HPC in Financial Services is not boring, and has some interesting problems to solve.
HPC in Financial Services is interesting for a lot of reasons that have nothing to do with banking. It’s an embarrassingly parallel workload, typically made up from zillions of short’ish jobs (seconds to minutes). And the decisions it supports are pretty big ones: whole banks and entire economies might be impacted by the outcomes. It’s interesting because there are so many fun ways you can solve the problem of ‘get it done fast, cheaply, and soon enough to help the people who are making really big decisions’. And whilst you expect us to say this: the cloud truly is a real game changer for this workload.
Alex Kimber wrote the HPC book at AWS for Financial Services, but what he talks about in this short discussion puts context around the whole thing … He’ll be back to expand on several of the key points in a few weeks.
In the meantime, his FSI HPC whitepaper is here: https://d1.awsstatic.com/whitepapers/aws-financial-services-grid-computing.pdf
If you have ideas for technical topics you’d like to see us cover in a future show, let us know by finding us on Twitter (@TechHpc) and DM’ing us with your idea.