SC Conference - Activity Details

High Performance Computing in the Financials: Where Rocket Science Meets "The Street"

John Storm  (Morgan Stanley)
Prashant Reddy  (Morgan Stanley)
Masterworks Session
HPC in Finance
Tuesday,  03:30PM - 04:15PM
Room 18A/18B/18C/18D
The use of High Performance Computing within the financial industry has had a long but rather obscure history. Starting with the early adoption by quantitative analysts within fixed income to its now pervasive use across the extremely complex set of products and services within Morgan Stanley, High Performance Computing has become a fundamental requirement in a very competitive and risk conscious environment. This talk will begin with an introduction on how institutional banks utilize HPC as part of their everyday business and then focus on some of the unique requirements and challenges this presents to the computational architectures and underlying technology infrastructure.
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