Legal & General, a 181-year old financial services group, selected ActiveEon ProActive to modernize their Solvency II risk calculation simulations and help migrate them from their private datacenter to Microsoft Azure cloud. ProActive would optimize and accelerate the simulations, running tasks in parallel across cloud resources. Using ProActive's workflows and scheduling, the end-to-end simulation time was reduced from 18 hours to 5 hours, and high priority reports became available 5 hours sooner. Monitoring ensured tasks continued running even if cloud resources failed.

1. Digital Transformation &
Solvency II Simulations for L&G:
Optimizing, Accelerating and
Migrating to the Cloud

2. From Workflows to Scheduling
to Hybrid Cloud Resources
Local
machine
Network
Resources
Batch
Schedulers
Clouds
Slurm
SGE
PBS
Multi
Platforms
Processing & Automation Workflows
Scheduler
& Orchestration
Resource Management & Monitoring
Priority
& Planning
Parallel
Executions
Error
Management
Multi
Users
Any
Language
Secured Data
Transfers
Third-part
Schedulers
Services Chaining
& Integration
Market ETL,
ERP...
LSF
Translator
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OpenRESTAPI

3. Why use ProActive powerful
Workflows & Scheduling in a
Cloud Migration?
Do more & faster
with less resources!
RoI = Time + $
Without ProActive
With ProActive

4. Financial Services:
Portfolio Risk Calculation
Solvency II Risk
Management

5. • A 181 years old Financial Services group
• Operations in UK, FR, DE, NL, Egypt, Gulf, India, USA
• £13.5bn market capitalisation
• £746bn assets under management
• Solvency II (Financial Risk Simulation) based on IBM
AlgoOne
• Migration from a private datacenter and Tibco
DataSynapse to the Azure Cloud and ActiveEon ProActive
ProActive Workflows & Scheduling selected to:
Legal & General:
Company, Project, Objectives
• Modernize the application
• Help the migration to the Cloud
• Accelerate execution
• Save resources

6. • RiskWatch simulation: 18,000 CPU
hours, very little I/O
• Mark-to-Future aggregation and
reporting: mild CPU requirements, I/O
constrained
• Run in parallel on every host a CPU-
intensive task and a I/O intensive one
to maximise throughput
• 10-60GB RAM required for every task,
must not exceed host capacity
• 18 hours end-to-end runtime, but the
most important reports are available
after 5 hours
Architecture Details

7. Solvency Optimal Execution
On Premises
Purple: High priority CPU-intensive tasks
RiskWatch Simulation
Blue: Medium priority CPU-intensive tasks
RiskWatch Simulation
Green: Low priority CPU-intensive tasks
RiskWatch Simulation
Yellow: I/O intensive tasks
Aggregation & Reporting
Batch optimization with ProActive:
• Enforce strong priorities
• Optimally compact execution
• Start tasks as early as possible
• Pipeline and co-allocate CPU-intensive with I/O
intensive ones
End to end: from 18h to 14h
High priority reports: from 18h to 5h

8. Solvency : Executing on
Azure, scaling to 1024 CPUs

9. Solvency : Executing on
Azure, scaling to 1024 CPUs
Monitoring of pending tasks in
ProActive and automatic start of grid
hosts Workers on Azure
Automatic register and start using
the Azure Grid Workers as soon as
they come alive
Fault-Tolerance during execution:
host lawedgcn052 died, and
ProActive rescheduled the Tasks
executing on it, and routed Tasks
around the faulty node afterwards
Achievements & Benefits:
On-Prems to Azure with ActiveEon: 18H to 8H!
Optimization of Solvency simulations taking advantage of the Cloud Migration: 8H to 5H
Preliminary result of Migration to ActiveEon & Azure:
End to end execution down from 18H to 5H!

10. @activeeon
contact@activeeon.com
+33 988 777 660Activeeon SAS
Paris, Sophia Antipolis,
Lyon, London, San Jose,
Dakar, Sofia.
Try it Online:
TRY.ACTIVEEON.COM