Context

In a highly regulated banking environment, collateral management and certification are critical processes to guarantee the compliance and reliability of financial operations.

Within this framework, a major corporate and investment bank initiated work to strengthen the traceability of application processes and to industrialize delivery and control mechanisms associated with applications related to collateral calculation and certification.

To secure these processes in a context of strong regulatory requirements, Avaliance supported the structuring of development, industrialization, and technical governance practices for the relevant applications.

Challenges

The client needed to strengthen regulatory compliance and the traceability of application processes related to collateral management.

The main challenges involved implementing industrialization mechanisms for delivery, improving development quality, and securing application deployments.

It was also necessary to facilitate the adoption of regulatory requirements by business and technical teams, while improving the reliability of collateral calculation and certification processes.

Avaliance Intervention

Achievements

As part of this mission, Avaliance contributed to the structuring and industrialization of application processes related to collateral:
  • Definition and implementation of application delivery procedures compliant with regulatory requirements

  • Implementation and administration of industrialization and deployment tools: XLDeploy, Puppet, Jenkins Pipeline, Nexus, Docker, and Docker Registry

  • Contribution to the technical governance of applications dedicated to collateral calculation and certification

  • Analysis and integration of regulatory requirements in collaboration with business teams

  • Implementation of development and software quality best practices: branch management, code reviews, continuous integration (Jenkins), and Sonar analysis

  • Steering and coordination of major application evolutions

  • Design of a self-certification mechanism based on a rules engine

  • Implementation of a margin calculation simulation system to improve control reliability

Technologies Used

Collateral Certification

Results

Avaliance’s intervention delivered significant benefits for the client:

1
Strengthened traceability and compliance of application processes
2
Industrialization of delivery and deployment processes
3
Improved quality and reliability of developments
4
Optimization of collateral certification processes
5
Better control of margin calculation and monitoring mechanisms

Context

In a highly regulated financial markets environment, Initial Margin (IM) management is a key lever for controlling exposure and costs related to derivatives trading activities. In this context, a leading investment bank launched initiatives to analyze and optimize its Initial Margin calculation mechanisms applied to derivatives portfolios, particularly Credit Default Swaps (CDS) and Interest Rate Derivatives (IRD). The objective was to improve margin management, optimize clearing strategies, and provide trading teams with decision-support tools to reduce collateral costs and overall exposure.

Challenges

The client needed to optimize Initial Margin management in an environment characterized by strong regulatory constraints and clearing house requirements.

Key challenges included reducing margin costs, optimizing portfolios through rebalancing strategies, and improving Front Office visibility on the impact of clearing decisions. It was also necessary to support trading teams in selecting clearing houses and strategies to optimize collateral allocation and reduce overall market exposure.

Avaliance Intervention

Achievements

Avaliance contributed to the optimization of Initial Margin calculation and management mechanisms through:
  • analysis of Initial Margin models used by clearing houses and SIMM model optimization

  • optimization of IM through back-loading and portfolio rebalancing strategies (IN/IN and IN/OUT)

  • participation in CDS clearing processes with major clearing houses (ICE EU, ICE US, LCH CDSClear)

  • production of analytical reports to support Front Office decision-making and collateral allocation

  • support to trading teams in selecting clearing houses to minimize margin requirements

Technologies & Frameworks

Initial Margin (IM)
SIMM Model
Derivatives (CDS & IRD)
ICE & LCH CDSClear
Portfolio Rebalancing
Collateral Optimization

Results

Avaliance’s intervention delivered significant benefits for the client:
1
optimization of Initial Margin requirements on complex derivatives portfolios
2
reduction of collateral costs associated with multi-site clearing activities
3
improved Front Office visibility on the long-term impact of clearing strategies
4
enhanced control over risk exposure in global derivatives markets
5
provision of analytical tools facilitating strategic decision-making for trading teams

Context

In a highly regulated banking environment, trading activities rely on the reliability of market data and the accuracy of financial valuations. In this context, a leading investment bank launched an initiative to automate the Mark-to-Market (MTM) certification process in order to improve control quality and ensure more reliable transaction valuations. The objective of this initiative is to reduce manual processing performed by analysts, optimize anomaly detection in market data, and strengthen the robustness of valuation controls. To support this program, Avaliance contributed to the design and integration of an analysis module aimed at automating discrepancy detection and improving operational efficiency.

