Its great to look back at all the work we have achieved. Each project has had new discoveries and old friends.
Credit Derivatives Trading System
Client: RBS
We worked on the trade capture component of a large credit derivatives front-office trading application. This enabled the rapid entry of minimal trade details of many different credit derivatives products. The system would then enrich the trades automatically with static and market data, risk calculations etc. The goal of the project was to enable the credit derivatives trading desk to vastly increase their throughput, as most of their existing solutions were spreadsheet based and had a large number of manual steps. The trade enrichment process was driven by a sophisticated rules engine that we delivered into the application. Additionally, there were a large number of external system integration points in the application to retrieve the data required for the calculations. These ranged from .net remoting bridges, to XML based enterprise bus messaging systems.
Project highlights
- Technology choice can make or break a solution and it is important to work on system integration from the outset