Capital Mortgage Operational Data Store

Consolidated mortgage data mart supporting FDIC regulatory reporting and fair value accounting.

Problem

Mortgage data was spread across Parquet files, mainframe systems and Teradata at different loan origination stages, and regulatory and accounting reports depended on bringing it together accurately and on time.

Approach

Integrated mortgage data from all sources into a consolidated Teradata data mart for downstream consumption.
Reported Qualified Financial Loans to the FDIC, including market value and unpaid balances.
Designed automated file transfers for weekends and holidays, optimising batch workflows to meet the 4:45 AM EST processing deadline.
Built fair value accounting pipelines in Ab Initio, with outputs in a data lake and Hive, and contributed to a rules-based engine capturing P&L components of non-agency RMBS loan sales.

Results

Accurate, compliant regulatory reporting and batch workflows that consistently met the 4:45 AM EST deadline.