Securities

Securities operations run on reconciliation. Positions, cash and transactions have to agree across your books, your custodian, your clearing firm and your counterparties, every day, on a deadline. Most operational pain traces back to a break nobody can explain quickly.

Where we work

Trade lifecycle. Integration across order management, execution, allocation and confirmation, including the exception paths that consume operations time disproportionately.

Clearing, settlement and reconciliation. Automated matching against custodian and clearing files, with break classification and aging so the exceptions that need a human get one, and the rest clear themselves. Reducing manual reconciliation is usually the fastest measurable win available.

Market and reference data. Security master, corporate actions, pricing and benchmark data, ingested, normalised and versioned. Reference data quality quietly determines whether everything downstream is trustworthy.

Portfolio, performance and risk. Position and exposure calculation, performance attribution, and risk reporting built on a data model that reconciles to the books rather than sitting beside them.

Regulatory and client reporting. Regulatory filings and client statements from one governed source, so external numbers agree by construction instead of by reconciliation.

What tends to matter

Timing and idempotency. Batch windows, market hours and settlement cycles mean systems must handle late data, restated data and reruns without producing a different answer. We design pipelines that can be replayed safely, which is what makes end-of-day survivable.