Performance Engineering of a Trading Exchange's Risk Management System

Conventional IT system architectures revolve around Web/App/Database tiers. This is not the right choice for compute intensive requirements which lend themselves to High Performance Computing (HPC) architectures. While the engineering and scientific communities are mature on the HPC front, this expertise is sorely lacking in IT system managers. This is where software performance engineering has a major role to play. We illustrate the point through a case study where common sense performance principles were applied to speed up a risk management system by several orders of magnitude.