Fast scale-up of financial analytics using AWS/Lambda

For a client in the financial software and services sector we architected and implemented system that scales up from quiscient to thousands servers in only seconds using the AWS/Lambda platform. In the initial application we were able to value a billion swaptions in under 20 seconds. This in turn allowed the client to provide highly-responsive re-evaluation of large financial portfolios to be trigerred at arbitary times by traders, allowing better positioning and lower risk profile and ultimately higher returns.

Technical architecture information is available at blog post.