Case Study: Large Financial Institution achieves sub-30-minute Monte Carlo pricing with Avanade

Large financial institution burst workloads to the cloud to improve speed and efficiency

Avanade worked with a large financial institution whose quantitative analysts ran complex Monte Carlo simulations for deal pricing on high-performance desktops. Those simulations took several hours to complete, constraining accuracy, reliability and traders’ ability to make timely market decisions.

Avanade split the calculations into parallel workloads, using Windows Server HPC to manage data and job submission to Microsoft Azure with preconfigured on‑demand provisioning. The cloud burst cut processing time from more than 12 hours to under 30 minutes, enabled automated secure “real-time” simulations, and ensured no sensitive data remains after completion.