~/talk

An Open Source Architecture for Modernizing Market Risk Managem...

on YouTube 28m
Talkat Open Source in Finance Forum London 2022 · on Wednesday, 2022-07-13· [software-architecture, data-engineering]

speakers

name:Aric Rosenbaum
links:none on file
name:Marius Bogoevici
speakerdeck:mbogoevici

resources

video:https://youtu.be/5P-VYDXOlvQ
slides:none on file

summary

A concrete open source architecture surfaces: an event-driven, modular framework that uses hybrid cloud bursting, containers and Kubernetes, GPUs for Monte Carlo-heavy market/credit risk (FRTB and climate scenarios), and caching (Hazelcast/Infinispan) to keep hot inputs local. It pairs intelligent orchestration and DevSecOps to shrink model deployment from the typical six to nine months toward continuous delivery, supports 74‑day lookbacks, and is presented as a practical, pilot-ready blueprint rather than a packaged product.

AI-written summary · about

chapters (12)

  1. 0:00Introduction
  2. 0:42Why Open Source
  3. 1:52Risk Management
  4. 2:24Types of Risk
  5. 2:55Value at Risk
  6. 4:28Challenges
  7. 7:41New Technologies
  8. 9:30Process Improvements
  9. 10:52The Journey
  10. 14:32Hybrid Cloud
  11. 20:19Intelligent Orchestration
  12. 26:11Wrap Up

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