Greenfield Market Risk System

The Market Risk department of Royal Bank of Canada required the creation of a custom-built global data warehouse to provide Front Office calculated Risk and Valuations, to satisfy its regulatory obligations. Engaged to provide software consultancy on this key project. Collaborated with both internal and external business and development consultants to assess the technical requirements; performed gap analysis against existing systems; created multi-threaded ETL layer using Java with STP processing of feed interfaces (File, DB, JMS); designed internal data model; created prototype; performed extensive testing; and implemented full working solution. 

Written by

Director of SNI Services