Edgelab – Risk engine API

April 2020 – March 2022

Why

Edge Laboratories SA wants to promote the public risk engine API as one of its main commercial products to be integrated by investment businesses.

What

Full-feature engineering and ownership in the scope of the risk engine API.

Requirements

• To be in charge for the whole feature lifecycle, ie analysis, testing, design, realization, delivery, and maintenance.
• The ownership of several microservices.

Challenges

• Exposure of risk metrics for assets portfolios in a reactive way and with constant response time.
• Daily challenges are availability and scalability in the context of 1 million of risk estimation requests on asset portfolios a day.
• Daily ingestion of 1-2 millions of instruments from financial markets.
• Daily pricing of 1-2 millions of instruments using mathematical risk models.

Organization

Scrum Team of 4 software engineers (me) and 1 product owner.

Practices

Software development

• Scrum-like
• Specification by Example
• Behaviour-Driven Development (BDD)
• Acceptance-Test-Driven Development (ATDD)
• Objective Key Result (OKR)
• Continuous delivery

Software design

• REST API design
• Domain-Driven Design (DDD)
• Clean & Hexagonal architecture
• Event-driven architecture
• Micro-services architecture
• Reactive programming

Technologies

• Kotlin, Java, SpringBoot-Webflux, Reactor
• PostgreSQL, MySQL, Cassandra, RabbitMQ
• Jenkins CI, Grafana, Logstash, Prometheus, Jaeger, Kong, Consul, Vault, Docker, Nomad
• Terraform, Amazon Cloud