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#CassandraSummit 
An overview of the Hippo project at 
Credit Suisse 
Jay Modha, Vice President – Equity Derivatives IT 
j...
What is Hippo?
11th September 2014 
Trading 
UI 
Risk Hippo 
System 
Results 
Store 
Equity Derivatives IT
Risk managing a portfolio 
Refresh 
Data 
Make some 
decisions 
Tag data for 
calculations 
View 
calculation 
results 
Eq...
Technology Stack 
Equity Derivatives IT 11th September 2014
“Gallerification” 
Equity Derivatives IT 11th September 2014
Gallerification - example data 
11th September 2014 
{ 
"equitySpotPrice/AAPL" : { 
"DateOfPrice" : "2014-08-26", 
"Id" : ...
“Tagging” 
Equity Derivatives IT 11th September 2014
Tag – example data 
11th September 2014 
{ 
"equitySpotPrice/AAPL": “{hippo 
path}", 
"fxSpotRate/GBP/USD": "{hippo 
path}...
Challenges
11th September 2014 
The Challenges we faced 
§ High Availability 
§ Data Retention 
§ Scale 
§ Improving the user exp...
How can we make Hippo available 
all the time?
Unplanned downtime 
11th September 2014 
Equity Derivatives IT
Planned downtime 
11th September 2014 
Equity Derivatives IT
11th September 2014 
HipHpoip VpoM 
HipHpoip VpoM 
HipHpoip VpoM 
HipHpoip VpoM 
HA Proxy 
Active 
DC 
Passive 
DC 
Topolo...
11th September 2014 
Can we make it better? 
Equity Derivatives IT
11th September 2014 
Yes! 
Equity Derivatives IT
Automatic DC switching 
11th September 2014 
Equity Derivatives IT
Detecting DC Failure – Normal Operation 
11th September 2014 
HipHpoip VpoM 
HipHpoip VpoM 
HipHpoip VpoM 
HipHpoip VpoM 
...
Detecting DC Failure – One node down 
11th September 2014 
HipHpoip VpoM 
HipHpoip VpoM 
HipHpoip VpoM 
HipHpoip VpoM 
HA ...
Detecting DC Failure – Two nodes down 
11th September 2014 
HipHpoip VpoM 
HipHpoip VpoM 
HipHpoip VpoM 
HipHpoip VpoM 
HA...
11th September 2014 
HipHpoip VpoM 
HipHpoip VpoM 
HipHpoip VpoM 
HipHpoip VpoM 
DC1 
HA Proxy 
Passive 
DC 
Active 
DC 
A...
Can we make it better still? 
Equity Derivatives IT 11th September 2014
11th September 2014 
Yes! 
Equity Derivatives IT
11th September 2014 
Hippo Status Page 
Equity Derivatives IT 
Source: Credit Suisse, 2014-09-01
11th September 2014 
Hippo Status Page 
Equity Derivatives IT 
Source: Credit Suisse, 2014-09-01
How often do we actually flip the active DC? 
6 times in the last three months! 
11th September 2014 
Equity Derivatives I...
How can we save disk space?
11th September 2014 
Short term data 
Equity Derivatives IT
11th September 2014 
Long term data 
Equity Derivatives IT
Hippo could delete the data 
11th September 2014 
Equity Derivatives IT
Maybe Cassandra could 
11th September 2014 
delete the data… 
Equity Derivatives IT
11th September 2014 
Cassandra TTL 
to the rescue! 
Equity Derivatives IT
How can we speed up tag creation?
Gallerify Create Tag Calculations 
50sec 150sec 300sec 
11th September 2014 
Valuing a portfolio 
§ Takes 500 seconds 
§...
Why is tag creation so slow? 
11th September 2014 
Equity Derivatives IT
Why are Tags occupying so 
11th September 2014 
much disk space? 
Equity Derivatives IT
11th September 2014 
Tag data overlap 
Tag 1 
Tag 2 
Tag 3 
Tag 4 
Equity Derivatives IT
11th September 2014 
Gallery data overlap 
Gallery 
Data 
Gallery 
Data 
Gallery 
Data 
Gallery 
Data 
Equity Derivatives ...
