Financial Services Data - Use It or Lose It! www.sungard.com/globalservices Proprietary and Confidential. Not to be distributed or reproduced without permission Financial Services Data - Use It or Lose It! CUNY High Performance Computing Center (HPCC) Workshop on Data, Graphs and Combinatorics in Bio-Informatics, Finance, Linguistics and National Security July 26-27, 2011
Presentation at Data-Intensive Computing, Graphs, and Combinatorics in Bio-Informatics, Finance, Linguistics, and National Security Tuesday–Wednesday, July 26–27, 2011
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Financial Services Data - Use It or Lose It!
www.sungard.com/globalservicesProprietary and Confidential. Not to be distributed or reproduced without permission
Financial Services Data - Use It or Lose It!
CUNY High Performance Computing Center (HPCC)
Workshop on Data, Graphs and Combinatorics in Bio-Informatics,
Finance, Linguistics and National Security
July 26-27, 2011
Why Am I Here?
SunGard #2 in 2010 FINTECH 100
Professional
14+ years of development on Wall Street
Personal
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Products & Services across the FS spectrum
Exploring impacts of Big Data approach for past 2+ years
Intersection of Global Services Advanced Technology & Information Management Practices
Development + Databases + Data Warehousing + Trading + Risk Management
1
Why Are We All Here?
“Interpol and Deutsche Bank, FBI and Scotland Yard;
Business, Numbers, Money, People;
Crime, Travel, Communication, Entertainment;
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Computer World!”
- Kraftwerk 1981
2
Financial Services & Typical “Intensive” Problems
WholesalePortfolio Construction
Retail
Demand Forecasting
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Price Forecasting
Risk Calculation
Compliance Surveillance
Batch Processing
Targeted Marketing
Compliance Surveillance
Batch Processing
3
Data & Compute Intensity in FS
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What creates this intensity?
•Algorithmic Complexity•Time Series
•Calculus
•Graphs
•Semantic Inefficiency•Inefficient physical data structures
•Semantic starvation
Two flavors of intensity overload
•Unacceptable elapsed run time
•Herculean efforts to pare down size of input data set