC regions.

Key Risk Indicators

This application is a desktop based system designed to provide a controlled enviroment for the organization to submit monthly statistics on what management have determined to be key operational risk indicators within specific domains.
These indicators include, among other things, punctuality of P&L production, efficacy of the P&L attribution/explain process, and the reliance on manual adjustments and non-industrialized spreadsheet tools.

Private Bank Management Reporting Tool

Desktop application with the sole purpose to act as an automated Management reporting tool, for Cost Centre reports.
Once implemented, the tool allowed the demise of 130+ excel spreadsheets that were created manually, on a monthly basis by a team of 2 users.
Upstream feeds (e.g., General Ledger) were automatically uploaded, with no user action required.
The application holds the necessary data to execute and deliver cost centre reports (in Excel format), via e-mail notifications.
Specifically designed to be used by the Private Bank business in the UK region.

Contact us