The systems investment operations actually run on
Scarborough Road builds the data foundations, integrations, automation and controls that hedge funds, insurers and real money portfolios depend on every day. One person, thirty years, front office to back.
Write the rule down before you need it.
What I build
Enterprise data foundations. Firm-wide data warehouses, portfolio returns databases and P&L attribution engines, so investment data is available across the firm instead of living in parallel spreadsheets and manual extracts.
Systems integration across public and private books. End-to-end vendor implementations across trading, risk, liability servicing and treasury, with bespoke servicing workflows for private credit and commercial mortgages.
Operational automation. Manual, Excel-driven workflows replaced by systems and reporting that run in seconds instead of days, with an audit trail behind them.
The governance work that goes with all of it, and the writing and models behind each claim, are on Practice.
Don't take any of that on faith
Several working models are published on this site. Not screenshots, not demos. Excel files you can download, open and check: live formulas, no macros, no protected sheets, nothing computed somewhere else and pasted in as a value. Each one is versioned, carries a changelog, and names the defects found while building it.
Fixed vs Float Swap Model. The swap most life insurers actually trade, fixed against a forward-looking Term SOFR leg, bilateral and uncleared. Twelve tabs, 5,188 live formulas, every output checked cell by cell against an independent implementation.
Cap Ladder Hedge Analyser. What it costs to put a ladder of different cap rates inside one hedge, priced at expiry, on the path, and under each of the three ways desks size the hedge.
Option Greeks Calculator. The five Greeks for a vanilla call and put, and for the call spread a capped crediting strategy is built from, with net Delta and net Gamma across the index level.
The others are on Tools.
Why one person
Most people who can build this have never written a derivative use plan. Most people who write derivative use plans have never built anything. Thirty years across the front, middle and back office means the system and the document come from the same desk, and the system is the thing that proves the document was followed.
If you have a derivatives book and a regulator asking questions, or a middle office running on spreadsheets you no longer trust, that is the conversation to have.