A custom market-making workflow automates the continuous calculation of Greeks, inventory risk, and competitive spreads to capture the bid-ask spread on derivatives. The operational upside comes from eliminating manual quote adjustments and reacting to volatility shifts in microseconds, directly improving P&L through tighter spreads and reduced adverse selection. Implementation requires integrating low-latency exchange feeds, a risk engine like Numerix or a custom Monte Carlo library, and an execution gateway (FIX/ITCH) within a deterministic, event-driven architecture using frameworks like Aeron or proprietary C++ cores.




