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Banking · A Dutch bank

Rebuilding a legacy hedge accounting system

99.9%faster runtime

Challenge

A Dutch bank was running hedge accounting calculations on an aging application that had become a bottleneck for the finance team — runs that should have taken minutes were taking hours.

What I built

Rebuilt the application in Python, redesigning the calculation logic and data flow from the ground up while preserving the accounting outputs the bank depended on.

Outcome

Runtime dropped by 99.9%, turning multi-hour batch runs into a near-instant process.

PythonFinancial ServicesSystems Rebuild

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