a.s.r. In-house day

How to use thousands of processor cores for massive financial risk calculations

At a.s.r. we have a tens of millions of insurance contracts. Increasingly strict regulations require a.s.r. to calculate financial risk impacts for each contract for thousands of future economic scenarios. A typical simulation run requires  a quadrillion (1.000.000.000.000.000) calculations, to be completed in only hours. That's why we use 10.000 processor cores to do the calculations in parallel. We will show how we have managed to do this and which practical problems and bottlenecks arise when applying calculations on these vast scales: terabytes of data to handle, limited working memory and data structure optimizations.

Company profile a.s.r.

At a.s.r. we do what others talk about. We do everything within our power to insure people and build wealth in a way that contributes to a fair and sustainable society. In addition, we highly value your personal development. To ensure this we offer a wide range of workshops, courses and career counseling so you can discover where your talents and passions lie. You also get plenty of space to take control over your career and to decide how and when you do your job. We encourage you to be pro-active, to think about your role and make proposals to contribute as much as you can.

Do you want to gain valuable work experience during your studies? We offer internship assignments on a regular basis and are happy to think along with you about a graduation subject. Are you graduating soon? Kickstart your career with our traineeship or one of our challenging starter positions.

 

www.werkenbijasr.nl

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https://www.facebook.com/asrverzekeringen/

https://nl.linkedin.com/company/asr-nederland

Microsoft Teams-Event (you can either download Teams or use it in a chromium based browser)

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From 10 Mar, 2021, 13:00
Until 10 Mar, 2021, 15:30
Location online
Organisers Partner Committee
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