Active engagement
Low-latency trading risk management
Real-time risk and PnL observability replacing manual procedures, with order-flow segmentation that surfaces hidden revenue leakage.
Challenge
Risk management was largely manual, obscuring the true profitability of order flow and creating systematic revenue leakage. There was no real-time risk or PnL view across the book; the stack was tightly coupled to legacy systems; and any fix had to avoid disrupting live trading.
Solution
A proprietary market-data capture and real-time risk framework with dynamic strategy control and automated circuit breakers, built under senior oversight. FIX adapters and Kafka feed a kdb+ tick store across a hybrid cloud and on-prem footprint, integrated cleanly with the legacy stack.
Outcome (in progress)
- Real-time observability replacing manual procedures.
- Order-flow segmentation surfacing previously hidden revenue.
- Data-driven trading decisions at scale, with the team upskilled through ongoing embedded support.
Stack