Confidently meet regulatory requirements with an elastic and intelligent infrastructure for risk modeling. Extend your capacity as needed and only pay for what you use
Deploy and manage grids for risk analysis and reporting flexibly and highly securely while optimizing total cost of ownership (TCO)
Help global teams to collaborate more effectively and make decisions faster by providing high-quality data in real time
Financial services HPC scenarios
Stay ahead of the competition with a modern approach to risk management, portfolio optimization and implement effective compliance and governance practices to protect customer data. Learn more about how financial organizations are transforming with the cloud at Azure for financial services.
Risk management
Rapidly execute defined models and ad hoc experiments using common tools such as R and Python. Easily integrate data from different sources to consolidate risk reporting and boost capacity management for your risk calculations with vast Azure compute resources.
Regulatory reporting
Efficiently manage delivery of regulatory reports by running high-performance risk simulations to aggregate and normalize siloed data from individual trading desks. Conduct fundamental review of the trading book (FRTB) impact assessments to inform early stage strategic decisions and manage ongoing FRTB compliance with Numerix FRTB, a high-performance cloud solution built on Azure.
Portfolio optimization
Optimize your portfolio while meeting buyers’ preferences and constraints in an ever-changing regulatory environment. Spin up Azure HPC clusters with large memory footprints for your large optimization problems in a matter of seconds.
Securities pricing
Confidently model prices for securities and other financial assets using numerical methods of your choice. Get the infrastructure you need to reliably run compute-intensive workloads, such as complex pricing models, perfectly parallel Monte Carlo simulations, and stochastic differential equations.
Powerful infrastructure as a service (IaaS) for financial services
- Speed up risk simulations with affordable, GPU-optimized N-series Azure Virtual Machines (VMs).
- Offload daily risk calculations to the cloud with Azure CycleCloud, which supports schedulers like HPC Pack, Tibco GridServer, and IBM Spectrum Symphony.
- Use H-series VMs for tightly-coupled MPI-based simulations.
- Visualize your results using NV-series VMs and hold results for later re-analysis with Azure Archive Storage.
- Process jobs on demand rather than on a pre-defined schedule and configure, manage, and monitor your jobs with Azure Batch APIs, tools, and command-line scripts.
Creating a hybrid risk analysis solution with Azure HPC
HPC Risk Analysis Template
This templated risk analysis solution uses Azure HPC compute and GPU virtual machines (VMs) to expand on-premises TIBCO GridServer compute to Azure using Azure CycleCloud for auto-scaling integration. The job executes both on-premises and in the cloud by using Avere vFXT fast caching and native NFS access to market data available on-premises.
Learn more about the HPC Risk Analysis TemplateSee how financial services industry customers are innovating with Azure HPC
Brian Cartwright, Assistant Vice President, MetLife"In more than 10 years of working in large-scale data analytics, I have seen over and over how bottlenecks can be addressed…. With the Microsoft technologies and cloud infrastructure supporting our environment, we can make our processes smoother, faster, and more sustainable."
Milliman takes a holistic, forward-looking approach to the automation and governance of actuarial modeling and reporting with a revolutionary cloud-based system for the life insurance market built on Azure.
Andy Lingard, Global Leader of General Insurance Software Development, Willis Towers Watson"There has been a major evolution over the past few years in how we support big computing at Towers Watson, and Microsoft plays a growing role in that support."
Robert Griffiths, Director, MUFG"We would need to buy enough servers to cope with the need for 4,000 cores on a weekend—that's roughly 350 servers and a lot of datacenter space. Instead of leasing a big new datacenter, we put several thousand cores on an ongoing basis in Azure, which gives us the ability to scale almost instantaneously in case of a market event."
Mikhail Dron, Managing Director and Vice President, TD Securities"Being in the public cloud allows us to expand and contract as needed as well as change the configuration of the infrastructure almost on demand. That allows us to iterate very quickly through different solutions and find the right fit for the business problem, or for the client, almost at no notice and respond to the client's demands on the spot."
Work with an Azure HPC financial services industry partner
