November 14, 2014 | Las Vegas, NV Aamir Mohammad, Aon Benfield
(FIN302) From 10 Days to 10 Minutes: How Aon Benfield Leverages AWS GPUs to Make Actuarial Calculations More Efficient | AWS re:Invent 2014
Jun 29, 2015
Aon Benfield Securities, a leading global provider of risk management, insurance, and reinsurance brokerage, needs high-powered computing to process financial simulations for wealth management products. In the past, the firm's quarterly financial reporting took two weeks and a small army of people to complete-but by finding a creative way to use state-of-the-art AWS GPUs, Aon reduced calculation time from 10 days to 10 minutes.
This session will cover Aon Benfield's use of AWS GPUs and other services from AWS, including Amazon Virtual Private Cloud (VPC) and Amazon Elastic Block Store (EBS) to perform HPC calculations.
This session will cover Aon Benfield's use of AWS GPUs and other services from AWS, including Amazon Virtual Private Cloud (VPC) and Amazon Elastic Block Store (EBS) to perform HPC calculations.
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November 14, 2014 | Las Vegas, NV
Aamir Mohammad, Aon Benfield
PathWise
Monte Carlo
Simulation Models
Big Data
Storage
Reporting Tools
Real-Time Market
Risk System
GPU Computing
Cloud Computing
PathWise Grid
Middleware
PathWise Model
Repository
PathWise MessageHub
PathWiseJob
Scheduler
JoJo
ETL
Virtualized Application
Server
End-User IT SystemsManaged
Transfer Interfaces
PathWise Apps
Permanent real-time record of all inputs, outputs, and events
Secure File Transfer / Messaging APIs
End-User Desktops
Market Data Feeds
User-Controlled Job Scheduling
GPU Grid / CloudSsource Code Control for
Actuarial Models Virtual Application Delivery
Integration and Security
GPU Grid
ModelRepository
Grid Scheduler
User Model
ResultsUserScript
Modeling Studio
AnalyticsStudio
Integrated Development Environment
Middleware API
MessageHub
MessageHub API
Amazon EC2
Virtual
Gateway
PROD: VPC US-EAST
Share Services Subnet
Shared Servers
AD-01
AD-02
Patching
AV
File XFR
SMTP
SQL
Proxy
etc.
Mgmt Subnet
Mgmt Servers
MGMT-01
MGMT-02
IDS/Logging Subnet
IDS/Logging
IDS-01
Firewall
Subnet
DMZ
Subnet
Firewall
FW-IntFW-Ext
DMZ Server
PathWise www
FTP
DMZ-01
Internet
Gateway
Router
Client-subnet
Client SaaS Servers
Coord
FileServer
App01
App02
PWAS
GPU-01
GPU-02
…
…
GPU-n
NAT Subnet
NAT Server
NAT-01
VPC-PROD
Amazon EC2
Virtual
Gateway
PROD: VPC US-EAST
Share Services Subnet
Shared Servers
AD-01
AD-02
Patching
AV
File XFR
SMTP
SQL
Proxy
etc.
Mgmt Subnet
Mgmt Servers
MGMT-01
MGMT-02
IDS/Logging Subnet
IDS/Logging
IDS-01
Firewall
Subnet
DMZ
Subnet
Firewall
FW-IntFW-Ext
DMZ Server
PathWise www
FTP-DR
DMZ-01
Internet
Gateway
Router
Client-subnet
Client SaaS Servers
Coord
FileServer
App01
App02
PWAS
GPU-01
GPU-02
…
…
GPU-n
NAT Subnet
NAT Server
NAT-01
VPC-DRInternet
Gateway
Internet
Gateway
Client
EIP EIP
A
Virtual Private Cloud
Client VPN Tunnel
Internal to Amazon
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