On May 3rd, Sky Road was invited to speak at one day seminar put together by the Department of Financial Mathematics at the University of Chicago. With a presentation titled “Scaling Analytics for the Enterprise”, Sky Road CEO John Borse outlined the challenges associated with designing and deploying an enterprise level risk solution dependent on the raw mathematics a quantitative analyst produces.
Outlining the diverse set of stakeholders to this risk content including portfolio managers, traders, compliance, operations, senior management and fund investors, students were asked to consider important requirements to consider including:
- The need for centralization of data
- Normalizing of market data across a portfolio
- Market observable versus theoretical pricing
- The richness of the user experience
- Scalability and performance