End-to-End Regression Library for a Cloud-Based Post Trade and Risk Management System

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Build Software to Test Software exactpro.com End-to-End Regression Library for a Cloud-Based Post Trade and Risk Management System London, Feb 2019

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2 Build Software to Test Software exactpro.com Build Software to Test Software • A specialist firm focused on functional and non-functional testing of exchanges, clearing houses, depositories and other market infrastructures • Incorporated in 2009 with 10 people, our company has experienced significant growth as satisfied clients require more services; now employing 560 specialists. • Part of London Stock Exchange Group (LSEG) from May 2015 till January 2018. Exactpro management buyout from LSEG in January 2018. Headquartered in the UK, with operations in the U.S., Georgia and Russia. • We provide software testing services for mission critical technology that underpins global financial markets. Our clients are regulated by FCA, Bank of England and their counterparts from other countries.

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3 Build Software to Test Software exactpro.com

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4 Build Software to Test Software exactpro.com Flexible Multi-level Account/Portfolio Structure Batch Report Backofficе RECONCILIATION Collateral Management UI Real-time Risk BACKTESTING/ WHAT IF Date Roll Pricing Position Keeping Market Data Capture Trade Capture Portfolio Risk Calc

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5 Build Software to Test Software exactpro.com Interest Rate Derivatives Equity Commodity Derivatives FX Equity & Index Derivatives NFX Instruments universe Fixed Income

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6 Build Software to Test Software exactpro.com Architecture/Technology

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7 Build Software to Test Software exactpro.com Development Methodology

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8 Build Software to Test Software exactpro.com Testing Challenges CLOUD AGILE TEAM SYSTEM COMPLEXITY

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9 Build Software to Test Software exactpro.com Complexity! ASSET CLASSES REFERENCE DATA POSITION LIFECYCLE RISK CALCULATION ACCOUNT STRUCTURE MARKET DATA

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10 Build Software to Test Software exactpro.com Complexity! Complex System - Simple Tools Complex System - Complex Tools

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11 Build Software to Test Software exactpro.com Addressing Complexity!

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12 Build Software to Test Software exactpro.com Addressing Complexity! Global Steps S1 Input single position Submit Trade Verify Position Verify Acct Risk Update MD Verify Acct Risk Verify Acct Risk after Date roll

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13 Build Software to Test Software exactpro.com Addressing Complexity! Report

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14 Build Software to Test Software exactpro.com Addressing Complexity! Global Steps S1 Input single position Submit Trade Verify Position Verify Acct Risk Update MD Verify Acct Risk Verify Acct Risk after Date roll

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15 Build Software to Test Software exactpro.com Addressing Complexity! ... Global Steps S1 Input single position Submit Trade Verify Position Verify Acct Risk Update MD Verify Acct Risk Verify Acct Risk after Date roll ... ... SOD T+1 EOD T+1 SOD T+2

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16 Build Software to Test Software exactpro.com Addressing Complexity! ... Global Steps S1 Input single position S2 S3 S4 Submit Trade Verify Position Verify Acct Risk Update MD Verify Acct Risk Verify Acct Risk after Date roll ... ... SOD T+1 EOD T+1 SOD T+2

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17 Build Software to Test Software exactpro.com Addressing Complexity! ... Global Steps S1 Input single position S2 S3 S4 Permutations Submit Trade Verify Position Verify Acct Risk Update MD Verify Acct Risk Verify Acct Risk after Date roll ... ... ... ... ... ... ... ... SOD T+1 EOD T+1 SOD T+2

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18 Build Software to Test Software exactpro.com Addressing Complexity! ... Global Steps S1 Input single position S2 S3 S4 Permutations Auxiliary Matrix Submit Trade Verify Position Verify Acct Risk Update MD Verify Acct Risk Verify Acct Risk after Date roll ... ... ... ... ... ... LOAD SPAN VERIFY AGGR METRICS DATE ROLL LOAD SPAN ... ... SOD T+1 EOD T+1 SOD T+2

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19 Build Software to Test Software exactpro.com Addressing Complexity! ... Global Steps S1 Input single position S2 S3 S4 Permutations Auxiliary Matrix Submit Trade Verify Position Verify Acct Risk Update MD Verify Acct Risk Verify Acct Risk after Date roll ... ... ... ... ... ... LOAD SPAN VERIFY AGGR METRICS DATE ROLL LOAD SPAN INITIATE LOAD SIMULATE OUTAGE SIMULATE OUTAGE ... ... SOD T+1 EOD T+1 SOD T+2 Woodpecker

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20 Build Software to Test Software exactpro.com Testing in Agile DEADLINE DEADLINE DEV TEST AUTO PO Scrum 1 + + + + Scrum 2 ... + + Scrum 3 DEADLINE DEV TEST AUTO DEV TEST AUTO DEV TEST AUTO PO DEV TEST AUTO DEV TEST AUTO DEV TEST AUTO PO DEV TEST AUTO DEV TEST AUTO

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21 Build Software to Test Software exactpro.com Testing in Agile - Independent Test Team BA }... { DEV CODE QA BUGS DEV FIXES . . . . . Requirements

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22 Build Software to Test Software exactpro.com Addressing Testing in Agile & Independent Test Team DEADLINE DEADLINE DEV DEV TEST PO Scrum 1 Regression DEV PO PO AUTO TEST DEV OPS TO + + + + Scrum 2 Test Scrum ... TEST