We wouldn't have been able to build it without some kind of approval and agreement of who we would bill our time to. Although I should point out that "vigilante projects" (as I call them) do have a place in investment banks, and people who can write code on their own can do a lot to improve their situation. I remember a different job where myself and one other person each created vigilante projects that later turned out to be absolutely critical for properly monitoring internal systems. Vigilante projects are created in defiance of the incompetence of upper management.