IMGROUP was a Microsoft Gold Partner specialising in Business Intelligence solutions.
IMGROUP had a consulting requirement for performance tuning of an existing counterparty risk system for a tier-one investment banking client. DataSurge not only has expertise in performance troubleshooting, but has designed, developed and implemented a number of highly successful risk systems for investment banks, making DataSurge a natural choice for subcontracting this work.
Our consultant performed a full analysis of the existing counterparty risk platform, providing a report with detailed recommendations.
This was followed up by a quantitative performance analysis and implementation of major performance enhancements including the introduction of incremental cube partition definition and processing, ETL rationalisation and performance enhancement.
Using a quantitative approach of prioritising work according to the benefit it will bring to the business, we then continued by developing additional components for high performance processing including SQL Server partitioning and partition switching.
We then developed a proof-of-concept demonstrating an alternative method of processing PNL Explains (a financial calculation to cross-check the previous day's predicted risk with the movement in the valuation that actually occurred), processing millions of explains per minute using shared caches and extensive buffer parallelisation.
We finally made recommendations on cube optimisation including dimension rationalization of correlated dimensions as well as providing detailed advice on hardware specification and advanced configuration, working in close partnership with the bank's database engineering team.