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cosmos by Mind Map: cosmos

1. Trader Tools

1.1. Portfolio Views

1.1.1. Economist View

1.1.2. PM Views

1.2. Portfolio Simulation Tools

1.2.1. Spot Vol FX Report

1.2.2. TV-Scan Sticky Delta Shock

1.2.3. Vol Surface Dynamics

1.2.4. Curve Dynamics

1.2.5. Market Object Explorer

1.2.6. Portfolio Modeler

1.2.7. Systematic Benchmark Portfolios

2. Risk Tools

2.1. Legacy Batch

2.1.1. FX-Spot Vol

2.1.2. Retirement

2.2. Cosmos Tools

2.2.1. Instant-Var

2.2.2. Risk Reduce What-If

2.3. RiskMetrics Market Data Upload

2.4. Correlation/Hedge Report

3. Ops-Tech

3.1. PnL

3.1.1. Validation

3.1.2. Citco

3.1.2.1. Automated Feed

3.1.2.2. Recon

3.1.3. Attribution

3.1.3.1. Repoint to Citco Axi Tables

3.1.4. Whatif Scenarios

3.1.5. Price Upload Process

3.1.6. Greeks Explained

3.1.7. SST IRR

3.1.7.1. Business Blockers

3.1.7.1.1. Rebook DI trades

3.1.7.1.2. ...others TBD...

3.1.8. Remaining Dru Items?

3.1.9. Tech Debt

3.1.9.1. Make it easy to add new books/funds

3.2. Market Data

3.2.1. TSDB

3.2.1.1. Access Control

3.2.1.2. Monitoring Tools

3.2.1.3. ETLs

3.2.1.3.1. Bloomberg DL

3.2.1.3.2. Haver

3.2.1.3.3. JPMM

3.2.1.3.4. Datastream

3.2.1.3.5. CitiVelocity

3.2.2. Elektron Feed

3.2.3. Haver Desktop Feed

3.3. Out of Scope

3.3.1. Collateral Mgmt

3.3.2. IG/Bank Reconciliation MEssaging Hub

3.4. VaR Margin Reports

3.5. Ops Dashboard

3.5.1. Unencumbered Cash

3.5.2. Cpy, PB, FCM Exposure Report

4. Finance

4.1. Automate Legge Process

4.1.1. Finance enters expenses into ledger system that Dan can access

4.1.2. Tool to rec Integrata GL against Citco

4.1.2.1. Expenses

4.1.2.2. Net Returns

5. Investor Relations

5.1. Monthly Reports

5.2. Ad Hoc Queries

5.3. Cosmos Screens

5.3.1. VaR by Currency

5.3.2. VaR by Posns (FX only)

5.4. Citco Reporting

5.4.1. Reconciliation with Finance

5.4.2. Metrics and Marketing

6. Core

6.1. Technology

6.1.1. Disaster Recovery

6.1.1.1. Finalize Architecture

6.1.1.1.1. CF Spike

6.1.1.1.2. ecs-cli

6.1.1.2. Europe DR Deployment

6.1.1.2.1. Test Failover/Failback

6.1.1.2.2. Deploy

6.1.2. Access Control and Security

6.1.2.1. Move plain-text pwords to aws-secrets

6.1.2.2. Limit FBSys AMI permissions

6.1.2.3. Book-level access

6.1.2.4. SSO Integration

6.1.2.4.1. Retire ProxyJ

6.1.2.5. AD Groups

6.1.3. Web Architecture

6.1.3.1. Graphical User Interface

6.1.3.1.1. Azure BI Spike

6.1.3.1.2. Dash Spike

6.1.4. REST API

6.1.4.1. Authentication

6.1.4.2. Unify Services

6.1.4.2.1. Swagger

6.1.4.2.2. Single URL-tree

6.1.4.3. Enable SSL for webservices

6.1.4.3.1. Wildcard Cert

6.1.4.3.2. Rename services with hyphens

6.1.5. Automated Workflow

6.1.5.1. Jenkins

6.1.5.2. Airflow

6.1.6. Continuous Integration

6.1.6.1. Improve Docker Build

6.1.6.2. Pep-Cleanup

6.1.6.3. Quantlib Pip/Conda Install

6.1.7. Logging and Alerts

6.1.8. Upgrades

6.1.8.1. Ubuntu-1604

6.1.8.2. Python-3.6

7. Economists

7.1. AA Scorecards

7.1.1. FX

7.1.1.1. Productionize Calculation

7.1.1.2. GUI

7.1.1.3. Portfolio Construction

7.1.2. Rates

7.2. Cosmos Pflo Screens