RiskMetrics recent announced its cloud-based analytical platforms – on Azure. This PDC session provides some insight into there offering. The key to this computational problem is that the HPC Broker scales out to Azure as show in presentation – slides 29 and 30 provide high level architecture views. WorkerRoles were used over WebRoles.

I’m curious how real-time the overall architecture is. It’s also unfortunately there is no OLAP real-time cube – but then again if they had solve all the real-time risk problem, I wouldn’t have anything to blog about