Financial Analytics Platforms


With the new Maxeler technology, J.P. Morgan’s trading businesses can now compute orders of magnitude more quickly, making it possible to improve our understanding and control of the profile of our complex trading risk.
Peter Cherasia, Head of Markets Strategies, J.P. Morgan

Financial institutions have recently experienced a massive increase in the need to perform large, complex computations extremely quickly. From real-time risk to large scale scenario analysis, the ability to effectively manage an ever increasing computational burden is critical to an effective business.

Maxeler’s Multiscale Dataflow Technology is uniquely positioned to deliver orders-of-magnitude acceleration of financial algorithms. Conventional approaches fit the algorithm to the computer forcing you to work around the specific hardware limitations. At Maxeler we design our Dataflow Engines around your algorithm. This means the hardware architecture is optimal for your algorithm both in computational components and memory management.

All algorithm development takes place using MaxCompiler allowing a high level representation of the algorithm similar to conventional programming languages but without compromising performance. From curve stripping to complex Monte Carlo models, development is intuitive and direct. Work with our Quantitative Analytics team, with over 20 years of tier 1 trading floor experience, in delivering integrated financial models.

Example client solutions include

  • valuation and risk for large structured product book reduced from overnight to minutes
  • full revaluation VaR risk metric computations
  • over 1,000,000 large structured product book scenarios in a few hours
  • implementation of complex multi-dimensional Monte Carlo models with exotic cash flows
  • implementation of ultra-fast curve bootstrapping for vanilla products

Today Maxeler’s MPC systems run real-time risk / scenario analysis  at scale in markets such as Credit Derivatives, FX, Equities and Interest Rates, enabling better decision making on the desk.

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