Increased processing capability at a lower cost?

Increased processing capability at a lower

MG-ALFA Compute for Microsoft Azure Windows 8 KPI Dashboard

The Company

Milliman is one of the world's largest independent actuarial and consulting firms, employing over 2,600 professionals worldwide.

With the emerging EU Solvency II Directive and leveraging the success of its MG-ALFA solution in the US, Milliman wanted to harness the power of Cloud computing to build its next generation actuarial modelling grid.

Milliman's objective was to revolutionize the EU life insurance market and build a cost-effective high volume financial analysis modelling tool for their EU clients which would deliver the calculation capacity necessary to meet today's complex regulatory and risk-management requirements. In particular, they needed to meet the challenge of accurate calculation of an insurer's assets and liabilities in order to calculate required capital meeting the conditions of the new EU Directive.

A project requiring specialist
Azure developers

Milliman came to the UK and set about building a team to start the project. After a recommendation from Microsoft, endjin was selected as its chosen partner, and we provided two full-time on-site Endjineers.

“And can we also have a Grid Management Windows 8 App to wow prospective clients?”

The project required specialist, highly skilled, agile developers who could quickly get up to speed with Microsoft Azure. When necessary, we added additional Endjineers to the team, to provide UX, design and front-end development support.

The challenges

Aside from the actuarial difficulty of designing and maintaining such a complicated model, managing the sheer scale of the computational requirements on a day-to-day basis is a significant software challenge. The engineers we provided helped the team deliver a system capable of handling that scale.

Why cloud computing?

There are many reasons to look at cloud computing – from manageability to scalability, elasticity and future proofing. In this case, a key driver is cost: because most projections are only required on a quarterly basis, the traditional solution of significant upfront hardware investment would have resulted in many thousands of computers remaining dormant for the majority of the time.

The Results

endjin helped Milliman to deliver a Microsoft Azure grid computing platform, grid management tools and a Windows 8 Monitoring Dashboard.

The overall Milliman project delivered a production grid of over 10,000 computer instances running MG-ALFA projections, alongside the creation of a complementary mobile web application and Windows 8 / WinRT / Surface monitoring interface.

The company is now routinely running large-scale models using 10,000 cores (bursting to 50,000 cores!) provisioned in six Microsoft Azure data centers around the globe. This solution provides a scalable and highly available grid environment.

The benefits

Milliman's clients now have access to a computational grid far larger than anything that would be economically viable for them to have on-premises. This not only reduces the total cost of ownership but decreases the time it takes for clients to submit information to their regulators.

And the processing of the data required to meet the new EU Directives, which would historically have taken years, can now be done in a matter of hours.

We are excited Milliman has chosen Microsoft Azure… Moving MG-ALFA to the cloud is a great example of a scalable deployment on the leading edge of computing technology.

Scott Guthrie

Executive Vice President of the Cloud and Enterprise Group, Microsoft

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