It would be nice to create a tag based on an 
11th September 2014 
existing tag 
Equity Derivatives IT
11th September 2014 
tag 
123 
equitySpotPrice/ 
AAPL 
fxSpotRate/GBP/USD fxSpotRate/JPY/USD trade/tradeId123 
/equitySpot...
11th September 2014 
tag123 
equitySpotPrice fxSpotRate trade 
equitySpotPrice1234 fxSpotRate1234 trade1234 
Tag CF: 
Tagl...
11th September 2014 
DeltaTags 
I want a new tag, which looks 
like tag123 but with a 
different fxSpotRate for GBP/ 
USD ...
11th September 2014 
Tag CF – New row 
tag123 
equitySpotPrice fxSpotRate trade 
equitySpotPrice1234 fxSpotRate1234 trade1...
11th September 2014 
Tag CF – New fxSpotRate column 
tag123 
equitySpotPrice fxSpotRate trade 
equitySpotPrice1234 fxSpotR...
fxSpotRate 
fxSpotRate456 
11th September 2014 
Tag CF – New fxSpotRate column 
tag123 
equitySpotPrice fxSpotRate trade 
...
11th September 2014 
DeltaTag - Valuing a portfolio 
Gallerify Create Tag Calculations 
50sec 5sec 300sec 
§ Takes 355 se...
11th September 2014 
Tag data overlap 
Tag 1 
Tag 2 
Tag 3 
Tag 4 
Equity Derivatives IT
My portfolio valuation looks wrong, 
can you tell me why?
What’s the best approach to 
diffing two arbitrary tags? 
11th September 2014 
Equity Derivatives IT
11th September 2014 
Tag traversal 
Tag Level 
Taglet Level 
Gallery Level 
Equity Derivatives IT
11th September 2014 
Comparing Hashes 
Tag Level 
Taglet Level 
Gallery Level 
Equity Derivatives IT
11th September 2014 
Calculating the Hashes 
Gallerif 
y Create Tag Close Tag 
Calc 
50sec 5sec 300sec 
1sec 
Diff Tag 
~2...
11th September 2014 
tag123 
equitySpotPrice fxSpotRate trade 
equitySpotPrice123 fxSpotRate123 trade123 
tag456 
equitySp...
11th September 2014 
tag123 
equitySpotPrice fxSpotRate trade hash 
equitySpotPrice123 fxSpotRate123 trade123 sfde435rgdsg...
11th September 2014 
tag123 
equitySpotPrice fxSpotRate trade hash 
equitySpotPrice123 fxSpotRate123 trade123 sfde435rgdsg...
11th September 2014 
tag123 
equitySpotPrice fxSpotRate trade hash 
equitySpotPrice123 fxSpotRate123 trade123 sfde435rgdsg...
11th September 2014 
equitySpotPrice/AAPL 
equitySpotPrice/AAPL/v1|hgjsdw.. 
{json} 
Gallery CF 
fxSpotRate/GBP/USD 
fxSpo...
11th September 2014 
equitySpotPrice/AAPL 
equitySpotPrice/AAPL/v1|hgjhgjgp.. 
{json} 
Gallery CF 
fxSpotRate/GBP/USD 
fxS...
Lessons Learned
Find a senior advocate 
Equity Derivatives IT 11th September 2014
Measure all the things! 
Equity Derivatives IT 11th September 2014
Take time to understand 
Cassandra 
Equity Derivatives IT 11th September 2014
UAT everything 
Equity Derivatives IT 11th September 2014
Future of Cassandra at Credit 
Suisse
Continued investment 
Equity Derivatives IT 11th September 2014
Increased adoption 
Equity Derivatives IT 11th September 2014
We like DataStax! 
Equity Derivatives IT 11th September 2014
Questions? 
Equity Derivatives IT 11th September 2014
IMPORTANT NOTICE – PLEASE READ 
These materials do not constitute an offer or a solicitation of an offer to buy or sell in...
All projections, valuations and analyses are provided to assist you in the evaluation of the matters described herein and ...
