Technical Writing

Field Notes on
Data & Banking

Long-form technical articles on financial data engineering, credit risk modelling, back-office operations, and banking architecture.

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Latest
12 March 2025 18 min read
Platform Engineering · Queuing Theory
Multi-Dimensional Task Prioritisation: A Formal Queuing Model for Banking Operations
Renegotiations, nostro breaks, and regulatory deadlines all compete for the same operational capacity. We develop a formal scoring model with five priority dimensions, a deadline amplification operator Ω, and full M/G/c queue integration—complete with starvation-freedom theorem and Python implementation.
Queuing Theory Priority Queue M/G/c Python
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15 January 2025 14 min read
Credit Risk · Regulation
Basel IV Output Floor: Recalibrating IRB Models for the New Capital Regime
The 72.5% output floor forces IRB banks to hold capital no lower than 72.5% of what the Standardised Approach would require. RWA calculator and stress-tests across retail, SME and corporate under the transitional schedule.
Basel IV IRB RWA Python
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22 August 2024 11 min read
Data Governance
BCBS 239 Compliance: Implementing Data Lineage at Scale
Eleven principles, dozens of critical data elements, and a regulator that will ask for proof. A practitioner's guide to building automated lineage capture and a compliant data governance framework in a universal bank.
BCBS 239 Lineage Governance
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11 September 2023 12 min read
Fraud · Streaming
Real-Time Fraud Detection with Kafka Streams and Online Feature Stores
Sub-100ms latency fraud scoring requires rethinking the entire pipeline—from feature computation to model serving. We design the architecture, implement velocity features, and benchmark champion/challenger deployment patterns.
Kafka Flink ML Serving
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28 February 2023 16 min read
Credit Risk · ML
Credit Scorecard Development: WoE Binning, Information Value and the Logistic Regression Pathway
Weight of Evidence transformation turns raw borrower attributes into a linear scoring space. From binning strategy through logistic regression to integer scorecard points, with full Python implementation and validation using Gini, KS and PSI.
WoE / IV Logistic Reg. Python
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21 June 2022 13 min read
Back Office · SWIFT
Building a Nostro Reconciliation Engine: MT940 Parsing, Fuzzy Matching and Break Management
Banks hold correspondent accounts (nostro) at hundreds of counterparties. Each day, SWIFT MT940 statements arrive with transaction records that must be matched to internal ledgers. We build the full pipeline in Python with configurable tolerance rules.
SWIFT MT940 Reconciliation
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3 November 2021 15 min read
Middle Office · P&L
Daily P&L Attribution in Fixed Income: Greeks, Carry and the Unexplained Residual
Every trading day, the middle office must explain why the portfolio made or lost money. We decompose daily P&L into rate delta, theta, convexity, carry and FX components—and discuss what the unexplained residual tells you about your risk models.
P&L Explain Greeks Fixed Income
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14 April 2021 10 min read
Payments · ISO 8583
Anatomy of a POS Transaction: From Terminal Swipe to Core Banking Settlement
A card payment takes roughly 1.8 seconds. In that time, an ISO 8583 message traverses acquirer, card scheme, issuer processor and core banking. We dissect every hop—fields, timing, authorization logic and the T+1 clearing cycle.
ISO 8583 Authorization Settlement
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