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Vermont Solutions

Risk calculation and banking core that cannot fail

Experience in HPC grids, risk calculation, pricing, treasury, and critical banking platforms.

  • IBM Spectrum Symphony
  • Slurm
  • PXE Boot
  • COBOL · Java
  • Oracle DB
  • AWS · Azure
  • +15 años en banca tier-1
  • FRTB · Basilea III · DORA
  • +130.000 cores

Sector challenges

Common banking challenges

In banking, every millisecond counts. Risk, treasury and valuation processes require stable, scalable and traceable platforms.

Processing windows that are not met during closing periods.

Saturated or underutilized HPC platforms.

Risk and treasury systems with complex dependencies.

Cloud migrations with high regulatory requirements.

How we help

How we help

We combine four service lines depending on the challenge: HPC for compute-intensive workloads, modernization for legacy cores, performance tuning for critical batch windows, and AI governance for regulated models.

HPC & Grid Computing

Design and operation of financial grids for risk, pricing and treasury.

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Legacy modernization

Migration of banking cores and COBOL/Java platforms to cloud and container environments.

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Performance tuning

Reduction of critical batch windows and fine-grained process optimization.

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AI governance

Control framework for risk, credit and compliance models in regulated environments.

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  • Optimization of HPC grids and scheduling policies.
  • Reduction of calculation times through deep technical analysis.
  • Full automation of critical processes.
  • Migration and modernization of core applications.

Featured case · Banking

How we cut compute times for a tier-1 bank

ANONYMIZED CASE · TIER-1 BANKING

Risk platform modernization

Progressive migration of a legacy risk core to a modern HPC architecture with cloud bursting, preserving regulatory traceability.

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SECTOR CASE · INVESTMENT BANKING

Banking HPC grid optimization

Corporate grid consolidation with ~99% sustained CPU utilization and a -40% reduction in compute times.

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Is your risk or treasury platform late for close?

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Frequently asked questions

How do you modernize the core banking system without service disruption?
We apply a strangler fig pattern: we replace the core modules incrementally, keeping the old and new systems running in parallel until the final cutover. In tier-1 banking we have migrated 6 production environments without disruption, with 99.9% sustained availability.
How do projects fit with DORA?
We align the modernization and operation of critical systems with DORA (Regulation (EU) 2022/2554), in particular Article 28 on ICT providers: service documentation, subcontracting maps, third-party risk management and verifiable operational resilience.
What risk computation capacity do you have?
We operate HPC infrastructure on IBM Spectrum Symphony for market risk and FRTB calculations: more than 130,000 cores managed and 300 million tasks/day in production ecosystems, with observability and SLA control.
What experience do you have in tier-1 banking?
More than 15 years with tier-1 banking in transactional core, market risk and regulated environments. Specific cases are under NDA; figures are published in aggregate form with attribution to Vermont Solutions.