Client Within the Software Sector
Project Examples
Development of Embedding Processes for Modelling Tools
The client introduced a new process for embedding a custom-built modelling tool for a proprietary portfolio management system. This included the development of a seamless interoperability layer between two specialised financial platforms; and the deployment of a modelling toolset for alternative risk premia strategies and real-time target weights. Existing portfolio management systems were found to lack intelligence and flexibility for the interpretation of model outputs or generating large-scale orders. It was found that no universal solution existed in the industry which could address each facet: data exchange, risk modelling, analytics or execution. Uncertainty was encountered by the company as the process of reengineering a preexisting financial platform to handle functions it was not originally designed for was a highly complex feat. Upon the success of this project the company would redefine financial modelling standards and that of the tools within legacy constraints.
Cloud-Based Data Layer for Legacy System Reporting
The client sought to develop a cloud-native automated semantic data layer with additional data handling capabilities, beyond the standard of existing products within the industry. This included the interpretation of raw, fragmented and inconsistent data across disparate systems, the translation of a unified, logic driven source and the automation of reporting-ready datasets. Following an investigation into the baseline of technology, it was determined that no system could automatically infer business logic or semantic relationships from raw, fragmented data; the underlying limitation for existing companies being the size of the data load. To resolve the uncertainties encountered the company undertook an iterative process including the development of a blueprint for the semantic layer, logic development for dynamic interpretation of meta data, the build of data ingestion pipelines, the development of cleansing logic and the integration of semantic layer outputs. This project would represent a clear stride in industry knowledge and semantic data capabilities as a result of the development of a scalable framework for financial data management.
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