by Raj Subramani | Apr 8, 2024 | Risk Management
We are going to discuss the generation of risk metrics for trades by supplying market data on a timed basis using a streaming Dataflow Engine running Apache Beam. Fred Tsang (Fred) introduces the basics concepts around streaming systems. He starts with some basic...
by Raj Subramani | Nov 10, 2023 | Cloud Integration, Risk Management
Risk generation in Investment Banking has traditionally been carried out using Vendor based products such as task engines or has been developed bespoke for the Bank. The total cost of ownership involves the maintenance of infrastructure, vendor products integration...
by Raj Subramani | Nov 10, 2023 | Risk Management
Introduction Traditional financial workloads have large data sets that need to be processed by analytics libraries. When completed, a series of aggregation functions then need to post process data. These tasks are both computationally and IO intensive due to the sheer...
