Capital Markets Infrastructure
Challenges
- Microsecond order matching latency requirements
- MiFID II transaction reporting within 15 minutes of execution
- End-of-day risk calculation across millions of positions
- Real-time market data ingestion at millions of events per second
- Regulatory stress testing (CCAR, FRTB) compute bursts
- Hybrid cloud โ some workloads must stay on-premises
CloudFormation Solves
- EC2 Metal instances with SR-IOV for lowest network latency
- Kinesis โ Lambda โ Redshift for MiFID II reporting pipelines
- Spot Fleet of GPU instances for overnight risk calculations
- MSK Kafka for tick data ingestion at millions of events/sec
- EMR + Spark for CCAR Monte Carlo simulation bursts
- Direct Connect hybrid for on-prem trading system connectivity
Architecture Patterns
Order Management System
EC2 Metal (c5n.metal) with network-optimised placement groups. ElastiCache for order book caching. FIX protocol gateway via NLB. Sub-50 microsecond internal latency.
Market Data Platform
Kinesis Data Streams at 1M events/sec โ Lambda normalisation โ DynamoDB time-series storage โ ElastiCache for live price distribution to trading desks.
Risk Calculation Engine
Scheduled Spot Fleet of GPU instances (P4d) for overnight VaR and PnL attribution. EMR for Monte Carlo CCAR stress tests. Results to Redshift for reporting.
Regulatory Reporting
Kinesis Firehose โ S3 โ Glue ETL โ Redshift. Automated MiFID II, EMIR, and CFTC reports generated on schedule. 10-year immutable audit trail in S3 Glacier.
Business Outcomes
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