Note
Risk data warehouse and versioned analytics apps at Colombia's central counterpartye
A star-schema warehouse consolidating risk and market data for regulatory and internal reporting; the 'CRCC Data' platform of Shiny applications and APIs for internal teams and clearing members; automated risk back-testing and historical-VaR simulations.
| Organisation | CRCC — Cámara de Riesgo Central de Contraparte de Colombia |
|---|---|
| Sector | Financial market infrastructure (central counterparty clearing house) |
| Period | 05/2022 – 05/2025 · Bogotá |
| Role | Analytics Professional, Risk & Methodologies (data science and data engineering) |
| Team | The 'CRCC Data' platform was built with a colleague. |
| Stack | SQL · Oracle · Jenkins · R · Shiny · Python |
What was built
- Warehouse. Designed and implemented a star-schema data warehouse consolidating risk and market data for regulatory and internal reporting, on Oracle and SQL, with Jenkins-automated jobs.
- "CRCC Data". With a colleague, built and versioned the clearing house's analytics platform: Shiny applications and APIs for internal teams and clearing members, including automated risk back-testing and historical-VaR market-risk simulations.
- Assistants. RAG assistants over the clearing house's rulebook, used by internal teams.
Context
The CRCC is Colombia's central counterparty clearing house and was recognised by ESMA as a third-country CCP in 2023. A regulated environment: releases were versioned and risk back-testing automated.
Confidentiality
Diagram-level description and the public "CRCC Data" name only. No screens, margin models or member data.
Marks
- e co-authorship