Financial Services Analytics on AWS

69
Financial Services Analytics on AWS

Transcript of Financial Services Analytics on AWS

Page 1: Financial Services Analytics on AWS

Financial Services Analytics on AWS

Page 2: Financial Services Analytics on AWS

Infrastructure Regions Availability  Zones Points  of  Presence

EnterpriseApplications Virtual  Desktops Sharing  &  Collaboration

Core  Services Storage(Object,  Block  and  Archival)

Compute(VMs,  Auto-­scaling  and  Load  Balancing)

Databases(Relational,  NoSQL,  Caching)

Networking(VPC,  DX,  DNS)

CDN

Access  Control

Usage  &  Resource  Tracking

Monitoring  and  Logs

Administration  &  Security

Key  Storage  &  Management

IdentityManagement

Service  Catalog

Platform  Services

Deployment  &  ManagementOne-­click  web  app  deploymentDev/ops  resourcemanagement

Resource  Templates

PushNotifications

Mobile  Services

Identity

Sync

Mobile  Analytics

App  ServicesQueuing  &Notifications

Workflow

App  streaming

Transcoding

Email

Search

Analytics

Hadoop

Data  Pipelines

Data  warehouse

Real-­timeStreaming  Data

Code  Deploy

Code  Pipeline

Code  Commit

Machine  Learning

Page 3: Financial Services Analytics on AWS

US-WEST (Oregon) EU-WEST (Ireland)ASIA PAC (Tokyo)

ASIA PAC (Singapore)

US-WEST (San Francisco)

SOUTH AMERICA (Sao Paulo)

US-EAST (Virginia)

GOV CLOUD

ASIA PAC (Sydney)

Global  Infrastructure

CHINA (beta)

EU-CENTRAL(Germany)

Current Region

Announced Region

Hong Kong

Ohio

London

India

Page 4: Financial Services Analytics on AWS

Availability Zone

Global  Infrastructure

Page 5: Financial Services Analytics on AWS
Page 6: Financial Services Analytics on AWS

Requirements

Store Any Amount of DataWithout Capacity Planning

Perform Complex Analysis on Any Data

Scale on Demand

Store Data SecurelyMove to Real Time

Realised Value

Agile Analytics, DevOps in the WarehouseDecrease Time to Market

Build Environments Quickly

Reduce CostsReduce Capital Expenditure

Enable Global Reach

Page 7: Financial Services Analytics on AWS

87% now will consider cloud

for their big data Advanced analytics

closing-in on BI

Issues beyond security (reality, perception, regulation) being

addressed by march of technology

Building & deploying Big Data analytics or processing applications in the cloud can reduce complexity and time to market

Source: Gigaom Research data warehous ing survey 2014

Page 8: Financial Services Analytics on AWS

Ingestion…

Integration…

Retention

Page 9: Financial Services Analytics on AWS

STORAGECOMPUTECOMPUTE COMPUTE

COMPUTECOMPUTE

COMPUTE

COMPUTE

COMPUTECOMPUTE

COMPUTE

Page 10: Financial Services Analytics on AWS

Availability99.99%

Durability 99.999999999%

A Distributed Object StoreNot a file system

No Single Points of FailureEventually consistent

Paradigm Object storePerformance Very FastRedundancy Across Availability Zones

Security Public Key / Private KeyPricing $0.03/GB/month

Typical use case Write once, read many

Simple Storage Service

Highly scalable object storage for the internet

1 byte to 5TB in size99.999999999% durability

Page 11: Financial Services Analytics on AWS

S3  – Standard S3  – Infrequent Access Amazon Glacier

Page 12: Financial Services Analytics on AWS

34 secs per terabyte

GB/Second

Read

er C

onne

ctio

ns

Amazon S3 provides near linear scalability

S3 Streaming Performance100 VMs; 9.6GB/s; $26/hr 350 VMs; 28.7GB/s; $90/hr

S3 Performance & Scalability

Page 13: Financial Services Analytics on AWS

AWS Security Services

Compute Storage

AWS Global Infrastructure

Database

App Services

Deployment & Administration

Networking

Analytics

Page 14: Financial Services Analytics on AWS

IAM

Users

AWS

Directory Service

AD  Connector

Direct Connect

Hardware VPN

Page 15: Financial Services Analytics on AWS

Amazon KinesisManaged Service for Real Time Big Data ProcessingCreate Streams to Produce & Consume DataElastically Add and Remove Shards for PerformanceUse Kinesis Worker Library to Process DataIntegration with S3, Redshift and Dynamo DB

Compute Storage

AWS Global Infrastructure

Database

App Services

Deployment & Administration

Networking

Analytics

Application  Services

Page 16: Financial Services Analytics on AWS

Data  Sources

App.4

[Machine  Learning]

AWS  E

ndpo

int

App.1

[Aggregate  &  De-­‐Duplicate]

Data  Sources

Data  Sources

Data  Sources

App.2

[Metric  Extraction]

