Using NVIDIA GPUs in Financial Applications: Not Just for Machine Learning Applications
, Technical Marketing Architect, VMware
, Senior Manager, Product Management, NVIDIA
, Executive Director and Head of the QR Analytics Team, JP Morgan Chase
Deploying GPUs to accelerate applications in the financial service industry has been widely accepted and the trend is growing rapidly, driven in large part by the increasing uptake of machine learning techniques. However, banks have been using NVIDIA GPUs for traditional risk calculations for much longer, and these workloads present some challenges due to their multi-tenancy requirements. We'll explore the use of multiple GPUs on virtualized servers leveraging NVIDIA AI Enterprise to accelerate an application that uses Monte Carlo techniques for risk/pricing application in a large international bank. We'll explore various combinations of the virtualized application on VMware to show how NVIDIA AI Enterprise software runs this application faster. We'll also discuss process scheduling on the GPUs and explain interesting performance comparisons using different VM configs. We'll also detail best practices for application deployments.