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Cassandra Summit 2014: An overview of the Hippo Project at Credit Suisse

Speaker: Jay Modha, Vice President of Equity Derivatives IT at Credit Suisse

In this talk I will demonstrate how we have built one of the most reliable services in Credit Suisse using Cassandra in an environment that is changing all the time - navigating the complex path of scheduled downtime, disaster recovery scenarios and the realities of using shared infrastructure in a corporate environment while still maintaining zero downtime for our users. How a small team of 4 developers supports a user base of over 600+ users globally and go through in more detail how we have deployed Cassandra and manage it from an operations perspective. How we have used Cassandra’s TTL functionality to meet regulatory data retention requirements and go through some examples of how our Cassandra schema has evolved to deliver new functionality for our users. Finally, lessons learned and the future of Cassandra at Credit Suisse.

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Cassandra Summit 2014: An overview of the Hippo Project at Credit Suisse

  1. 1. #CassandraSummit An overview of the Hippo project at Credit Suisse Jay Modha, Vice President – Equity Derivatives IT jay.modha@credit-suisse.com @jmodha
  2. 2. What is Hippo?
  3. 3. 11th September 2014 Trading UI Risk Hippo System Results Store Equity Derivatives IT
  4. 4. Risk managing a portfolio Refresh Data Make some decisions Tag data for calculations View calculation results Equity Derivatives IT 11th September 2014
  5. 5. Technology Stack Equity Derivatives IT 11th September 2014
  6. 6. “Gallerification” Equity Derivatives IT 11th September 2014
  7. 7. Gallerification - example data 11th September 2014 { "equitySpotPrice/AAPL" : { "DateOfPrice" : "2014-08-26", "Id" : "AAPL", "Value" : 101.42, "Currency" : "USD" } } Equity Derivatives IT Source: Credit Suisse, 2014-08-26
  8. 8. “Tagging” Equity Derivatives IT 11th September 2014
  9. 9. Tag – example data 11th September 2014 { "equitySpotPrice/AAPL": “{hippo path}", "fxSpotRate/GBP/USD": "{hippo path}" } Equity Derivatives IT
  10. 10. Challenges
  11. 11. 11th September 2014 The Challenges we faced § High Availability § Data Retention § Scale § Improving the user experience Equity Derivatives IT
  12. 12. How can we make Hippo available all the time?
  13. 13. Unplanned downtime 11th September 2014 Equity Derivatives IT
  14. 14. Planned downtime 11th September 2014 Equity Derivatives IT
  15. 15. 11th September 2014 HipHpoip VpoM HipHpoip VpoM HipHpoip VpoM HipHpoip VpoM HA Proxy Active DC Passive DC Topology DC1 DC2 Equity Derivatives IT
  16. 16. 11th September 2014 Can we make it better? Equity Derivatives IT
  17. 17. 11th September 2014 Yes! Equity Derivatives IT
  18. 18. Automatic DC switching 11th September 2014 Equity Derivatives IT
  19. 19. Detecting DC Failure – Normal Operation 11th September 2014 HipHpoip VpoM HipHpoip VpoM HipHpoip VpoM HipHpoip VpoM HA Proxy Active DC Passive DC DC1 DC2 Equity Derivatives IT
  20. 20. Detecting DC Failure – One node down 11th September 2014 HipHpoip VpoM HipHpoip VpoM HipHpoip VpoM HipHpoip VpoM HA Proxy Active DC Passive DC DC1 DC2 Equity Derivatives IT
  21. 21. Detecting DC Failure – Two nodes down 11th September 2014 HipHpoip VpoM HipHpoip VpoM HipHpoip VpoM HipHpoip VpoM HA Proxy Active DC Passive DC DC1 DC2 Equity Derivatives IT
  22. 22. 11th September 2014 HipHpoip VpoM HipHpoip VpoM HipHpoip VpoM HipHpoip VpoM DC1 HA Proxy Passive DC Active DC Automatic Failover DC2 Equity Derivatives IT
  23. 23. Can we make it better still? Equity Derivatives IT 11th September 2014
  24. 24. 11th September 2014 Yes! Equity Derivatives IT
  25. 25. 11th September 2014 Hippo Status Page Equity Derivatives IT Source: Credit Suisse, 2014-09-01
  26. 26. 11th September 2014 Hippo Status Page Equity Derivatives IT Source: Credit Suisse, 2014-09-01
  27. 27. How often do we actually flip the active DC? 6 times in the last three months! 11th September 2014 Equity Derivatives IT Source: Credit Suisse, 2014-09-01
  28. 28. How can we save disk space?
