AMERICAN FINANCIAL TECHNOLOGY AWARDS: Most Cutting-Edge IT Initiative: JPMorgan

jpmorgan-fpga
Simon Dunn, Stephen Weston and James Cambridge

In this industry, time is money, and JPMorgan’s fixed-income exotics and hybrid business dramatically decreased the time cost of its end-to-end valuation and risk calculations by porting the business’s existing C++ models on to field-programmable gate arrays (FPGAs).

The three-year project, which involved the bank’s applied analytics group and data-acceleration platform vendor Maxeler Technologies, sped up the calculation time for multi-factor Monte Carlo interest-rate models, multi-nominal tree

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