◆ Supervised Worker
Runs the overnight margin calculation across the prime book, drafts the calls, and builds the client risk reports as a checkpointed nightly cycle. Disputed or outsized calls clear the oversight/risk agent gate before they go to the client.
Memory
Working Client portfolio, margin model output, prior call history.
Semantic Margin methodologies (SPAN/house), netting and haircut rules.
Store Position warehouse + margin-model store
Orchestration
pipeline MCP
Harness · Managed Agents … scheduled overnight run; sandboxed margin computation.
Tools
{ } Prime position warehouse API ›_ Margin engine Code exec { } Client reporting + comms API ⇄ Oversight/risk agent gate A2A
Evals & guardrails
- Margin-model output reconciled against an independent recompute.
- Outsized or disputed calls gated by the oversight/risk agent before issue.
- Full audit trail per client per day.
Frontier edge
- ▲Long-horizon autonomy: drives the full overnight margin-and-reporting cycle as a checkpointed multi-stage chain, resuming cleanly on a data hiccup.
- ▲World-model simulation: stress-simulates each client's portfolio through scenario paths to flag a margin call before it crystallises.
- ▲Confidential compute: runs the per-client margin calc inside a secure enclave, so client position data is never in clear.
In numbers
1,200
Client books margined / night
pre-open
Report delivery lag
Handoffs
Across ⇢ Risk → Counterparty Credit Risk for exposure limits⇢ Operations → Reconciliations