Global Investment Bank Modernizes Cross-Region Risk Management System

Overview

A global investment bank operating across North America, Europe, and Asia-Pacific faced a fragmented risk infrastructure that could not provide a unified, real-time view of firm-wide exposure. Each regional system had evolved independently over a decade.

This engagement reflects our core model: retained technical governance that operates alongside existing engineering teams, providing architectural authority without replacing headcount.

The Challenge

Siloed risk systems across four regions generated conflicting P&L numbers, delayed end-of-day reconciliation by hours, and created blind spots during market stress events. The bank’s risk officers had no single source of truth. Regulators flagged inconsistent cross-region reporting. A major architecture overhaul was needed — but could not disrupt live trading operations.

Our Approach

• Risk architecture audit across all four regional environments
• Defined a canonical risk data model to unify position and P&L reporting
• Designed event-sourced risk aggregation layer with sub-second regional sync
• Phased migration plan with zero-downtime cutover strategy per region
• Vendor arbitration between 3 competing risk platform providers
• Decision Directive framework to govern 140+ architectural decisions during the program

Outcomes