United Wholesale Mortgage · 2022
Real-time market data streaming
A Spark Structured Streaming pipeline for near-real-time hedging exposure on an MBS trading desk.
Spark Structured Streaming · Azure · Power BI
Problem
Batch reports on rate-lock hedging exposure lagged the market by hours.
Work
- Streaming pipeline on Spark Structured Streaming and cloud object storage, processing compressed change feeds.
- Trader-facing exposure and risk analytics.
- Introduced Azure Machine Learning and ran firm-wide MLOps training.
Result
Near-real-time exposure for the desk.