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.

Achievements
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Definition and implementation of application delivery procedures compliant with regulatory requirements
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Implementation and administration of industrialization and deployment tools: XLDeploy, Puppet, Jenkins Pipeline, Nexus, Docker, and Docker Registry
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Contribution to the technical governance of applications dedicated to collateral calculation and certification
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Analysis and integration of regulatory requirements in collaboration with business teams
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Implementation of development and software quality best practices: branch management, code reviews, continuous integration (Jenkins), and Sonar analysis
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Steering and coordination of major application evolutions
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Design of a self-certification mechanism based on a rules engine
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Implementation of a margin calculation simulation system to improve control reliability
Technologies Used
Results
Avaliance’s intervention delivered significant benefits for the client:
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.

Achievements
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analysis of Initial Margin models used by clearing houses and SIMM model optimization
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optimization of IM through back-loading and portfolio rebalancing strategies (IN/IN and IN/OUT)
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participation in CDS clearing processes with major clearing houses (ICE EU, ICE US, LCH CDSClear)
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production of analytical reports to support Front Office decision-making and collateral allocation
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support to trading teams in selecting clearing houses to minimize margin requirements
Technologies & Frameworks
Results
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.

Achievements
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design of an anomaly detection module for market and trading data
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implementation of revaluation mechanisms for anomalies using alternative parameters
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analysis of drivers explaining valuation discrepancies and identifying core issues
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automation of the Mark-to-Market (MTM) certification process for relevant transactions
Technologies & Domains
Results
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.

Achievements
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development of the Metrics Platform dedicated to risk calculation and PnL monitoring
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technical contribution through senior Full Stack and Azure Cloud developers
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facilitation of Agile ceremonies (scrum, sprint planning, reviews, retrospectives)
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support to the team to ensure technical consistency and delivery quality
Technologies Used
Results
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.

Achievements
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review of quantitative models (IPV, risk, and reserves) supporting trading activities
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drafting of conceptual and regulatory documentation compliant with the SR11-7 framework
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collaboration with trading and quant research on the methodological foundations of pricing models
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revision of reserve calculation methods using empirical, statistical, or actuarial approaches
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industrialization of calculation processes using automated Python and Excel tools
Technologies & Frameworks
Results
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.

Achievements
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facilitation of agile ceremonies (daily meetings, sprint planning, reviews, retrospectives)
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close coordination with the internal Product Owner and both technical and business stakeholders
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organization and facilitation of scoping workshops with DevOps and architecture teams
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prioritization, writing, and management of the product backlog
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support for the continuous delivery strategy of Cloud technical building blocks
Technologies & Frameworks
Results
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.

Achievements
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implementation and monitoring of internal procedures for project and change management
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documentation and formalization of existing processes with operational improvement proposals
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support to teams in adopting standards, templates, and project management tools
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execution of compliance reviews, internal audits, and production of KPI dashboards
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structuring of processes related to new product launches and critical project steering
Focus Areas
Results
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.

Achievements
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design and development of Cloud Shared Libraries (CSL) to standardize deployments
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integration of security, monitoring, and compliance requirements into IaC components
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prioritization and product-oriented management of IaC library development
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facilitation of CSL integration into existing CI/CD pipelines
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support and enablement of project teams to drive adoption of Cloud standards
Technologies & Frameworks
Results
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.

Achievements
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scoping of the mission and identification of key business, IT, and security stakeholders
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in-depth analysis of continuity policies (BCP) and IT/telecom continuity plans (ITCP)
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evaluation of BCP governance, crisis management mechanisms, and feedback processes
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analysis of alignment between business priorities, risk scenarios, and deployed measures
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development of a BCP maturity assessment and validation of a prioritized improvement roadmap
Focus Areas
Results
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.

Achievements
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Level 3 support across a global fleet of 30,000 servers and resolution of critical P0/P1 incidents
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development of PowerShell scripts to automate key operations (LUN inventory, patch management, SCCM checks)
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reinforcement of security compliance through GPOs, SCCM baselines, and Microsoft Defender for Endpoint
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SIEM alert monitoring, improvement of detection rules, and automated Windows Server 2022 migration
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knowledge transfer sessions and technical coordination with cybersecurity and architecture teams