Challenges

The client needed to improve the reliability and efficiency of the MTM certification process in an environment characterized by high transaction volumes and strict financial control requirements.

Automation was required to efficiently process tens of thousands of transactions, reduce manual interventions, and quickly identify valuation anomalies. The project also aimed to increase transparency of control analyses and improve the quality of data used in trading and risk management activities.

Avaliance Intervention

Achievements

Avaliance contributed to the design and implementation of an automated analysis module dedicated to MTM certification through:
  • design of an anomaly detection module for market and trading data

  • implementation of revaluation mechanisms for anomalies using alternative parameters

  • analysis of drivers explaining valuation discrepancies and identifying core issues

  • automation of the Mark-to-Market (MTM) certification process for relevant transactions

Technologies & Domains

Mark-to-Market (MTM)
Automation
Financial Valuation
Anomaly Detection
Market Data Analysis
Capital Markets

Results

Avaliance’s intervention enabled the client to achieve the following outcomes:
1
automation of a significant portion of MTM certification controls
2
improved quality and reliability of valuation data used in trading
3
significant reduction in operational workload for analyst teams
4
faster identification and analysis of market anomalies
5
strengthened reliability of valuation processes across risk management

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

Context

In a context of IT transformation and increasing regulatory requirements, a leading investment banking institution launched an initiative to rationalize its reserves framework used by trading activities. The objective is to improve the reliability and transparency of calculation methodologies used for reserves, particularly within Independent Price Verification (IPV) and risk management processes. In this context, Avaliance contributed to the review of quantitative models within the TRO team, in close collaboration with trading, quantitative research, and model validation teams.

Challenges

The client needed to strengthen the reliability and traceability of its reserve calculation methodologies while ensuring compliance with regulatory requirements, particularly SR11-7 related to model governance.

Key challenges included formalizing methodological approaches, improving model transparency, automating calculation processes, and enhancing coordination between Front Office, quantitative research, and model validation teams.

Avaliance Intervention

Achievements

Avaliance contributed to the rationalization and formalization of the reserves framework through several key actions:
  • review of quantitative models (IPV, risk, and reserves) supporting trading activities

  • drafting of conceptual and regulatory documentation compliant with the SR11-7 framework

  • collaboration with trading and quant research on the methodological foundations of pricing models

  • revision of reserve calculation methods using empirical, statistical, or actuarial approaches

  • industrialization of calculation processes using automated Python and Excel tools

Technologies & Frameworks

Python
Excel / VBA
SR11-7
IPV (Independent Price Verification)
Pricing Models
TRO
Capital Markets

Results

Avaliance’s intervention enabled the client to achieve structuring outcomes:
1
improved reliability and transparency of reserve methodologies
2
strengthened alignment with SR11-7 regulatory requirements
3
enhanced traceability of models and calculation assumptions
4
industrialization of calculation processes through Python-based automation
5
improved coordination between trading, quantitative research, and model validation teams

Context

As part of its Cloud transformation strategy, the organization launched a Foundations initiative aimed at designing and industrializing cross-functional technical components to structure Cloud environments at group level. These foundations provide a shared framework to standardize development and deployment practices while ensuring compliance with governance, security, and operational requirements. To secure the implementation of these technical components and ensure effective coordination between DevOps teams and business stakeholders, Avaliance was engaged as Proxy Product Owner, supporting the internal Product Owner.

Challenges

The client needed to industrialize the delivery of Cloud technical components while ensuring efficient agile governance and rigorous prioritization.

Key challenges included structuring the product backlog, coordinating technical teams, facilitating agile ceremonies, and establishing a framework enabling continuous delivery of standardized technical solutions for Cloud projects.

Avaliance Intervention

Achievements

Avaliance contributed to structuring product management and facilitating the delivery of Cloud technical components through:
  • facilitation of agile ceremonies (daily meetings, sprint planning, reviews, retrospectives)

  • close coordination with the internal Product Owner and both technical and business stakeholders

  • organization and facilitation of scoping workshops with DevOps and architecture teams

  • prioritization, writing, and management of the product backlog

  • support for the continuous delivery strategy of Cloud technical building blocks

Technologies & Frameworks

Cloud Foundations
Agile (Scrum)
DevOps
Proxy Product Owner
Backlog Management
Standardized Architecture

Results

Avaliance’s intervention enabled the client to achieve structuring outcomes:
1
improved maturity of agile project management practices
2
better adoption of internal technical processes and Cloud standards by teams
3
strengthened governance and quality of cross-functional Cloud projects
4
increased visibility on process performance through reliable monitoring indicators
5
structured framework facilitating the launch of new products and accelerated Cloud adoption

Context

In a context of IT system transformation and an increasing number of IT projects, the client in the services sector launched an initiative to strengthen control over its internal processes and improve project management quality. To support this evolution, a Process Support Officer (PSO) function was established to structure process governance, ensure compliance with internal standards, and drive continuous improvement of practices. The mission takes place in a multi-project environment involving IT teams, PMO, quality, and business stakeholders.

