Algo Trading Governance and Controls Industry Paper

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Objective

The objective of the Algo Trading Governance and Controls Working Group is to drive effective collaborations across members of the international COO community (iCOOC), to collectively establish best practices and protocols within Algo Trading Governance and Controls.

Agenda

Q2:

  • How to demonstrate the value of controls work, on and above, those mandated by regulation
  • 1LoD v 2LoD – addressing staffing and task allocation dynamics

Q3:

  • The evolution of emerging & disruptive technologies and their impacts on Algorithmic trading development
  • Assessing time and cost re: MiFID/RSA

Q4:

  • A look back, a look forward. A 2022 best practice review and 2023 horizon scanning.

The Commercial Case for Controls

“If we’re going to drive fast and take chances in order serve our clients and drive profitability, we need to have the right guardrails, airbags, seatbelts, ability to see around the bend and stop on a dime. As our business becomes more sophisticated at taking risk, 1st line controls teams need to be as sophisticated, and I would argue, even more sophisticated to manage risk. Human + machine can help.”

Shelly Liposky, Managing Director, Head of Business Risk and Solutions, BMO Capital Markets.

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