Goldman Sachs: GPUs in Finance

Abstract:

GPUs are most commonly used for gaming or design, fitted to a standard machine to accelerate compute-heavy, graphical tasks. In this talk, you will learn how and why the properties that make them suitable for these tasks also make them ideal for quantitative modelling in the financial industry.

At Goldman Sachs, our Engineers don’t just make things – we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Engineering, which partners with all areas of the firm, is at the critical centre of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions.