About the client
Our client is a leading financial institution specializing in bond and interest rate trading. They aim to provide advanced solutions for pricing, trading, and risk management of financial instruments. The client operates in a highly regulated environment and requires real-time, efficient, and integrated systems to manage market data, trade execution, and compliance while maintaining operational efficiency.
The client, a leading financial institution, was facing significant challenges due to fragmented systems, slow processing, regulatory pressure, and high operational costs. Their existing setup involved multiple disconnected tools for pricing, risk management, and trade execution, leading to manual workflows, delayed decision-making, and inefficiencies:
To address these issues, Cannyfore proposed a comprehensive trading platform solution for bonds and interest rate products, providing an end-to-end solution with the following capabilities:
Market Data Handling: Connects to financial data providers to retrieve real-time prices and market information.
Pricing & Valuation: Calculates current and projected values of financial instruments, especially bonds and related products.
Risk Management: Monitors and manages market, credit, and liquidity risks to ensure safe and compliant operations.
Automated Trading: Enables automated trading and hedging to optimize portfolio positions.
Reporting & Compliance: Generates detailed reports for both internal analysis and regulatory requirements.
User Interface: Equips traders with intuitive tools to view positions, execute trades, and monitor market activity.
Data Processing: Efficiently handles and processes large volumes of trading and market data.
Integration: Seamlessly connects with external systems and data providers to deliver a unified trading solution.
Simulation: Allows testing of trading strategies and pricing models in a simulated environment before deployment.
Cannyfore designed a unified trading platform that addressed the client’s fragmented systems and inefficiencies. The solution enabled real-time pricing, risk analytics, and automated trading while maintaining regulatory compliance. Key highlights of our solution included:
Data Ingestion Layer: Integrated Bloomberg, ION, and other market data feeds. Managed reference data for securities, counterparties, and other static information.
Pricing & Risk Engine: Developed real-time pricing models for bonds, swaps, and derivatives. Built risk analytics for market, credit, and liquidity risk. Implemented a simulation engine for backtesting and scenario analysis.
Trading & Execution: Implemented an order management system with trade validation and routing. Enabled automated hedging for risk mitigation. Added compliance alerts to enforce trading limits.
Data Storage & Processing: Used time-series databases to store market and trade data. Leveraged distributed processing for high-performance calculations.
User Interface: Built a trader workstation dashboard for monitoring positions, P&L, and market data. Added a reporting module for regulatory and internal reports.
Cannyfore’s solution transformed the client’s operations by automating manual processes, reducing operational risk, consolidating multiple systems, and enhancing trading speed and accuracy.
Efficiency
Cost Savings
Competitive Advantage
Real-time Market Data Integration
Time-Series Database
Distributed Data Processing
Pricing Models for Bonds, Swaps, and Derivatives
Risk Analytics Engine
Simulation Engine for Backtesting and Scenario Analysis
Order Management System with Automated Hedging
Trader Dashboard and Reporting Module
© 2025 Copyright reserved to Cannyfore Technology Solutions Pvt Ltd
