Efficient processing of numeric algorithms is critical to the finance industry, from trading and risk management to collateral management and portfolio optimization. Much of this analysis employs numerical methods that are very computationally intensive. Large firms have datacenters packed with thousands of compute nodes dedicated to this task. The workload has become more taxing as market volatility increases, portfolios get more complex, and more trading desks incorporate risk information into their decision making, requiring shorter turnaround times for analysis.
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