Replacing a batch-processing risk engine with a streaming architecture that delivers live portfolio exposure across asset classes — reducing risk reporting latency from 4 hours to under 90 seconds.
The Challenge
The bank's legacy risk engine processed end-of-day batch jobs, leaving traders with stale exposure data during volatile intraday sessions. Regulatory requirements mandated near-real-time reporting within 18 months, creating an urgent architectural overhaul.
The Solution
We rebuilt the risk calculation layer on an event-streaming backbone using Apache Kafka and Flink, with a new API layer serving live exposure dashboards to traders and risk officers. The solution was deployed incrementally with zero trading disruption.
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