  29. 29. 11th September 2014 Short term data Equity Derivatives IT
  30. 30. 11th September 2014 Long term data Equity Derivatives IT
  31. 31. Hippo could delete the data 11th September 2014 Equity Derivatives IT
  32. 32. Maybe Cassandra could 11th September 2014 delete the data… Equity Derivatives IT
  33. 33. 11th September 2014 Cassandra TTL to the rescue! Equity Derivatives IT
  34. 34. How can we speed up tag creation?
  35. 35. Gallerify Create Tag Calculations 50sec 150sec 300sec 11th September 2014 Valuing a portfolio § Takes 500 seconds § 30% time spent building a tag! Equity Derivatives IT
  36. 36. Why is tag creation so slow? 11th September 2014 Equity Derivatives IT
  37. 37. Why are Tags occupying so 11th September 2014 much disk space? Equity Derivatives IT
  38. 38. 11th September 2014 Tag data overlap Tag 1 Tag 2 Tag 3 Tag 4 Equity Derivatives IT
  39. 39. 11th September 2014 Gallery data overlap Gallery Data Gallery Data Gallery Data Gallery Data Equity Derivatives IT
  40. 40. It would be nice to create a tag based on an 11th September 2014 existing tag Equity Derivatives IT
  41. 41. 11th September 2014 tag 123 equitySpotPrice/ AAPL fxSpotRate/GBP/USD fxSpotRate/JPY/USD trade/tradeId123 /equitySpotPrice/ AAPL/v1 /fxSpotRate/GBP/USD/ v1 /fxSpotRate/JPY/ USD/v1 /trade/tradeId123/ v1 Tag CF: Equity Derivatives IT Tag 456 equitySpotPrice/ AAPL fxSpotRate/GBP/USD fxSpotRate/JPY/USD trade/tradeId123 /equitySpotPrice/ AAPL/v1 /fxSpotRate/GBP/USD/ v2 /fxSpotRate/JPY/ USD/v1 /trade/tradeId123/ v1
  42. 42. 11th September 2014 tag123 equitySpotPrice fxSpotRate trade equitySpotPrice1234 fxSpotRate1234 trade1234 Tag CF: Taglet CF: equitySpotPrice123 4 equitySpotPrice/AAPL /equitySpotPrice/AAPL/v1 fxSpotRate1234 fxSpotRate/GBP/USD fxSpotRate/JPY/USD /fxSpotRate/GBP/USD/v1 /fxSpotRate/JPY/USD/v1 trade1234 trade/tradeId1234 /trade/tradeId123/v1 Equity Derivatives IT
  43. 43. 11th September 2014 DeltaTags I want a new tag, which looks like tag123 but with a different fxSpotRate for GBP/ USD Equity Derivatives IT
  44. 44. 11th September 2014 Tag CF – New row tag123 equitySpotPrice fxSpotRate trade equitySpotPrice1234 fxSpotRate1234 trade1234 tag456 equitySpotPrice trade equitySpotPrice1234 trade1234 Taglet CF equitySpotPrice123 equitySpotPrice/AAPL /equitySpotPrice/AAPL/v1 fxSpotRate123 fxSpotRate/GBP/USD fxSpotRate/JPY/USD /fxSpotRate/GBP/USD/v1 /fxSpotRate/JPY/USD/v1 trade123 trade/tradeId1234 /trade/tradeId123/v1 Equity Derivatives IT
  45. 45. 11th September 2014 Tag CF – New fxSpotRate column tag123 equitySpotPrice fxSpotRate trade equitySpotPrice1234 fxSpotRate1234 trade1234 tag456 equitySpotPrice trade equitySpotPrice1234 trade1234 Taglet CF – New taglet equitySpotPrice123 equitySpotPrice/AAPL /equitySpotPrice/AAPL/v1 fxSpotRate123 fxSpotRate/GBP/USD fxSpotRate/JPY/USD /fxSpotRate/GBP/USD/v1 /fxSpotRate/JPY/USD/v1 trade123 trade/tradeId1234 /trade/tradeId123/v1 fxSpotRate456 fxSpotRate/GBP/USD fxSpotRate/JPY/USD /fxSpotRate/GBP/USD/v2 /fxSpotRate/JPY/USD/v1 Equity Derivatives IT
  46. 46. fxSpotRate fxSpotRate456 11th September 2014 Tag CF – New fxSpotRate column tag123 equitySpotPrice fxSpotRate trade equitySpotPrice123 fxSpotRate123 trade123 tag456 equitySpotPrice trade equitySpotPrice123 trade123 Taglet CF – New taglet equitySpotPrice123 equitySpotPrice/AAPL /equitySpotPrice/AAPL/v1 fxSpotRate123 fxSpotRate/GBP/USD fxSpotRate/JPY/USD /fxSpotRate/GBP/USD/v1 /fxSpotRate/JPY/USD/v1 trade123 trade/tradeId1234 /trade/tradeId123/v1 fxSpotRate456 fxSpotRate/GBP/USD fxSpotRate/JPY/USD /fxSpotRate/GBP/USD/v2 /fxSpotRate/JPY/USD/v1 Equity Derivatives IT
