Risk calculation and market-data infrastructure for one of Europe’s largest energy trading operations. The work focused on integrating ENDUR-based workflows into the broader front-to-back technology landscape and improving the reliability and coverage of risk reporting.
What was built
Risk Calculation Modules C# components implementing risk calculations for energy trading desks — power, gas, oil, emissions. Results fed into the daily risk reporting cycle consumed by traders, risk managers, and senior management.
Market-Data Ingestion Pipeline Automated ingestion and transformation of market-data from multiple sources into Oracle and MSSQL stores. Normalisation logic handling the specific quirks of energy market conventions — delivery periods, settlement calendars, curve structures.
ENDUR Workflow Integration Integration of ENDUR (OpenLink) trade and position data into FO/MO/BO processes. Bridging the gap between the trading system and downstream risk, finance, and operations systems.
Reporting Automation Automated daily, weekly, and monthly reporting replacing manual extraction processes. Data-quality controls and reconciliation checks reducing error rates and improving the reliability of numbers reaching senior stakeholders.
Technical highlights
- C# for risk calculation engines and ETL components
- ENDUR / OpenLink for trade and position data
- Oracle and MSSQL for data storage and reporting
- AngularJS for internal web-based dashboards
- CI/CD pipelines for automated deployment