Challenges

The client needed to improve the consistency and control of its internal processes within a complex and highly interconnected project environment.

Key challenges included ensuring compliance with project management and quality standards, optimizing operational practices, structuring shared methodological frameworks, and supporting teams in adopting processes and associated tools across the organization.

Avaliance Intervention

Achievements

Avaliance contributed to structuring and improving process and project governance through several key actions:
  • implementation and monitoring of internal procedures for project and change management

  • documentation and formalization of existing processes with operational improvement proposals

  • support to teams in adopting standards, templates, and project management tools

  • execution of compliance reviews, internal audits, and production of KPI dashboards

  • structuring of processes related to new product launches and critical project steering

Focus Areas

IT Governance
Process Support Officer (PSO)
PMO Framework
Continuous Improvement
Quality Assurance
KPI Dashboards

Results

Avaliance’s intervention enabled the client to achieve structuring outcomes:
1
improved maturity of project management practices across all entities
2
better adoption of internal processes and standards by project teams
3
strengthened governance and quality control of IT projects
4
increased visibility on process performance through reliable monitoring indicators
5
structured methodological framework facilitating the launch of new products and IT initiatives

Context

As part of the industrialization of its Cloud services, the client launched a transformation program aimed at standardizing and securing infrastructure deployments across its Cloud environments. This initiative relies on the implementation of an Infrastructure as Code (IaC) approach at enterprise scale, enabling consistent deployment practices and improved governance. To accelerate this transformation, the client introduced a shared foundation of reusable components, organized as Cloud Shared Libraries (CSL), designed to be integrated into CI/CD pipelines. Avaliance was engaged to lead this cross-functional initiative and drive adoption across Cloud and application teams.

Challenges

The client needed to provide Cloud teams with a catalog of reliable, secure, and governance-compliant IaC components, while ensuring large-scale adoption across projects.

Key challenges included standardizing Cloud deployments, embedding security, monitoring, and compliance requirements into technical components, and enabling effective adoption of these libraries within a DevOps and CI/CD ecosystem.

Avaliance Intervention

Achievements

Avaliance contributed to structuring and industrializing the Infrastructure as Code approach through several key initiatives:
  • design and development of Cloud Shared Libraries (CSL) to standardize deployments

  • integration of security, monitoring, and compliance requirements into IaC components

  • prioritization and product-oriented management of IaC library development

  • facilitation of CSL integration into existing CI/CD pipelines

  • support and enablement of project teams to drive adoption of Cloud standards

Technologies & Frameworks

Infrastructure as Code (IaC)
CI/CD Pipelines
Cloud Shared Libraries (CSL)
DevOps Industrialization
Governance & Compliance
Cloud Delivery Acceleration

Results

Thanks to Avaliance’s intervention, the client achieved structuring and measurable outcomes:
1
standardized and secured Cloud deployments across the organization
2
reduced configuration drift and improved overall infrastructure compliance
3
accelerated deployment cycles through the use of reusable IaC components
4
improved governance of multi-environment Cloud infrastructures
5
reduced time-to-market through standardized CI/CD pipelines and Cloud adoption

Context

In a context of increasing digitalization and high sensitivity of processed data (health, insurance, pensions, savings), a leading social protection group launched an initiative to strengthen its organizational resilience against operational risks. Operating nationwide with multiple regional entities, the group must ensure robust service continuity for hundreds of thousands of beneficiaries. Faced with growing risks such as cyberattacks and technical outages, Executive Management mandated Avaliance to conduct a comprehensive audit of the Business Continuity Plan (BCP).

Challenges

The client needed to assess the maturity of its business continuity framework and ensure its ability to respond effectively to crisis situations.

Key challenges included ensuring alignment between business continuity plans and IT infrastructures, identifying gaps between existing measures and actual risks, and defining a clear improvement roadmap to strengthen overall organizational resilience.