  47. 47. 11th September 2014 DeltaTag - Valuing a portfolio Gallerify Create Tag Calculations 50sec 5sec 300sec § Takes 355 seconds vs. 500 seconds § Hardly anytime to build a tag Equity Derivatives IT
  48. 48. 11th September 2014 Tag data overlap Tag 1 Tag 2 Tag 3 Tag 4 Equity Derivatives IT
  49. 49. My portfolio valuation looks wrong, can you tell me why?
  50. 50. What’s the best approach to diffing two arbitrary tags? 11th September 2014 Equity Derivatives IT
  51. 51. 11th September 2014 Tag traversal Tag Level Taglet Level Gallery Level Equity Derivatives IT
  52. 52. 11th September 2014 Comparing Hashes Tag Level Taglet Level Gallery Level Equity Derivatives IT
  53. 53. 11th September 2014 Calculating the Hashes Gallerif y Create Tag Close Tag Calc 50sec 5sec 300sec 1sec Diff Tag ~2sec Equity Derivatives IT
  54. 54. 11th September 2014 tag123 equitySpotPrice fxSpotRate trade equitySpotPrice123 fxSpotRate123 trade123 tag456 equitySpotPrice fxSpotRate trade equitySpotPrice123 fxSpotRate456 trade123 Tag CF Taglet CF equitySpotPrice123 equitySpotPrice/AAPL /equitySpotPrice/AAPL/v1 fxSpotRate123 fxSpotRate/GBP/USD fxSpotRate/JPY/USD /fxSpotRate/GBP/USD/v1 /fxSpotRate/JPY/USD/v1 trade123 trade/tradeId1234 /trade/tradeId123/v1 fxSpotRate456 fxSpotRate/GBP/USD fxSpotRate/JPY/USD /fxSpotRate/GBP/USD/v2 /fxSpotRate/JPY/USD/v1 Equity Derivatives IT
  55. 55. 11th September 2014 tag123 equitySpotPrice fxSpotRate trade hash equitySpotPrice123 fxSpotRate123 trade123 sfde435rgdsg tag456 equitySpotPrice fxSpotRate trade hash equitySpotPrice123 fxSpotRate456 trade123 gfdgfd987987 Tag CF Taglet CF equitySpotPrice123 equitySpotPrice/AAPL hash /equitySpotPrice/AAPL/v1 hgjhgjhgpoi7845h fxSpotRate123 fxSpotRate/GBP/USD fxSpotRate/JPY/USD hash /fxSpotRate/GBP/USD/v1 /fxSpotRate/JPY/USD/v1 bnbvn98mksyrn trade123 trade/tradeId1234 hash /trade/tradeId123/v1 mmbnwqiey83hldf fxSpotRate456 fxSpotRate/GBP/USD fxSpotRate/JPY/USD hash /fxSpotRate/GBP/USD/v2 /fxSpotRate/JPY/USD/v1 lpiren987hnfdk Equity Derivatives IT
  56. 56. 11th September 2014 tag123 equitySpotPrice fxSpotRate trade hash equitySpotPrice123 fxSpotRate123 trade123 sfde435rgdsg tag456 equitySpotPrice fxSpotRate trade hash equitySpotPrice123 fxSpotRate567 trade123 gfdgfd987987 Tag CF Taglet CF equitySpotPrice123 equitySpotPrice/AAPL hash /equitySpotPrice/AAPL/v1 hgjhgjhgpoi7845h fxSpotRate123 fxSpotRate/GBP/USD fxSpotRate/JPY/USD hash /fxSpotRate/GBP/USD/v1 /fxSpotRate/JPY/USD/v1 bnbvn98mksyrn trade123 trade/tradeId1234 hash /trade/tradeId123/v1 mmbnwqiey83hldf fxSpotRate456 fxSpotRate/GBP/USD fxSpotRate/JPY/USD hash /fxSpotRate/GBP/USD/v2 /fxSpotRate/JPY/USD/v1 lpiren987hnfdk Equity Derivatives IT
  57. 57. 11th September 2014 tag123 equitySpotPrice fxSpotRate trade hash equitySpotPrice123 fxSpotRate123 trade123 sfde435rgdsg tag456 equitySpotPrice fxSpotRate trade hash equitySpotPrice123 fxSpotRate456 trade123 gfdgfd987987 Tag CF Taglet CF equitySpotPrice123 equitySpotPrice/AAPL hash /equitySpotPrice/AAPL/v1 hgjhgjhgpoi7845h fxSpotRate123 fxSpotRate/GBP/USD fxSpotRate/JPY/USD hash /fxSpotRate/GBP/USD/v1 /fxSpotRate/JPY/USD/v1 bnbvn98mksyrn trade123 trade/tradeId1234 hash /trade/tradeId123/v1 mmbnwqiey83hldf fxSpotRate456 fxSpotRate/GBP/USD fxSpotRate/JPY/USD hash /fxSpotRate/GBP/USD/v2 /fxSpotRate/JPY/USD/v1 lpiren987hnfdk Equity Derivatives IT
