Projects / Investment Overnight Batch & Reconciliation
[Investment Overnight Batch & Reconciliation]
Every trading night at Aberdeen Standard Investments, a carefully orchestrated batch cycle ran to prepare the platform for the next trading day. After market close, CITI (the custodian bank) transmitted end-of-day position and transaction data via a secure channel. This triggered a pipeline that reconciled positions, applied market prices from Bloomberg and FactSet, validated compliance metrics, loaded cash balances, and recalculated risk exposures — all within a fixed overnight window before the trading desk arrived in the morning.
Java
Markit EDM
Bloomberg API
FactSet
Work Schedulers
Perl
CRIMS
Live Demo ↗Source Code
Role
Technical Lead Support
Timeline
Ongoing (5 yrs)
Year
2015–2020
Status
Delivered
Project Hero Screenshot / Demo Video
Key Metrics
Nightly
Batch Frequency
100%
Accuracy Required
< Window
Completion SLA
Auto
Recovery Logic
Overview
Architecture
System Architecture Diagram
Key Features
Automated overnight reconciliation pipeline
Self-healing batch step recovery
Real-time Bloomberg & FactSet price loading
Compliance and risk metric computation
Cash balance and position loading
On-call alerting with contextual diagnostics
Screenshots
Dashboard
Alert Config
Analytics
Mobile
Tech Stack
ReconciliationMarkit EDM
Market DataBloomberg B-PIPE / SAPI, FactSet API
SchedulingEnterprise Work Schedulers
LanguageJava, Perl
PlatformCRIMS Database
TransferSecure File Transfer (CITI)
Challenges
Strict overnight window — all steps must complete before market open regardless of failures
Partial failure recovery — a failing step must not cascade to block the entire batch
Multi-source data reconciliation across CITI, Bloomberg, FactSet, Markit EDM and internal databases
Regulatory compliance calculations must be 100% accurate for next-day trading authorisation
Links
Aberdeen ↗
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