Autopricer System – OCBC Bank

About the Platform

The Autopricer System is an advanced pricing and valuation platform developed for OCBC Bank to automate the pricing of financial instruments and structured products. The system enables real-time pricing, risk calculations, and valuation management while ensuring compliance with banking regulations and internal governance policies.

Core Capabilities

• Automated pricing of financial instruments and structured products
• Real-time market data integration and dynamic price recalculation
• Support for bonds, derivatives, FX products, and treasury instruments
• Configurable pricing models and calculation engines
• Scenario analysis and stress testing tools
• Comprehensive audit trails for pricing history and valuation changes
• Approval workflows for pricing overrides and compliance validation

Key Features

• Role-based access control for traders, risk teams, and compliance officers
• Interactive dashboards for pricing summaries and exposure monitoring
• Integration with core banking, treasury, and market data systems
• Automated regulatory and internal reporting
• High-performance processing for large transaction volumes

Technology Stack

• Frontend: React.js

Workflow Overview

• Market Data Ingestion → Model Calculation → Risk Adjustment → Price Validation → Approval → Reporting
• Automated alerts for pricing discrepancies
• Multi-level review and governance controls

Security & Compliance

Built to meet strict banking security standards, the Autopricer System includes encrypted communication, secure authentication mechanisms, detailed audit logs, and compliance monitoring aligned with financial regulatory frameworks. All pricing actions are traceable to ensure transparency and risk mitigation.

Purpose

The Autopricer System was developed to reduce manual pricing efforts, minimize operational risk, improve pricing accuracy, and enhance speed-to-market for financial products within OCBC Bank. By centralizing valuation logic and automating workflows, the platform supports informed decision-making and operational efficiency across trading and treasury teams.