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.
Live Demo ↗Source Code
Role
Technical Lead Support
Project Hero Screenshot / Demo Video
System Architecture Diagram
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Automated overnight reconciliation pipeline
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Self-healing batch step recovery
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Real-time Bloomberg & FactSet price loading
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Compliance and risk metric computation
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Cash balance and position loading
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On-call alerting with contextual diagnostics
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