Avaliance Intervention

Achievements

Avaliance conducted a structured audit mission combining document review, stakeholder interviews, and maturity assessment:
  • scoping of the mission and identification of key business, IT, and security stakeholders

  • in-depth analysis of continuity policies (BCP) and IT/telecom continuity plans (ITCP)

  • evaluation of BCP governance, crisis management mechanisms, and feedback processes

  • analysis of alignment between business priorities, risk scenarios, and deployed measures

  • development of a BCP maturity assessment and validation of a prioritized improvement roadmap

Focus Areas

Business Continuity (BCP)
IT Continuity (ITCP)
Maturity Audit
Organizational Resilience
Crisis Management
Operational Risk

Results

Thanks to Avaliance’s intervention, the client achieved structuring and measurable outcomes:
1
clear visibility on the maturity level of the global BCP framework
2
identification of gaps between existing plans and real operational risks
3
improved alignment between business continuity and IT continuity strategies
4
definition of a prioritized action plan to strengthen global organizational resilience
5
enhanced governance and crisis management capabilities at the group level

Context

In a highly regulated banking environment, a leading European financial institution launched several initiatives to strengthen the security, compliance, and resilience of its system infrastructures. The scope covered a global estate of over 30,000 Windows servers, operating in a 24/7 environment and subject to strict regulatory requirements, including those from the European Central Bank (ECB) and PCI DSS standards. To secure these critical environments and improve operational efficiency, Avaliance provided Level 3 Windows expertise, reinforced automation, and contributed to the industrialization of system administration and cybersecurity practices.

Challenges

The client needed to ensure the stability and security of its global Windows infrastructure while complying with strict banking regulations.

Key challenges included reducing vulnerabilities, improving operational resilience, industrializing system operations, and automating critical tasks to enhance productivity and reliability across a massive server estate.

Avaliance Intervention

Achievements

Avaliance contributed to strengthening the reliability and security of Windows infrastructures through:
  • Level 3 support across a global fleet of 30,000 servers and resolution of critical P0/P1 incidents

  • development of PowerShell scripts to automate key operations (LUN inventory, patch management, SCCM checks)

  • reinforcement of security compliance through GPOs, SCCM baselines, and Microsoft Defender for Endpoint

  • SIEM alert monitoring, improvement of detection rules, and automated Windows Server 2022 migration

  • knowledge transfer sessions and technical coordination with cybersecurity and architecture teams

Technologies Used

Windows Server 2012-2022
SCCM
PowerShell Automation
Microsoft Defender for Endpoint
SIEM
PCI DSS & ECB Compliance

Results

Thanks to Avaliance’s intervention, the client achieved concrete and measurable outcomes:
1
strengthened stability and security of critical global Windows infrastructures
2
improved regulatory compliance with ECB and PCI DSS banking requirements
3
reduction of vulnerabilities and significantly enhanced patch management efficiency
4
industrialization of system operations through large-scale PowerShell automation
5
improved responsiveness to critical incidents in a demanding 24/7 banking environment
Banking & Financial Services
Environment & Water
Industry
Insurance & Social Protection
Luxury
Public Sector
Services
Telecoms & Technology
Transportation
Capital Markets
Cloud
Cybersecurity
Data & AI
DevOps & Automation
Digital Workplace
Infrastructure
ITSM & Governance
Business Applications
Cloud Platforms
Data & Analytics Platforms
DevOps & Automation
Infrastructure & Systems
Network & Connectivity
Security Technologies
Banking & Financial Services Capital Markets Cloud Platforms

Collateral Certification Processes

Context In a highly regulated banking environment, collateral management and certification are...
Banking & Financial Services Digital Workplace Infrastructure & Systems

Windows & Citrix Environments

Context The client, a major international banking group, initiated a program to...
Environment & Water ITSM & Governance Business Applications

Financial Process Security

Context The client operates in a context of information system transformation, driven...
Insurance & Social Protection Capital Markets Business Applications

Collateral Calculation Processing

Context In a banking environment subject to strong risk management and regulatory...
Banking & Financial Services Capital Markets Business Applications

Initial Margin Optimization

Context In a highly regulated financial markets environment, Initial Margin (IM) management...
Banking & Financial Services Capital Markets Business Applications

Collateral Certification Process

Context In a highly regulated banking environment, collateral management and certification are...
Banking & Financial Services Capital Markets Business Applications

MTM Certification Automation

Context In a highly regulated banking environment, trading activities rely on the...
Banking & Financial Services Capital Markets Data & Analytics Platforms

Risk Calculation Platform

Context In a highly regulated banking environment characterized by large volumes of...
Services DevOps & Automation DevOps & Automation

DevOps & Cloud Delivery

Context As part of the industrialization of its Cloud services, the client...
Insurance & Social Protection Cybersecurity Security Technologies

Business Continuity Reinforcement

Context In a context of increasing digitalization and high sensitivity of processed...
Banking & Financial Services Cybersecurity Security Technologies

Windows Infrastructure Security

Context In a highly regulated banking environment, a leading European financial institution...
Transportation ITSM & Governance Business Applications

IT Service Transformation

Context As part of its IT transformation, a leading European transportation player...
Public Sector ITSM & Governance Business Applications

IT Support Industrialization

Context As part of its IT modernization strategy, a national public administration...
Insurance & Social Protection DevOps & Automation DevOps & Automation

DevOps Transformation

Context The client launched a strategic initiative to modernize its software engineering...
Insurance & Social Protection DevOps & Automation Business Applications

Scalable Application Architecture

Context The client launched several application initiatives requiring a robust, scalable software...
Banking & Financial Services Capital Markets Business Applications

Securitization System Modernization

Context The client initiated the modernization of its application environment dedicated to...
Services Data & AI Data & Analytics Platforms

Data-Centric Strategy

Context The client launched a strategic program to structure its data capabilities...
Insurance & Social Protection DevOps & Automation Business Applications

Business Applications Modernization

Context The client launched several strategic application projects aimed at modernizing internal...
Telecoms & Technology Infrastructure Network & Connectivity

Multi-Site Network Deployments

Context The client delivers large-scale network programs requiring rigorous coordination of technical...
Transportation Infrastructure Network & Connectivity

Critical Infrastructure Deployment

Context The client, a major railway transportation operator, deploys critical technical infrastructures...
Telecoms & Technology Infrastructure Network & Connectivity

Network Infrastructure Modernization

Context The client deploys network infrastructures for professional organizations requiring reliable, secure,...
Public Sector ITSM & Governance Business Applications

ITSM Process Structuring

Context The client operates a critical IT production platform serving national public...
Transportation ITSM & Governance Business Applications

IT Service Structuring

Context The client launched a strategic initiative to transform its technical foundation...
Insurance & Social Protection Digital Workplace Infrastructure & Systems

Critical Workplace Migration

Context The client initiated a major migration of its IT workstation environment...
Transportation Infrastructure Infrastructure & Systems

IT Infrastructure Modernization

Context The client, a major public transportation operator, launched a large-scale modernization...
Services DevOps & Automation DevOps & Automation

DevOps Stream Structuring

Context As part of its global digital transformation, the client, a large...
Banking & Financial Services Infrastructure Infrastructure & Systems

IT Operations Automation

Context The client, a major international banking group, operates a very large...
Banking & Financial Services Infrastructure Infrastructure & Systems

AIX Infrastructure Optimization

Context The client, a key player in critical services, must ensure the...
Environment & Water Digital Workplace Infrastructure & Systems

Digital Workplace Modernization

Context The client, a leading industrial player, launched a workplace modernization initiative....
Banking & Financial Services Digital Workplace Infrastructure & Systems

Windows Workstation Migration

Context The client, a leading industrial player, launched a workplace modernization initiative...
Services Cloud Cloud Platforms

Cloud Change Management

Context The client initiated a Cloud transformation at an international scale to...
Insurance & Social Protection Cloud Cloud Platforms

Cloud Architecture with NetApp

Context The client, a large international insurance group, initiated a modernization program...
Banking & Financial Services Infrastructure Infrastructure & Systems

Storage Platform Implementation

Context The client, a large international banking group, initiated the modernization of...
Services Cloud Cloud Platforms

FinOps Governance

Context As part of optimizing its Cloud governance, the client initiated a...
Banking & Financial Services Capital Markets DevOps & Automation

Trading Platform Security

Context The client operates a critical trading application supporting its market activities....
Telecoms & Technology Cybersecurity Security Technologies

Cybersecurity & IT Monitoring

Context The client operates critical Linux environments requiring a high level of...
Services ITSM & Governance Cloud Platforms

Azure Access Governance

Context The client initiated a structured approach to its Cloud governance, with...
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