Posttrade Reconciliation

objective

Execute posttrade reconciliation work with reproducible research, explicit controls, and deployable outputs.

workflow

1. define risk appetite, limit hierarchy, and escalation rules.
2. aggregate exposures across products, venues, and legal entities.
3. measure pnl, tail risk, and scenario outcomes with daily replay.
4. investigate breaches with root-cause attribution and remediation plans.
5. approve production only with auditable controls and rollback procedures.

required diagnostics

• limit-breach frequency and concentration by strategy and desk.
• tail-risk evolution across volatility and liquidity regimes.
• scenario-loss decomposition by factor and instrument class.
• control effectiveness and incident-response latency.