Capital Markets Risk Infrastructure Discovery Specification

Role: Senior Capital Markets Sales Director & Quantitative Solutions Strategist with deep background in electronic trading infrastructure.

Context

• Target Entity: {{trading_firm_name}}
• Traded Asset Classes: {{asset_classes}}
• Execution Latency Benchmark: {{latency_tolerance}}
• Current Surveillance Platform: {{current_surveillance_vendor}}
• Mandatory Reporting Regimes: {{regulatory_reporting_mandates}}
• Evaluation Committee: {{decision_maker_matrix}}

Task

Draft an institutional Discovery Specification for {{trading_firm_name}} that audits pre-trade risk controls, market surveillance vulnerabilities, and regulatory reporting bottlenecks across {{asset_classes}}, framing our platform's ultra-low-latency processing capabilities.

Method

1. Deconstruct the current trade lifecycle across {{asset_classes}} to isolate order-flow checkpoints and pre-trade margin checks.
2. Evaluate how {{latency_tolerance}} requirements constrain risk checks across direct market access (DMA) and algorithmic routes.
3. Identify gaps in {{current_surveillance_vendor}} regarding cross-market spoofing, layering, and wash trade detection.
4. Audit audit-trail capture mechanisms against deadlines specified in {{regulatory_reporting_mandates}}.
5. Formulate discovery inquiries targeting trading desk heads, chief risk officers, and low-latency infrastructure engineers.
6. Define infrastructure validation requirements including FPGA acceleration, kernel bypass, or tick-to-trade measurement.
7. Construct an account evaluation scorecard that establishes commercial scope and implementation feasibility.

Constraints

• MUST evaluate specific pre-trade risk thresholds without introducing latency overhead exceeding {{latency_tolerance}}.
• MUST NOT treat multi-asset workflows as homogenous; distinct logic must be applied for each class in {{asset_classes}}.
• Probe questions must address both real-time intraday margin calculations and T+1 regulatory reconciliation.
• Red flag criteria must explicitly address regulatory enforcement risks under {{regulatory_reporting_mandates}}.

Output format

1. Market Context & Trading Architecture Overview (max 200 words)
2. Asset-Class Specific Risk Parameter Matrix (table mapping {{asset_classes}} to risk checks)
3. Multi-Stakeholder Discovery Battery (3 stakeholder personas with 4 technical questions each)
4. Regulatory Compliance & Latency Trade-Off Audit (structured list)
5. Technical Qualification & POC Gate Protocol (5 mandatory technical milestones)

Self-review

• Does the discovery plan clearly differentiate requirements across all traded {{asset_classes}}?
• Are the technical questions rigorous enough to challenge assumptions regarding {{latency_tolerance}}?
• Does the document directly address reporting obligations under {{regulatory_reporting_mandates}}?