  58. 58. 11th September 2014 equitySpotPrice/AAPL equitySpotPrice/AAPL/v1|hgjsdw.. {json} Gallery CF fxSpotRate/GBP/USD fxSpotRate/GBP/USD/v1|4rthgjtro… fxSpotRate/GBP/USD/v2| 4rtrkiuotro {json} {json} fxSpotRate/JPY/US fxSpotRate/JPY/USD/v1|09dfhd… {json} trade/tradeId1234 /trade/tradeId123/v1|09nqwu427ufj0 {json} Taglet CF equitySpotPrice123 equitySpotPrice/AAPL hash /equitySpotPrice/AAPL/v1 hgjhgjhgpoi7845h fxSpotRate123 fxSpotRate/GBP/USD fxSpotRate/JPY/USD hash /fxSpotRate/GBP/USD/v1 /fxSpotRate/JPY/USD/v1 bnbvn98mksyrn trade123 trade/tradeId1234 hash /trade/tradeId123/v1 mmbnwqiey83hldf fxSpotRate456 fxSpotRate/GBP/USD fxSpotRate/JPY/USD hash /fxSpotRate/GBP/USD/v2 /fxSpotRate/JPY/USD/v1 lpiren987hnfdk Equity Derivatives IT
  59. 59. 11th September 2014 equitySpotPrice/AAPL equitySpotPrice/AAPL/v1|hgjhgjgp.. {json} Gallery CF fxSpotRate/GBP/USD fxSpotRate/GBP/USD/v1|4rtr0kitro fxSpotRate/GBP/USD/v2| 4rtrkiuotro {json} {json} fxSpotRate/JPY/US fxSpotRate/JPY/USD/v1|09du70mn {json} trade/tradeId1234 /trade/tradeId123/v1|09nqwu427ufj0 {json} Taglet CF equitySpotPrice123 equitySpotPrice/AAPL hash /equitySpotPrice/AAPL/v1 hgjhgjhgpoi7845h fxSpotRate123 fxSpotRate/GBP/USD fxSpotRate/JPY/USD hash /fxSpotRate/GBP/USD/v1 /fxSpotRate/JPY/USD/v1 bnbvn98mksyrn trade123 trade/tradeId1234 hash /trade/tradeId123/v1 mmbnwqiey83hldf fxSpotRate456 fxSpotRate/GBP/USD fxSpotRate/JPY/USD hash /fxSpotRate/GBP/USD/v2 /fxSpotRate/JPY/USD/v1 lpiren987hnfdk Equity Derivatives IT
  60. 60. Lessons Learned
  61. 61. Find a senior advocate Equity Derivatives IT 11th September 2014
  62. 62. Measure all the things! Equity Derivatives IT 11th September 2014
  63. 63. Take time to understand Cassandra Equity Derivatives IT 11th September 2014
  64. 64. UAT everything Equity Derivatives IT 11th September 2014
  65. 65. Future of Cassandra at Credit Suisse
  66. 66. Continued investment Equity Derivatives IT 11th September 2014
  67. 67. Increased adoption Equity Derivatives IT 11th September 2014
  68. 68. We like DataStax! Equity Derivatives IT 11th September 2014
  69. 69. Questions? Equity Derivatives IT 11th September 2014
  70. 70. IMPORTANT NOTICE – PLEASE READ These materials do not constitute an offer or a solicitation of an offer to buy or sell investment products or securities, nor do they constitute a prospectus for any securities, nor do they otherwise constitute an agreement to provide investment services. These materials are provided for information purposes only and do not contain all of the information that is material to an investor. By reading these materials, you agree as follows: These materials and any associated oral presentation or discussion (together the “materials”) are strictly confidential and have been provided to you by Credit Suisse Securities Europe Limited (“CSSEL”) and/or its affiliates (together, “Credit Suisse”, “we” or “us”) and may not be used or relied upon unless expressly agreed in writing with us. These materials and the information contained herein are intended solely for your information and may not be disclosed or distributed to any other person, or otherwise replicated in any form without the prior written consent of Credit Suisse. These materials are not for distribution to Retail Clients, as defined by the FCA Rules. Any investment or services to which these materials may relate will not be made available to Retail Clients. CREDIT SUISSE IS ACTING SOLELY AS AN ARM’S LENGTH CONTRACTUAL COUNTERPARTY AND NOT AS A FINANCIAL ADVISER (OR IN ANY OTHER ADVISORY CAPACITY INCLUDING TAX, LEGAL, ACCOUNTING OR OTHERWISE) OR IN A FIDUCIARY CAPACITY. ANY INFORMATION PROVIDED DOES NOT CONSTITUTE ADVICE OR A RECOMMENDATION TO ENTER INTO OR CONCLUDE ANY TRANSACTION. BEFORE ENTERING INTO ANY TRANSACTION WITH US, YOU SHOULD ENSURE THAT YOU FULLY UNDERSTAND THE POTENTIAL RISKS AND REWARDS AND INDEPENDENTLY DETERMINE THAT IT IS APPROPRIATE FOR YOU GIVEN YOUR OBJECTIVES, EXPERIENCE, FINANCIAL AND OPERATIONAL RESOURCES, AND OTHER RELEVANT CIRCUMSTANCES. YOU SHOULD CONSULT WITH SUCH ADVISERS (INCLUDING, WITHOUT LIMITATION, TAX ADVISERS, LEGAL ADVISERS AND ACCOUNTANTS) AS YOU DEEM NECESSARY. 