S3

DynamoDB

Redshift

App.3[Sliding  Window  Analysis]

Data  Sources

Availability  Zone

Kinesis  Streams

Availability  Zone

Availability  Zone

Shard  1Shard  2Shard  N

Page 17: Financial Services Analytics on AWS

without writing an application managing infrastructure

Batch compress encryptin as little as 60 secs

Capture  and  submit  streaming  data  to  Firehose

Firehose  loads  streaming  data  continuously   into  S3  and  Redshift  

Analyze  streaming  data  using  your  favorite  BI  tools  

Kinesis  Firehose

Page 18: Financial Services Analytics on AWS
Page 19: Financial Services Analytics on AWS

Traditional Business Intelligence…

OLAP…

Data Sources for ML

Page 20: Financial Services Analytics on AWS

Relational Database ServiceManaged Database-as-a-ServiceNo need to install or manage database instancesAutomated Backup/Recover, Patching & UpgradeScalable and fault tolerant configurations6TB & 30,000 IOPS

Managed Database

RDS Dynamo DB

Redshift ElastiCache

Compute Storage

AWS Global Infrastructure

Database

App Services

Deployment & Administration

Networking

Analytics

Page 21: Financial Services Analytics on AWS

Managed Data Warehouse

RedshiftManaged Massively Parallel Petabyte Scale Data WarehouseStreaming Backup/Restore to S3Load data from S3, DynamoDB and EMRExtensive Security FeaturesScale from 160 GB -> 1.6 PB Online

RDS Dynamo DB

Redshift ElastiCache

Compute Storage

AWS Global Infrastructure

Database

App Services

Deployment & Administration

Networking

Analytics

Page 22: Financial Services Analytics on AWS

Redshift lets you start small and grow bigExtra Large Node (dc1.xl & ds2.xl)3 spindles, 15-30GiB RAM 2 or 4 virtual cores, 10GigE

Single Node (160GB SSD or 2TB Magnetic)

Cluster 2-32 Nodes (320GB SSD – 64TB Magnetic)

8 Extra Large Node (dc1.8xl & ds2.8xl)24 spindles, 120-244GiB RAM, 2.56TB SSD or 16TB Magnetic, 16 or 32 virtual cores, 10GigE

Cluster 2-100 Nodes (5TB SSD – 1.6PB Magnetic)

8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL

8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL

8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL

8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL

8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL

8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL

8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL

8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL

8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL

8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL 8XL

XL

XLXLXLXL

XLXLXLXL

XLXLXLXL

XLXLXLXL

XLXLXLXL

XLXLXLXL

XLXLXLXL

XLXLXLXL

Page 23: Financial Services Analytics on AWS

23

LEADING INDEX PROVIDER WITH 41,000+ INDEXES

ACROSS ASSET CLASSES AND GEOGRAPHIES

Over 10,000 Corporate Clients in 60 countries

Our technology powers over

70 MARKETPLACES,

regulators, CSDs and clearing-houses

in over 50 COUNTRIES100+ DATA

PRODUCT OFFERINGSsupporting 2.5+ millioninvestment professionals

and users IN 98 COUNTRIES

26 Markets 3 Clearing Houses5 Central Securities

Depositories

Lists more than 3,500 companies in 35 countries,

representing more than $8.8 trillion in total market value

Page 24: Financial Services Analytics on AWS
Page 25: Financial Services Analytics on AWS
Page 26: Financial Services Analytics on AWS
Page 27: Financial Services Analytics on AWS

Exploratory Analytics…

Data Cleansing…

Advanced Data Science

Page 28: Financial Services Analytics on AWS

Elastic MapReduceManaged, elastic Hadoop (1.x & 2.x) clusterIntegrates with S3, DynamoDB and RedshiftInstall End User Tools Automatically (Spark, Presto, Impala)Support for EC2 Spot InstancesTransient or Always on Clusters

Managed Big Data

Elastic MapReduce

Compute Storage

AWS Global Infrastructure

Database

App Services

Deployment & Administration

Networking

Analytics

Page 29: Financial Services Analytics on AWS

Try different configurations to find the optimal cost/performance balance

CPUc4 family

cc2.8xlarged2 family

Memorym2 familyr3 family

Disk/IOd2 familyi2 family

Generalm3 family

Choose your instance types

ETL Machine Learning Spark HDFS

Page 30: Financial Services Analytics on AWS

Weather Insurance for Farms

Challenge:Volatile weather is deadly to crops like grapes

60 years of crop data

200 TB of S3 Data

1M government Doppler radar points

Solution:Built a predictive model based on freely available data:

150B Soil Observations 850K Precision Rainfall Grids Tracked

3M Daily Weather Measurements

50 EMR clusters process new data as it comes into S3

each day, continuously updating the model

Page 31: Financial Services Analytics on AWS

$10-20M Savings by moving Platform to AWS

Page 32: Financial Services Analytics on AWS
Page 33: Financial Services Analytics on AWS

