Banking & Financial ServicesCapital MarketsData & Analytics Platforms

Risk Calculation Platform

Context

In a highly regulated banking environment characterized by large volumes of financial data, a leading investment bank launched the modernization of its risk calculation and Profit & Loss (PnL) monitoring tools. As part of this initiative, an advanced technical platform (Metrics Platform) was developed to meet increasing requirements in terms of performance, reliability, and scalability for trading and risk management activities. To support this strategic initiative, Avaliance contributed to the development of the platform, supervised technical activities, and structured Agile practices within the project team.

Challenges

The client needed to implement a platform capable of efficiently handling risk and PnL calculations within a demanding trading environment, while ensuring the robustness and scalability of the technical architecture.

Key challenges also included coordinating a development team, maintaining a high level of software quality, and adopting Agile practices to quickly respond to business needs in a regulated environment.

Avaliance Intervention

Achievements

Avaliance contributed to the design and development of the platform, as well as to structuring the project’s Agile organization:
  • development of the Metrics Platform dedicated to risk calculation and PnL monitoring

  • technical contribution through senior Full Stack and Azure Cloud developers

  • facilitation of Agile ceremonies (scrum, sprint planning, reviews, retrospectives)

  • support to the team to ensure technical consistency and delivery quality

Technologies Used

Azure Cloud
Full Stack Development
Metrics Platform
Agile (Scrum)
Risk & PnL Systems

Results

Avaliance’s intervention enabled the client to achieve structuring outcomes:
1
implementation of a high-performance platform for risk calculation and PnL monitoring
2
improved scalability and reliability of critical financial processing
3
better coordination of development teams through the adoption of Agile practices
4
accelerated delivery of features expected by business and risk teams
5
strengthened quality and robustness of the platform’s technical components
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