grid 2.0 : entering the new age of grid in financial services jim mancuso, general manager financial...
TRANSCRIPT
Grid 2.0 : Entering the new age of Grid in Financial Services
Jim Mancuso, General Manager Financial Services
September 5, 2008
7 / 7
Normal Application Execution Symphony Execution
Elapsed Time
Symphony provides business advantage sub-millisecond latency > 90 MB/sec throughput per client <5 seconds to re-allocate 2,000 CPUs
Imagine the impact that instantaneous response and nearly unlimited compute power could have on your business critical application!
Imagine the impact that instantaneous response and nearly unlimited compute power could have on your business critical application!
Grid 1.0: the Results
Business Demands
• Beat the Competition– Financial institutions are creating more complex
products and increasing volumes
• Manage Risk– Address new regulatory requirements and be able to
respond in real-time to global volatility
• Be Cost Effective– IT decisions are scrutinized for the business value
they add, the potential ROI to the enterprise, and the Total Cost of Ownership
Successful Grid Deployments
Exotic Derivative
ModelCalibration
VanillaFlow
BasketProduct
RiskAnalysis
CapitalMarket
Asset Management
HedgeFunds
OptionHouses
Exchanges
Front Office Trading Investment Mgmt Exchange Pricing
Middle OfficeRisk/End of day reportMarket ResearchFinancial Accounting
Back OfficeClearance & SettlementBatch ReportingBatch processing
Going Real-time
• Strategic investment to optimize trade results– Significantly reduce calculation time to
improve trade effectiveness– Pre-trade risk analysis, backtesting, and other
processes typically done post-trade
• Calculation profiles require low latency workload distribution– For complex products, < 2ms runtime per
calculation
Backtest Selection Execution
Overnight Daily
B1 S1 E1 Bn Sn En
Daily
Reech AIM – A Back-testing Example
• Historical Environment
• Intraday Grid
Grid 1.0: Utilization Still Too Low
Linux/UNIX Clusters Windows Clusters
Desktops/Workstations
UnpredictableDemand
Un-shareableResources
(“Silos”)
UntappedPotential
Underutilized Resources
DR Sites and Spares
UAT Servers
X
Un-scalable!
IT Challenges
Service levelsand required
resources
Time of Day7am 8am 9am 10am 11am 12pm 1pm 2pm 3pm 4pm 5pm 6pm 7pm 8pm
Environment 1
Required Resources: CPU, Memory, and Overhead
Website
Environment 2
Environment 3
Development
Finance, Payroll
Multipledomains,
departments&
technologies
Automate to Reduce Costs
Time of Day7am 8am 9am 10am 11am 12pm 1pm 2pm 3pm 4pm 5pm 6pm 7pm 8pm
Required Resources: CPU, Memory, and Overhead
Adjusted Resources: VMs, CPU, Memory, and Overhead with Automation
$ savings
Service levelsand required
resources
Multipledomains,
departments&
technologies
Website
Development
Finance, Payroll
Making Cost Reduction a Reality
Making Cost Reduction a Reality
Costs
(1 Year)
Data Center Silo Grids Utility Grid
Environment (CPU’s) 4,000 2,500 Server Consolidation – resource sharing
CAPEX Hardware + Chassis $20,000,000 $12,500,000 Movement to more commodity hardware
OS support $400,000 $250,000 Reduced OS Subscriptions
Storage $86,400 $86,400
OPEX Data Center (power, cooling)
$1,822,080 $1,138,800 Utility Grid = true Green Computing
Data Center (rental) $600,000 $600,000 not going to reduce the size of the DC
System Administrator $2,500,000 $1,750,000 More CPU’s managed per Admin
Application Dev/Support team
$4,000,000 $4,000,000
Total $29,408,480 $20,325,200
Year 1 Savings of $9M!Year 1 Savings of $9M!
Making Grid 2.0 a Reality: the Internal Cloud
LOBLOBLOB
LOB LOB
Four Phases of Grid Adoption
Phase 1 Phase 2 Phase 3 Phase 4
AA AA A
LOB
LOBLOB
Phase 1: Silo Grid – Grid enable application running on a commodity cluster
Phase 2: LOB Grid – Resource sharing among multiple applications
Phase 3: Enterprise Grid – Utility computing; enterprise scale and management
Phase 4: Cloud Computing – Beyond HPC: commercial applications on grid
Phase 1: Silo Grid – Grid enable application running on a commodity cluster
Phase 2: LOB Grid – Resource sharing among multiple applications
Phase 3: Enterprise Grid – Utility computing; enterprise scale and management
Phase 4: Cloud Computing – Beyond HPC: commercial applications on grid
A AA A
A AA A
A AA A
A AA A
A AA A
Citi
• Challenge: Meet business growth objectives and reduce computing costs– Make better use of underutilized computing
resources– Provide additional processing power
required to improve performance of key business applications
• Solution:– Built a utility grid, combining 20+ major intra
and end of day pricing and risk applications
““Our enterprise Our enterprise grid is enabling grid is enabling our IT users to be our IT users to be more creative in more creative in how they share how they share computing computing resources to do resources to do their their development and development and testing work, thus testing work, thus helping us helping us achieve our achieve our expensive expensive efficiency efficiency targets." targets."
John van UdenSVP, Citi
• Utilization went from 20% to over 80%• Infrastructure management is simplified
• A global utility-computing platform is in place – providing on-demand processing power at significantly reduced cost
ResultsResults
Move to shared resource environment in a controlled manner
End State: all resources are shared with grid scheduling and policies ensuring SLA’s are met
Citi’s Grid Experience – What’s Next?
04/21/23 17
PLATFORM ACCELERATE PLATFORM MANAGE
Platform Enterprise Grid Orchestrator (EGO)Platform VM Orchestrator
Platform Management Console
LSF License
Scheduler
LSF Process Manager
LSF Multi-Cluster
LSF Session
Scheduler
Platform Symphony
Platform LSF FamilyPlatform Manager
Platform RTM
Platform Analytics
The Platform Solution
Platform Unique Benefits
• Cost Savings– Cut your silo server farms in half– The only true utility computing model
• Speed– The lowest-latency HPC solutions– 5 x 10 times faster than alternative environments
• Openness– Easy for developers to build and deploy their HPC
applications– Free tools to download with no time or node-count
restrictions
Leader in HPC
2,000 Customers worldwide
Years of profitable growth
Employees in 15 offices
16500
1 Leader in HPC
4,000,000 Managed CPUs
Financial Services Customers
