Solution Energy
Intraday Risk Analytics for Energy Trading
A risk engine on elastic Azure HPC and Microsoft Fabric replaces overnight batch runs with on-demand intraday VaR, scenario and stress analysis for energy traders.
SecondsRisk calculation time (from hours)
100xScenario throughput
Real-timeTrader visibility
Typical outcomes for this kind of engagement. Results depend on your data and starting point.
THE CHALLENGE
Risk analytics often run as an overnight batch on fixed on-premises infrastructure, so traders work all day from a position snapshot taken the night before.
- Overnight risk calculations leaving traders blind to intraday positions
- No scenario or stress analysis during volatile market conditions
- Fixed capacity sized for average load, not peak demand
OUR APPROACH
CloudGate re-architects the risk engine to run on elastic Azure HPC and Azure Batch, distributing valuation and simulation work across compute that scales on demand and scales to zero when idle.
- Risk engine re-architected for elastic Azure HPC and Azure Batch
- Intraday VaR, what-if and stress analysis returned in seconds
- On-demand scenario expansion limited by risk policy, not infrastructure
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