2 This material has been prepared by us based on assumptions and parameters determined by us in good faith. The assumptions and parameters used are not the only ones that might reasonably have been selected and therefore no guarantee is given as to the accuracy, completeness or reasonableness of any such quotations, disclosure or analyses. A variety of other or additional assumptions or parameters, or other market factors and other considerations, could result in different contemporaneous good faith analyses or assessment of the transaction described above. Past performance should not be taken as an indication or guarantee of future performance, and no representation or warranty, express or implied, is made regarding future performance. We assume no responsibility for independent verification of such information and have relied on such information being complete and accurate in all material respects. Any commentary in these materials constitutes our preliminary judgment at, and is based solely on the information received by us before, the date hereof and is subject to change without notice. We make no representation as to the completeness or accuracy of the information. We do not accept any liability for any direct, indirect or consequential loss or damage arising from reliance on this information. The price and value of investments mentioned and any income that might accrue may fluctuate and may fall or rise. If an investment is denominated in a currency other than your base currency, changes in the rate of exchange may have an adverse effect on value, price or income. Equity Derivatives IT 11th September 2014
  71. 71. All projections, valuations and analyses are provided to assist you in the evaluation of the matters described herein and (i) may be based on subjective assessments and assumptions, (ii) may use one among alternative methodologies that produce different results and (iii) to the extent they are based on historical information, should not be relied upon as an accurate prediction of future performance. Certain analysis is presented herein and is intended solely for purposes of indicating a range of outcomes that may result from changes in market parameters. It is not intended to suggest any outcome is more likely than another, and it does not include all possible outcomes or the range of possible outcomes, one of which may be that the investment value declines to zero. All projections and forecasts in these materials are therefore illustrative only. Back-tested, hypothetical or simulated performance results have inherent limitations. Simulated results are achieved by the retroactive application of a back-tested model itself designed with the benefit of hindsight. The back-testing of performance differs from the actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Alternative modeling techniques or assumptions might produce significantly different results and prove to be more appropriate. Past hypothetical back-test results are neither an indicator nor a guarantee of future returns. Actual results will vary from the analysis. To the extent that the products are structured securities or other forms of structured products, such instruments are complex instruments, typically involving a high degree of risk and are intended for sale only to sophisticated investors who are capable of understanding and assuming the risks involved. The market value of any structured security or structured product may be affected