finance_ops · finance · workflow
Mercado Pago's Enigma system automates collateral allocation management using linear programming and Google OR-Tools
Mercado Pago's Collateral Management team must daily select from millions of loans — valued in billions of dollars — to back multiple credit lines, each with complex and overlapping contractual conditions, and complete the entire process within a few hours. The combinatorial scale of the problem is NP-Complete, causing execution time to grow exponentially as portfolio size increases.
How it works
Common implementation structure
How this type of workflow is generally built, generalized across documented cases — not tied to any one vendor's stack. Click any stage to read what happens there. Specific products that implement these stages appear in “Tools commonly seen” below.
Stage 1 · Daily allocation process initiated
The daily collateral allocation process must be completed within a few hours.
Tools used
Google OR-ToolsGoogle Cloud PlatformFury
Outcome
Enigma automates and optimizes the loan selection process for securitizing each credit line, maintaining required execution time at scale through an in-house grouping heuristic and providing the Collateral Management team with clear insights via comprehensive reporting.
Results
Time savedmaintain the required execution time while preserving the overall performance of the solution
Grounding & classification
Source type: technical build writeup
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contractfailure mode describednamed customerproduction runtime claimedtools describedworkflow describedfinancial servicesautomation ratecycle time reductiontechnical build writeupback office opsfinance opsautonomous resolution