Energy
Energy Trader Cuts Risk Calculation Time from Hours to Seconds
Migrating risk analytics to Azure HPC and Fabric, enabling intraday VaR, scenario analysis, and stress testing at unprecedented speed.
Solution
Energy
Industry
Utilities & Renewables
Company Size
Project Overview
client
Energy Trading & Marketing Co.
industry
Utilities & Renewables
solution
Energy
technologies
Azure HPC, Microsoft Fabric, Azure Batch, Power BI, Azure Data Lake Storage
duration
5 Months
region
Europe
The Challenge
Risk analytics ran overnight on legacy infrastructure, leaving traders without real-time visibility during market hours.
- 1Risk calculations running overnight, blind to intraday positions
- 2Limited ability to run scenario analysis during volatile market conditions
- 3Infrastructure not elastic enough for peak demand
Our Solution
CloudGate re-platformed the risk engine onto Azure HPC and Batch, enabling on-demand scaling for intraday and stress-test scenarios.
- Risk engine re-architected for elastic Azure HPC and Batch
- Intraday VaR and what-if analysis available to traders in seconds
- Stress test scenarios on demand with full audit trail
The Results
Seconds
RISK CALC TIME (WAS HOURS)
100x
SCENARIO THROUGHPUT
Real-time
TRADER VISIBILITY
- Enabled new product structures previously impossible to risk in time
Technologies Used
Azure HPCMicrosoft FabricAzure BatchPower BIAzure Data Lake Storage