by changes in economic, financial and political factors (including, but not limited to, spot and forward interest and exchange rates), time to maturity, market conditions and volatility and the credit quality of any issuer or reference issuer. Any investor interested in purchasing a structured product should conduct its own investigation and analysis of the product and consult with its own professional advisers as to the risks involved in making such a purchase. These materials were designed for use by specific persons familiar with the business and the affairs of your company and we assume no obligation to update or otherwise revise these materials. 2 These materials have been prepared by Credit Suisse for use by Credit Suisse. Accordingly, any information reflected or incorporated herein, or in related materials or in ensuing transactions, may be shared in good faith by Credit Suisse with employees and agents of Credit Suisse, in any location. Credit Suisse or its employees may have a position or holding, or other material interest, or effect transactions in, any securities mentioned or options thereon, or other investments related thereto. We may provide (or have already provided) significant advice or investment services in relation to the investment concerned or a related investment to any company or issuer mentioned. Some investments referred to in this information will be offered by a single entity and, in the case of some investments, solely by us, or one of our affiliates. We have no obligation to use any information obtained from another source for the purposes of any the activities contemplated herein or to furnish such information to you or your affiliates. Credit Suisse has adopted policies and guidelines designed to preserve the independence of its research analysts. Credit Suisse’s policies prohibit employees from directly or indirectly offering a favorable research rating or specific price target, or offering to change a research rating or price target, as consideration for or an inducement to obtain business or other compensation. Credit Suisse’s policies prohibit research analysts from being compensated for their involvement in investment banking transactions. This document does not constitute investment research or a research recommendation. [Credit Suisse Securities Europe Limited (“CSSEL”) which is authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority.] Additional information is available from us upon request. Equity Derivatives IT 11th September 2014

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  • PatrickCallaghan2

    Oct. 2, 2014
  • razvi1

    Oct. 1, 2015
  • garryure

    Jun. 10, 2019

Speaker: Jay Modha, Vice President of Equity Derivatives IT at Credit Suisse In this talk I will demonstrate how we have built one of the most reliable services in Credit Suisse using Cassandra in an environment that is changing all the time - navigating the complex path of scheduled downtime, disaster recovery scenarios and the realities of using shared infrastructure in a corporate environment while still maintaining zero downtime for our users. How a small team of 4 developers supports a user base of over 600+ users globally and go through in more detail how we have deployed Cassandra and manage it from an operations perspective. How we have used Cassandra’s TTL functionality to meet regulatory data retention requirements and go through some examples of how our Cassandra schema has evolved to deliver new functionality for our users. Finally, lessons learned and the future of Cassandra at Credit Suisse.

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