Predictive Analytics…

Page 34: Financial Services Analytics on AWS

Easily create machine learning models

Visualize and optimize models

Put models into production in seconds

Battle-hardened technologyMachine  Learning

SoftwareDevelopment

Introducing  Amazon  Machine  Learning

Page 35: Financial Services Analytics on AWS

Developing with Amazon Machine Learning

Buildmodel

Validate &optimize

Make predictions

1 2 3

Page 36: Financial Services Analytics on AWS

Use existing data in S3, Redshift and RDS

Automatic data visualization & exploration

Descriptive and summary statistics

Your data doesn’t have to be perfect

Missing data, malformed data records, type validation

Building  a  Predictive  Model

Page 37: Financial Services Analytics on AWS

Model  Validation  and  Optimization  Tools

Page 38: Financial Services Analytics on AWS

Batch predictionsAsynchronous predictions with trained model

Real time predictionsSynchronous, low latency, high throughputMount API end-point with a single click

Making  Predictions

Page 39: Financial Services Analytics on AWS
Page 40: Financial Services Analytics on AWS

Data Visualiation…

Page 41: Financial Services Analytics on AWS

Old-­guard  BI  

Costs  Too  Much

Pay  $  million   before  seeing  first  analysis3  year  TCO  $150  to  $250  per  user  per  month

Takes  Too  Long

Spend  6  to  12  months  of  consulting  and  SW  implementation  time

Page 42: Financial Services Analytics on AWS
Page 43: Financial Services Analytics on AWS

A  very  fast,  cloud-­powered,  BI  service  for  1/10th the  cost  of  old-­guard  BI  software

Page 44: Financial Services Analytics on AWS

$9  per  user  per  month

With  1  year  commitment

Page 45: Financial Services Analytics on AWS

Business  user

Sign-­in

First  analysis  in  about  60  seconds

Register  for  preview  beginning  Oct  7  at  aws.amazon.com/quicksight

Page 46: Financial Services Analytics on AWS
Page 47: Financial Services Analytics on AWS

Business  User

QuickSight  API

Data  Prep Metadata SuggestionsConnectors SPICE

Business  User

QuickSight  UI

Mobile  Devices Web  Browsers

Partner  BI  products

AmazonS3

Amazon  Kinesis

Amazon  DynamoDB  

Amazon  EMR

Amazon  Redshift Amazon  RDSFiles Third-­party

Page 48: Financial Services Analytics on AWS
Page 49: Financial Services Analytics on AWS
Page 50: Financial Services Analytics on AWS
Page 51: Financial Services Analytics on AWS
Page 52: Financial Services Analytics on AWS

Native mobile experienceiOS,  Android

Full  experience  on  tablets

Consumption  experience  on  

smart  phones

Very  fast  response

Page 53: Financial Services Analytics on AWS
Page 54: Financial Services Analytics on AWS
Page 55: Financial Services Analytics on AWS

$9

$18

Per  user  per  month

Per  user  per  month

Page 56: Financial Services Analytics on AWS
Page 57: Financial Services Analytics on AWS

Integrated Analytics

Page 58: Financial Services Analytics on AWS
Page 59: Financial Services Analytics on AWS
Page 60: Financial Services Analytics on AWS
Page 61: Financial Services Analytics on AWS
Page 62: Financial Services Analytics on AWS

Validate  records,  recordsets  or  datasets

Store  validation  status

Manage  validation  rules

Abide  data  store

Validation  rules

Validation  results  /  log

Manage  ingestion  rules

Split  data  into  records

Assign  record  identifiers Output  records

Store  event  details  –  rule,  stamp  etc

Assign  record  metadata

Check  record  format

Transform  to  common  format

Ingestion  rules

Ingestion  audit  log

Get  data

Manage  input  queue

Manage  receive  rules

Assign  dataset  identifier

Assign  dataset  metadata

Store  original  data

Store  event  details

Receive  rules

Receive  audit  log

Original  data  store

Data  service  endpoints Fetch  data  set Perform  

calculations Save  datasets Re-­‐validate

Store  event  details

Manage  processing  rules

Processing  audit  log

Processing  rules

Format  data Check  data

Store  event  details

Manage  output  rules

Send  output

Output  audit  log

Output  rules

Data  service  endpoints

Storage

Service  endpoint

Function

Rules

Receive

Ingest

Validate

Process

Output

Raw  data

Common  format

Validated

Processed

Output  format

Data  path

Events  &  logic

Optional  data  path

Raw  data*

With  dataset  metadata*

*  Visio  2013  only ©  Abide  Financial

Page 63: Financial Services Analytics on AWS
Page 64: Financial Services Analytics on AWS
Page 65: Financial Services Analytics on AWS
Page 66: Financial Services Analytics on AWS
Page 67: Financial Services Analytics on AWS
Page 68: Financial Services Analytics on AWS
Page 69: Financial Services Analytics on AWS

Thank You!