CAD II / Market Risk System

Lehman’s Credit & Rates businesses wanted to achieve CAD II, requiring new market risk feeds. Selected to deliver regulatory compliant systems. Assessed regulatory & business requirements; performed gap analysis against existing systems; developed data enrichment using Java & Perl; developed market risk feed in Perl; created reporting GUI; led through UAT, system & integration testing; and delivered into live production. Succeeded in delivering regulatory compliant systems to compressed timescales, allowing Lehman to achieve CAD II.

Written by

Director of SNI Services