Case Study: Aon Securities achieves GPU-accelerated risk modeling—cutting reporting from days to minutes with Amazon Web Services

Aon - Customer Case Study

Aon Securities Inc. (ASI) is a broker‑dealer that helps insurance companies price, hedge, and report on long‑duration products using its PathWise financial‑modeling tool. The company faced a massive computational challenge: clients run millions of Monte Carlo scenarios across millions of policies with monthly time steps spanning decades, which outstripped traditional CPU grids and a collocated data‑center approach and demanded commodity GPU performance and highly scalable infrastructure.

ASI moved PathWise to Amazon Web Services, deploying PathWise Modeling Studio to spin up hundreds of GPU‑powered Amazon EC2 instances in a secure VPC with EBS storage to run massively parallel simulations. The result: recalculations that once took days or weeks now run in minutes, delivering far richer, more frequent risk assessments, large performance‑per‑dollar gains (up to 500× for some clients), and the ability to pass cost savings and more timely insights back to customers.

Aon

Peter Phillips

Managing Director