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System Migrations


Our Client was migrating from an aging settlements system and required a full dependency map and governance model to manage the migration.
Using the ADaM Framework the principle landscape was identified and a layered dependency model was produced to record -
  • Desks (Books)
  • Trades (Trade Types)
  • Services (Static data, counterparty, delivery, confirmation, GL etc)
  • External Systems (Accounting, Price feed, Reporting, etc)
A similar landscape for the incoming system was modeled and the migration of each trade type was orchestrated utilizing the ADaM Framework.
 95% of end user issues are not related to the fact the mathematics are wrong; rather they are related to the infrastructure dependencies supporting the underlying mathematics.


Dr David Mitchell
Head of Quant Analytics Fixed Income, Citibank