FX compression with margin intelligence in the optimizer
A mathematically good FX proposal still fails if margin or data disagree. Margin checks moved inside the optimizer, and four-source validation gated inputs before the live window.
Book ready · good math still fails if margin or data disagree
100%proposal acceptance · 40+ live runs
FX proposalFX compression · schematicBook readyGatingAccepted for the live run
BookFX forwardsNDFs
EligibilityEligible
MarginCCP IM, inside the optimizer
Sources1234four must agree
ProposalsCut before liveKeptAccepted
AcceptanceNot runGating
Good math still failsif margin or data disagreeGates before livemargin and four sourceslive runs, 100% acceptance−94% live-run failures
Schematic · gates decide the cut before live · NDF = non-deliverable forward
Phases1-3 · select to hold
Reading the schematic interfaceAn FX forwards and NDF book, then eligibility, clearing-house initial margin inside the optimizer and four agreeing sources gating each proposal before live, then acceptance measured across 40+ live runs.
03 / 03Auto
FX & NDFBroken01/07
01
What was broken
FX optimization only creates value if the proposal survives margin constraints, data-quality checks, and live execution. Late validation made good math fail in production.
02
Product decision
Embed the clearing house’s margin API in the optimizer. Add a four-source validation layer around production inputs, before the live window.
03
In plain terms
FX forwards and NDFs (non-deliverable forwards) only compress if the proposal can clear margin and data checks
Putting the clearing house’s initial margin inside the optimizer stops “good math, bad live run”
Four independent sources must agree on critical inputs before the live window opens
Success was proposal acceptance and fewer live failures, measured across 40+ runs
04
What I owned
Designed and shipped FX-forward and NDF compression with margin intelligence in the product
Embedded the clearing house’s margin API in the optimizer rather than validating after the fact
Added four-source validation as a pre-live gate and tied launch to acceptance and reliability
05
How it works
Validates margin constraints inside the optimization workflow
Cross-checks critical data across four sources
Surfaces quality issues before the live production window
Measures success through proposal acceptance and live-run reliability
06
Role & tags
Product Manager. Designed and shipped FX-forward and NDF compression with the clearing house’s margin API embedded in the optimizer.
Embedded margin API
Four-source validation
Pre-live quality gate
Acceptance KPI
07
Impact
100% proposal acceptance across 40+ live runs. Four-source validation cut live-run failures 94%.
