Case Study: Largest Global Banking And Financial Services Company achieves exhaustive, sub-day risk scenario regression testing with HCL

HCL Implemented A Robust Big Data Platform For Exhaustive Risk Scenario Testing

The client, one of the largest global banking and financial services companies headquartered in Europe, faced lengthy 4–6 month end‑to‑end testing cycles for changes to its core risk valuation engine, requiring exhaustive simulations, high data volumes and rich visual review. HCL implemented a big data platform and an Automated Numbers Regression (ANR) tool to automate regression testing and continuously validate production versus test runs for the valuation engine.

HCL’s ANR solution uses a Number Validation Engine (MapReduce workflow), Spark Streaming/micro‑batches and Cloudera Search to identify missing trades, missing measures and numerical mismatches across ~1.5 million trades and billions of measure values. The automated platform reduced testing from months to under a day for typical runs (e.g., 20 hours for CPX, 17 hours for HSVAR), publishes results on a UI the next day, and delivered fast, scalable and repeatable regression validation.