Inflation is not only a concept we model, it impacts our day-to-day as well. With the cost of compute resources rising, more and more modelling teams are working on infra or model changes to cope with increasing cost of cloud resources or hardware. In this presentation we will explore several techniques that we can use when implementing our models to reduce the footprint in our compute grids.

Steven van Haren leads the quantitative development team at Zanders, focusing on HPC and custom model implementations. He holds an MSc in Aerodynamics. He has more then ten years of experience in helping clients implementing models for financial derivatives valuations and market risk models.