Built · RBC CM · 2015–2018

GPU model port — Numba/Python for pricing & risk

Ported heavy C++ model estate toward GPU (Numba Python / later Elixir NX), cutting equipment and data-center cost.

annual savings

$18M

• Built a GPU port team of game/systems developers to move pricing/risk models onto GPU blades.
• Reported ~$18M/annum equipment and real-estate savings versus prior CPU-core footprint.