Founded in 2008, Purple Monkey Consultants provides practical, delivery focused consulting to firms which require design guidance and expertise in large scale integration projects and change programmes, within the financial services and commodity trading environments.

Our current and past clients include two of Europe's leading Asset Backed Energy Trading firms: E.ON Energy Trading SE and RWE Supply and Trading GmbH.

• A platform for Transfer Pricing and cross asset Risk Management
  We were responsible for architecting and working with Indian and UK-based development teams to implement a language agnostic (supporting .NET, Java, MATLAB and others), high performance grid-computing environment, enabling quantitative developers to easily develop on their desktop and execute on the grid. It is designed to support complex model workflows and to manage the full life cycle of models and other key operational tasks such as data validation. Crucially, the system includes a bespoke data store, which allows high-speed data access and storage within the Grid. This store is exposed to an integration bus and through a Data Federation system where it acts as the System of Record for the official internal curves.

• Integration Backbone
  These wide-ranging projects required the selection of an Open Source messaging bus, the definition of Canonical Schemas for Trades, Curves and other entities, and the introduction of Master Data Management. In both scenarios, bespoke Master Data systems were deployed. Additionally, we assisted with the global definitions of Events and the resulting Bus Structure.

• Trade Routing
  The Trade Routing project leveraged earlier work on the Integration Backbone, and allowed near instantaneous Straight Through Processing from multiple trade sources (Trayport, bespoke exchange connectivity to EEX, N2EX, Nordpool etc) and onwards to the many ETRM systems running (including OpenLink Endur, Sakkonet Xenon, Sungard Zai*net). The Trade Routing infrastructure allowed rule based enrichment of trades, and gave traders a near real-time view on their position, and the desks position.

• Market Data Warehouse
  One of our clients identified the need to introduce a near real-time Market Data Warehouse where all trades and bids/offers were captured from brokers and exchanges, and made available for comparative and performance related reporting through Business Objects.

• Enterprise Architecture and Development Team Links
  A common issue in many firms is the disconnect between Enterprise Architecture and the actual decisions that developers make on a day-to-day basis. We introduced a governance framework enabling both the Enterprise Architect team and the Developer teams to have enough freedom to be highly productive, yet still operate within the Enterprise Architecture constraints.

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In case you need it, our VAT registration number is GB 943 072 140