ellipse-39-img ellipse-36-img

The CUDA-Based Simulation System for Financial Risk Calculation


Under NDA


Blockchain & Cryptocurrency
Software/Product Development Life Cycle


Digital Business Transformation
Security Solutions
Software Product Development
Technology Consulting




Finance & Banking

Client Background

Our client is a global provider of insurance and reinsurance services.

Business Challenge

It was necessary to create a solution that could reduce the risks caused by market movements, providing real-time evaluations of the hedge funds’ portfolio.


We created a CUDA-based simulation system for financial risk calculation. This solution runs Monte-Carlo simulations in an HPC environment to calculate complex financial risks in real-time.

Value delivered by JetSoftPro

  • Best Practice Development
  • Stable and secure solution
  • Digital Business Transformation

Project Details

Client’s Goals

Our team was to perform the following tasks:


  • increased in performance up to 50 times, using GPU in comparison to CPU calculation ​
  • improved the accuracy of analytics and the decision-making process​
Connect With Our Experts
Get in touch with us. We'd love to hear from you.
Contact Us