Middle-Office Ingestion & Validation Gates
A vendor-agnostic representation of our end-to-end data pipeline controls and verification audit points.
Trade & Position Ingestion
Comprehensive transaction and holdings ingestion checks designed to identify file delivery anomalies, duplicate trades, and feed gaps before daily calculation cycles commence.
By enforcing strict boundary controls at the source, downstream analytics engines are shielded from calculation errors and log corruptions.
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File Delivery Audits: Automated morning arrival verification across custodian, broker, and execution feeds.
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Pre-Load Integrity Rules: Prevents downstream risk engine crashes and ensures clean transaction logs.
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Source Data Gap Mitigation: Proactively alerts operations teams to missing trades before market open.
Performance & Risk Verification
Rigorous verification of portfolio returns, multi-asset factor models, and attribution mechanics across all mandate tiers and composite groupings.
Ensures that portfolio returns, currency hedges, and benchmark excess returns reconcile accurately across daily, monthly, and inception periods.
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Attribution Reconciliation: Daily verification of Brinson models, allocation, and selection effects.
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Currency & Cash Drag Controls: Proper accounting of derivative overlays, currency hedge impacts, and cash balances.
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Production Sign-Off Signatures: Daily validation stamps ensuring calculations meet strict audit compliance.
Reference Data & Derived Analytics
Deep audit of qualitative master reference attributes combined with high-precision calculation verification for complex fixed income, derivative, and private asset analytics.
Guarantees that security master classifications and factor loadings are fully verified before publishing to reporting databases.
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Master Reference Audits: Qualitative verification of asset classifications, GICS sectors, and ratings.
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Derived Fixed Income Metrics: Precise calculation checks for yield to maturity, effective duration, and convexity.
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Custom Blended Benchmarks: Automated rebalancing and index constitution audits for active mandates.
Data Layer & SQL Views
Translates complex financial formulas and multi-asset models into structured database view specifications for database and cloud engineers.
Reduces database query complexity, prevents duplicated business logic, and guarantees sub-second access speeds for BI tools and client reporting.
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Logical View Definitions: Financial schema specifications optimized for Snowflake, SQL Server, and Postgres.
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Analytics Formula Translation: Direct conversion of mathematical risk algorithms into clean database views.
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Query Performance Tuning: Eliminates runtime bottlenecks and reduces cloud compute costs.
Automated Client Outputs
Automated verification and end-to-end reconciliation of published client factsheets, marketing pitch decks, institutional reporting packs, and regulatory filings.
Provides complete peace of mind by reconciling rendered report values directly back to the audited source database.
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Component Mapping Verification: Ensures all tables, charts, and figures align precisely with underlying data.
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PDF vs Database Reconciliation: Automated checks matching output PDFs against signed database records.
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Marketing Deck Reliability: Eliminates manual re-keying errors and reduces sales team turnaround times.