september 10-12, 2007 • hyatt regency scottsdale at gainey ranch • scottsdale… ·...
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September 10-12, 2007 • Hyatt Regency Scottsdale at Gainey Ranch • Scottsdale, Arizona
September 10-12, 2007 • Hyatt Regency Scottsdale at Gainey Ranch • Scottsdale, Arizona
Building a Real-Time Infrastructure at Wachovia
Ryan BagnuloVP, Head of Architecture & Innovation
Wachovia Corporate & Investment Banking Technology
September 10-12, 2007 • Hyatt Regency Scottsdale at Gainey Ranch • Scottsdale, Arizona
Contents• Time to Market is Priority #1 in Investment Banking• SOA & Infrastructure Virtualization• Wachovia’s Real-Time Infrastructure• Real-Time Infrastructure Methodology & Best Practices
• 1. Technology is a Business Line • 2. Continuous Innovation is Transistasis • 3. Balance Speed & Efficiency with Reuse• 4. Build and SOI using Shared, Virtualized & Dedicated Resources• 5. Security Entitlements and Policy First, then Automation• 6. “Real” Real-Time: Design for Scalability and Low Latency
• Traditional IT versus Service Oriented Infrastructure Approach
Time to Market is Priority #1Focus is on Organic Growth, Some Opportunities Last Only Months
The Inverted Yield Curve Brings With it Market Volatility
Real-Time Market Data in a Volatile Market Creates a Volatile Infrastructure (especially the network).
What Is a Real-Time Infrastructure? Is Virtualization Real-Time?
“He who controls the present, controls the past. He who controls the past, controls the future.” – George Orwell (1984 in 1948)
Big Business Is Watching IT. Execute.
Insulate Business Processes from Infrastructure Changes and Providers
Transparent Infrastructure Changes
Breakdown Application Silos Breakdown Infrastructure Silos
Reduce Application Architecture Complexity
Reduce Infrastructure Architecture Complexity
SOA Infrastructure Virtualization
Dynamic Applications
Security Policy Based Allocation of Resources
HorizontalIntegration
Simplification
Flexibility
SecureAgility
SOA & Infrastructure Virtualization
Wachovia Technology Leadership Industry Validation & Awards
Business Impact Through Technology Award
Best Grid Solution
Top 100IT Projects
Software OptimizationProject Of The Year
Featured Story—Advanced Transaction Processing—May 2006
SOA Strategy
Trader Risk Solution Award
Network World's Enterprise All-Star Award – Business
Innovation
Sales & Trading Desktop Strategy
Innovation
Technology Innovation
Keynote Address: What is SOA?
Wachovia’s Real-Time Infrastructure
ESB Mediation Framework
Wachovia Securities - Corporate & Investment Banking
Business Functional
Service Demand
Supply
Services Oriented Infrastructure
Network Infrastructure Facilities Infrastructure (PROD/DR - Ping, Power, Pipe, Cooling)
Utility Service ManagementITIL Service Support
QoSPolicyEngine
Transaction State
Machine
ESB Gateway
Inbound XSL
Transform Accelerator
TZ Multi-Protocol Gateway
Multi-Protocol
Integration
Utility SOA Runtime Frameworks
CIBT Client Access Framework .Net 3.0 Desktop Apps , Rich Internet Applications (RIA), Pervasive
Risk Analytics & Regulatory ReportingBusiness Support Services Market RiskCredit Risk
Regulatory Reporting
Counterparty Risk
Risk Reporting
Financial Reporting
Core Business Support Services ClientOrderPosition
Trade Capture
Market DataFeeds
P&LBack OfficeCounterparty
ServiceClient
ConnectivityExchanges/
ECNs
Global Capital Markets
Structured Products Trading
Equities Trading
Wholesale Mortgage
Credit Products
Sales & Research
Customer Insight Analytics
Treasury Finance
International
Portfolio Mgmt
Global Trade,
Payments, Private Label
FX
Legend
Wachovia Business Assets
WachoviaComponent
COTS Open Source & Vendor Products
WachoviaComponen
t
Wachovia CIBT Mass-Customized Assets
WachoviaBusiness Logic
WachoviaBusiness Logic
Operational Support Service
Supply
TZ WebFirewall
TZ XML FW WS
Proxy
Auth/AuthzAudit Log
QoSService Router
CIBT Data Framework Normalized Reference Data & Market Data
CIBT Server FrameworkVirtualized J2EE, .NET, and Grid SOI
CIBT Fabric Server Cluster
SIT/UATGrid
Engines
HibernateASPSpring
J2EEData GridCoherence
Cache& Azul
J2EE Heap
.NETProd Spare Pool Burst
Grid Engines
DevGrid
Engines
Win32 DDLs & C#
WachoviaComponent
WachoviaComponent
Prod/DRGrid
Engines & VirtualizedResources C++
Storage Infrastructure (SAN / SRDF Resiliency)
ITIL Service Delivery
Enterprise XSL
Transform Accelerator
Projecting IT Spend
0.00
1.00
2.00
3.00
4.00
5.00
1 2 3 4 5 6 7
Year
% IT S
pen
d v
s, R
even
ue
Total Budget- % Revenue
Operating Budget- % of Revenue
Project Budget- % of Revenue
Ideal Budget- % of Revenue
The ROI of SOA. Invest In Assets.
measure innovation vs. maintenance
Technology Spend begins to decrease due to the following:
•Utilizing offshore sourcing models•Rationalizing vendor licensing costs•Reduced headcount due to reuse of shared services and componentsThe long term cost savings of the IT spend alone justify an
investment in mass-customized SOA project spend.
Susan Certoma, the Wachovia CIB Technology CIO, started by directly aligning IT staff to each Wachovia CIB business line
The CTO Group aligns IT to business by supporting all LoBs
Divisional
Information
Officer
Business
Division
Business
Division
Business
DivisionBusiness
Division
Business
Division
Business
Division
Business
Division
CIO
CEO
CTO Group: Product Architecture & Innovation, Platform Engineering, Data Center Resiliency
Application Production Support & Technology Delivery Services
1. Technology Is a Business Line…
Divisional
Information
Officer
Divisional
Information
Officer
Divisional
Information
Officer
Divisional
Information
Officer
Divisional
Information
Officer
Divisional
Information
Officer
Divisional
Information
Officer
2. Attain Transistasis With a Feedback and Adaptation Innovation Loop
Contributor Incentives and Reuse
Metrics
New and Enhanced
Mass-Customized
Products
Business Application Innovation
Update Business
Portfolio & Architecture Standards
Ou
tpu
ts
PortfolioManagement
ArchitectsProduct Owners
SOA Product
Roadmap
Iterative / AgileMass-Customized
Development
Product Owners
CIBT Development Leads
Architects
Technology Priorities
Business Requirements
Quarterly
Bi-Monthly
FEEDBACK
ADAPTCIBT Development
Leads
CIBT Business System Leaders
3. Balance Speed & Efficiency With Reuse of Mass-Customizable Frameworks
Service Oriented Infrastructure
ServerFramework
MediationFramework
AccessFramework
Desktop FrameworkRich Application Client
Framework
BasicApplication
Server
InformationIntegrationDatabase Federation
Service
AnalyticalProcessingGrid Utility
ACIDTransaction
Server
Latency SensitiveApplication
Server
ESBMessaging
ESBGateway
Data Access
Federated DatabaseInformation Integration
Security
AuthenticationAuthorization Auditing
People Technology DeliveryProcess Innovation
Provisioning and Orchestration
• Provision• Configure• Orchestrate• Upgrade• Fix
CentralizedAutonomic Management
• Auto-failover• Health Monitoring• Alerting • Utility Computing
• Policy goals• Activation• Scheduling• Scalability• Priority
Policy Directed Service Levels Application Virtualization
GridServer & Fabric VersaServer
Credit RiskDaily VaR Basel II Analytics
Mortgage Automated Underwriting System
Money Market, Fixed Income, Commodities, Enterprise Risk Services, & Derivatives (FX, Interest Rate & eXSP, Credit, Equities)
Amortization & Accretion of Bond Holdings
J2EE & .NET ApplicationsFabric VersaServer Clusters
4. A Real-Time Infrastructure has Shared, Virtualized & Dedicated Resources
Real-Time InfrastructureDedicated Blades, VMs & LPARs
Dev, Test, Prod & DR
TIFF/PCL to PDF Image Conversion
5. Security Entitlements, then Automation Change Is Risk, Trust Is Required
Policy Administration Point
RIA / J2EE Portal
PEP
Policy Decision
Point
Policy Decision
Point
Policy Decision
Point
Policy Administration Point
(Delegated)
Centralized & Delegated Policy Administration
Distributed, Scalable / HA Authorization Services
Custom App (J2EE/.Net)
PEP
Web Services
PEPConsistent
Policy Enforcement Across the Stack
SOA-based Architecture for Fine-Grained Authorization Services
Fine-Grained, Standards-Based Policy Definition
Policy Information Points
[AD, LDAP, Virtual Dir, DB, Metadata, Web Svcs, etc.]
Entitlement Repository
Content App
PEP
Legacy App
PEP
Policy Decision
Point
VPD RDBMSDatabase
PEP
6. “Real” Real-Time: Design for Scalability and Low Latency Performance
On July 19 the DJIA hit a record high of 14,000.41
On Aug 16 the DJIA intraday low was 11% below the record
Algorithmic trading applications need low latency market data feeds & every microsecond counts
•FIX = 20,000 msg/sec (2K each = 315 Mbps)
•OPRA = 450,000 msg/sec (80 bytes each = 300 Mbps)
•ITCH = 100,000 msg/sec (40 bytes each = 31 Mbps)
Applied Queuing TheoryRemember Little’s Law
N = λT
PS. Network latency impacts NTP time sync accuracy too
Traditional versus Service Oriented Infrastructure Approach
8
X
4-way
4-way
1
XX
4
3
2
X X
FabricServer
16 4
16
8
8
84
4
16
8 4
Application A
Application B
Application C
Application n
SOI ApproachTraditional Approach
Azul Appliance
Unique Value Proposition
Real-Time Execution
PolicyPolicy
2008 SOE: Service Oriented Enterprise
Define Technology Strategy Plan strategy implementation Rationalize technology spend Operational risk & controls Develop technology “building
blocks” “Top-Down” Portfolio Mapping SOE Operationalization
Implement core component capabilities– Sales Desktop– Trade Desktop– Reference Data– Utility Platform– Service Bus
Leverage offshore souring models
Metrics Instrumentation Proliferation of shared
services Realization of Offshoring
benefits
Scalability Flexibility Record time to market Decreased OER
2005 2006 2007 2008
Rationalization,Alignment & Stabilization
Stabilization,Investment,& Execution
Optimization &Efficiency
Differentiation
COPYRIGHT Wachovia CONFIDENTIALAPPENDIX
Topology Type Technology Name Function Problems Solved
System Compute Platform Bladerack series, VS series storageDense compute & storage w ith vertical cooling Floor space, pow er, and cooling
System Specialized Appliance Vega 2Dense Java co-processor virtualized memory
Improve w orkload throughput & eliminate garbage collection
System Specialized Appliance Solid State Disk High-speed storage Storage performance
Service Bus Specialized Appliance XI50AAA Reverse Proxy, & ESB Gatew ay
Security gatew ay, XML acceleration, and content based transaction routing
Security Softw are Entitlements Management Solution
Administer, enforce, and audit fine-grained XACML access policies across heterogeneous application and IT environments
Centralized Security Policy Adminstration and simplif ied application development by loosely coupling security code from the business logic
Provisioning Softw are Controller, Console, AgentRapid repurpose of compute resources
Event based reuse of existing infrastructure to support faster DR and efficiencies
Provisioning Hardw are Clovertow n Quad-Core Xeon Dense Computing
Dual Clovertow n blades provide 8 times the computational pow er w ith a low er TCO
Provisioning Softw are Fabric VersaServer Container Management
Guaranteed application server service levels, automation of deployments, improved application server utilization
Virtual Processing Softw are GridServer Workload virtualization
Policy based execution, adaptive service provisioning, and self managed environment
Data Caching Softw are Coherence (formerly Tangosol) Distributed L2 cacheMove data close to compute to reduce latency
Monitoring Softw are CoreFirst End to end transactional monitoringDiscrete transaction performance for proactive management
Monitoring Softw are i3 Application performance monitoringRapid root cause analysis of production issues, reporting & alerting
User Interface Softw are Flex and LCDSRich Internet Application Development Framew ork
High Speed Data IO to a w eb brow ser client w ith a rich user experience
Management Specialized Appliance Foundation Application discovery mappingView of application to resource mapping, accurate population of CMDB
Management Softw are Flashline SOA Portfolio management toolRepository of all softw are assets aligned to business function and support service
Virtual Processing Softw are Composite Federated queryData virtualization, single point of control to view data from multiple data stores
Reporting Softw are EvidentService Level Reporting, Capacity Planning, Chargebacks
Normalization of historical system events and transaction logs presented to show key performance indicators.
Choose Technology Partners Wisely