This chat will explore the challenges, opportunities, and lessons learned in integrating technology and data infrastructure across the front, mid, and back-office functions in quantitative finance - with perspectives from both engineering and data users.

The session will examine how to break silos, streamline workflows, and improve the usability and consistency of data across the trade lifecycle.

Intro insight:

·      Brief overview of how the front, mid, and back offices have traditionally operated in silos.

• Why fragmentation leads to latency, reconciliation errors, inconsistent datasets, and missed alpha opportunities.
• How quant-driven organizations are uniquely positioned to benefit from tighter integration.

From the Engineering Perspective:

From a systems design point of view, what’s been the hardest part of aligning front-office speed with back-office stability?

From the Data User Perspective: Quality, Access, and Context

How often are quant models or risk signals impacted by incomplete or misaligned data from mid or back office?

Lessons Learned Across Front, Mid, and Back Office

What was one turning point in getting front-to-back integration right in your organization?

The Integration Frontier: What’s Next?

·   What an ideal front-to-back data architecture looks like in 2025+.

·      Explore the trade-offs between speed, control, and compliance in trading operations