Event Overview
- Day 1: machine learning in Quantitative Finance
- Day 2: Machine Learning in Quantitative Finance
- Day 3: Volatility, Options & Modelling
- Day 4: Latest XVA Developments
- Day 5: Regulations & Machine Learning Panel
Quantifi & Intel Presentation: Quantifi Leverages Intel® Hardware to Accelerate XVA Calculations
Day 4 – 19th November -17:30 GMT / 18:30 CET / 12:30 EST
Calculating XVAs requires Microservices Architecture using distributed computing for achieving scalability, reliability and resilience. Loading data, transferring and saving results can introduce I/O issues causing significant degradation in overall system performance. This presentation explains how Quantifi achieved end-to-end acceleration using Intel’s CPU and Optane™ Persistent Memory technology solutions.
Speakers:
- Rama Krishna Nagamalla, Senior Software Developer, Quantifi
- Mahesh Bhat, Principal Engineer, Intel Corporation