Meridian Derivatives Risk Platform

Meridian is a fully functional derivatives risk management platform that reflects Grid Dynamics' deep experience designing and building mission-critical systems for the world's leading investment banks. Purpose-built on AWS (EKS, S3, ALB, Cognito), Meridian addresses the challenges that derivatives desks know well: reproducible valuations, auditable risk numbers, intraday vs. official pricing, and understanding what drove overnight P&L.

Meridian supports a broad range of products with full Greeks computation (delta, gamma, vega, theta) and automated P&L attribution that decomposes daily changes by risk factor. The architecture -- bitemporal storage, immutable run manifests, stateless pricing via QuantLib, and integration through the FINOS Common Domain Model -- reflects hard-won lessons from decades of building these systems at scale.

• Discovery workshop to understand your current risk infrastructure, pain points, and strategic objectives
• Architecture review and technical assessment aligned to your existing systems and data landscape
• Platform deployment and configuration on your AWS infrastructure, tailored to your portfolio and operational workflows
• Integration with your trade capture and market data systems via adapter boundaries and the FINOS CDM
• Configuration of valuation profiles, P&L attribution pipelines, and risk reporting to match your desk's requirements
• Knowledge transfer, operational handover, and ongoing advisory

• Deployed risk management platform on your AWS account with full observability including distributed tracing, structured logging, and metrics dashboards
• Adapter services configured for your trade and market data feeds
• Valuation workflows for intraday monitoring and official end-of-day pricing
• P&L attribution pipeline with customizable factor decomposition
• Operational runbook and architecture documentation
• Strategic recommendations for extending the platform to additional asset classes and risk workflows

• Deep Capital Markets Expertise: Built by engineers with decades of experience delivering mission-critical systems to tier-1 investment banks, Meridian encodes real-world solutions to the problems derivatives desks face daily.
• Reproducible, Auditable Risk: Every valuation run captures a complete immutable manifest of inputs -- trades, market data, configuration -- enabling exact replay for audit, compliance, and regulatory enquiry.
• Cloud-Native on AWS: Runs entirely on EKS with S3 storage, ALB, and Cognito authentication -- no legacy on-premises infrastructure, with full OpenTelemetry observability from day one.