A Modern, Scalable Risk System Architecture
Explore a modern, scalable risk system architecture for financial institutions in this ACCU 2019 conference talk. Delve into the evolution of risk management technology, from early spreadsheets to current cloud-based solutions, and examine the challenges posed by legacy systems. Learn about architectural principles, prototypes, and solutions for building a cutting-edge financial risk platform from scratch using contemporary tools and software engineering techniques. Gain insights into core functions of risk systems, including versioned datasources, trade processing, position aggregation, and calculation loops. Discover design principles and goals for creating a scalable, efficient risk management infrastructure that addresses the complex needs of modern banking and finance.