Description:

The client is currently running their liquidity and funding risk management on legacy infrastructure; main challenges they face is around insufficient quality on data sourcing, modelling implemented in siloes, limited ability to run models in parallel as well as limited ability to drill down into data to identify liquidity users. Overall organization is moving to Microsoft Azure and Treasury is planning to be part of it and reengineer their modelling engine. This requires reengineering of data sourcing requirements, decomposition of models, i.e. decoupling of parameters, assumptions and models and introduce new reporting capabilities.

Requirements:

What can we offer: