Model Platform a.k.a MoNet 16.05.2024 | Azure Bootcamp Switzerland 2024 | Arindam Mitra, Anass Alhyar & Raj Subramani

© Axpo, Axpo - Internal SPEAKER INTRODUCTION:- 2 I am Arindam Mitra | Microsoft MVP – Devops | Sessionize Active Speaker 2023 | Cloud Services Lead | Blogger | Public Speaker | Jogger | Traveler | Citizen of the World You can look me at: ❖ https://github.com/arindam0310018 ❖ https://dev.to/arindam0310018 ❖ https://sessionize.com/arindam0310018 ❖ https://www.linkedin.com/in/arindam-mitra-28981095/ ❖ https://twitter.com/arindam0310018 ❖ https://mvp.microsoft.com/en- us/PublicProfile/5005235?fullName=Arindam%20Mitra Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal SPEAKER INTRODUCTION:- 05/16/2024 3 A Founder member of Flumaion Ltd, a UK based consultancy, specialising in Investment Banking & Financial Services. I have worked across Investment Bank's in London after my PhD in Engineering. You can look me at: ❖ https://www.linkedin.com/in/rajsubramani/ Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani

© Axpo, Axpo - Internal SPEAKER INTRODUCTION:- 4 I am Anass Alhyar| Quant. Finance expert and Computer Science Engineer| Innovative | Visionary | Team Player | Art and Water sports lover and now Mountain sports junkie since living in Switzerland I work at Axpo as Senior Product Manager You can look me at: ❖ https://www.linkedin.com/in/anass-alhyar-4ab02238/ Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal SESSION ABSTRACT:- In this session, we would like to share with you our insights of a self-service modeling platform within the business area Trading & Sales at Axpo. MoNet (Models Network) is intended to be an ecosystem where modelers and Quant share Code and best practices while implementing the right governance around models. It’s a platform that fosters collaboration and interaction to generate model-based business value, streamline critical processes and migrate them to the Azure cloud. Hence, we are relying heavily on Azure DevOps CI/CD for managing our codebase and deployment pipelines. Together with Cloud Platform Team, we have built a comprehensive set of automated DevOps processes, helping us to reduce the time to market of new ideas and scaling DevOps best practices with the entire organization. Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 5 05/16/2024

© Axpo, Axpo - Internal AGENDA:- 1. Why MoNet? 2. The Challenges 3. The Approach 4. About Industry Standards 5. What makes it unique ? 6. Team and Development Phases 7. Devops in Model Platform 8. Network Flow 9. Platform Architecture 10. Use Cases 13. Application Architecture 14. Demo 15. Gratitude 6 Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal 7 WHY MONET? Vision Enable Axpo’s trading organization to efficiently develop, operate and govern broader trading & risk models using latest technologies. Opportunity Provide a state-of-the-art and flexible platform to extract the maximum value from data using models Mission Create a model-centric framework to develop sustainable models and operate them stable and efficiently to enable business transformation. Market Trends Trading process automation, predictive trading, increasing renewables & batteries Strength Strengthen Axpo’s business and quantitative expertise and enable the data landscape transformation. Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal WHY MONET? 8 ▪ Machine learning approach ▪ Quantitative approach to value new business cases ▪ Data driven strategic decision making ▪ Innovation & Technologies leverage ▪ Access to increased automation for a larger user base ▪ Stable, transparent processes interacting with customers and partners ▪ New business segments lead to more opportunities and more subsidiaries ▪ Increasingly complex regulations ▪ Complexity and volatility in markets are increasing Business decisions driven by models Competitive advantage of Axpo New markets, assets, regulations ▪ Streamlining Risk processes ▪ Pro-active Risk control ▪ More simulations for a central and exhaustive view on Risk Centralized view on Risk More Models ... More sustainable Models! Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal THE CHALLENGES Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 9 • Integrating models running in legacy systems. • Support for multiple languages. • Minimal disruption to the working practices of modelling teams. • Separating platform SDLC from model team's SDLC. 05/16/2024

© Axpo, Axpo - Internal THE APPROACH Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 10 • Integrating models running in legacy systems • Use of out of process executions • Support for multiple languages • Developed a toolkit per language that is supported • Minimal disruption to the working practices of modelling teams • Retained existing configuration structures, imposed a lightweight framework for platform configs • Separating platform SDLC from model team's SDLC • Pipelines for platform images kept separate to pipelines for model images 05/16/2024

© Axpo, Axpo - Internal Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani © Axpo, ABOUT INDUSTRY STANDARDS… 11 •Logging •Tracing / Tracking •Auditable Operations •Infrastructure •Architecture •Scalability Performance •Documentation •Maintainability •Testing •Dev, Uat, Prod environments Dev Standards •Continuous Integration (CI) •Continuous Deployment (CD) Automation Platform as a Product ➢ Model Platform concept provides an out of the box collection of offerings to the wider Data & Modeling group 05/16/2024

© Axpo, Axpo - Internal Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani © Axpo, WHAT MAKES IT UNIQUE ? 12 •Legacy Models •Legacy systems Existing Models •Generic model execution •Generic data connectors Language agnostic / Data agnostic •Low code •High code Technical Skills / Functional skills •Dataiku •Advanced Analytics To other platforms Not off-the-shelf Guaranteed Added value Open Platform Model Platform as a bridge to the modern Analytics and people enabler to generate value for business 05/16/2024

© Axpo, Axpo - Internal TEAM & DEVELOPMENT PHASES 13 Ideation & Incubation ❖ Product Manager ❖ Architect ❖ Domain Experts ❖ Subject Matter Experts ❖ End Users ❖ Vendors benchmark MVP ❖ Software Engineers ❖ Application DevOps ❖ Product Manager ❖ Architect ❖ Domain Experts ❖ Subject Matter Experts ❖ End Users Platform Build ❖ Software Engineers ❖ Application DevOps ❖ Infrastructure DevOps ❖ Front End / UX Experts ❖ Product Manager ❖ Architect ❖ Domain Experts ❖ Subject Matter Experts ❖ End Users ❖ Operations 1 2 3 Skillsets are brought together after each phase. Each phase is a milestone of new functional and technical level of maturity. Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal DEVOPS IN MODEL PLATFORM:- ❖ Infrastructure – Terraform and Azure Devops ❖ Containers – Azure Kubernetes Service (AKS), Azure Container Registry (ACR) and Azure Devops ❖ Events & Message – Azure Service Bus ❖ Database – PostgreSQL with Azure Devops ❖ Machine Learning – R and Python 14 Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal NETWORK FLOW:- 15 Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal PLATFORM ARCHITECTURE:- 16 Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal USE CASES 17 Analyst/Trader Model Developer MoNet -Platform- Local Development Model As a Product Model Platform sets the stage for a concrete collaboration and fosters interaction between modelers given a defined contract Model Developer Model Operations MoNet -Platform- Critical models are mainly batch driven and their execution is operated following a Target Operating Model Local Development Axpo Downstream Systems Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal APPLICATION ARCHITECTURE Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 18 05/16/2024

© Axpo, Axpo - Internal 19 Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal 20 Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

© Axpo, Axpo - Internal GRATITUDE:- 21 Our sincere Thank You to :- ❖ Azure Bootcamp 2024 Organizers (Manuel Meyer, Stefan Johner and Stefan Roth) ❖ Azure Bootcamp 2024 Sponsors Azure Bootcamp Switzerland, Arindam Mitra, Anass Alhyar & Raj Subramani 05/16/2024

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