BDM203

FINRA
Building a Secure Data Science Platform on AWS

Scott Donaldson Senior Director, FINRA

Vincent Saulys Senior Director, FINRA
November 2016
2016, Amazon Web Services, Inc. or its Affiliates. All rights reserved.
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DATA SCIENCE NEEDS
Data discovery & exploration

Bring disparate sources of data together

Semantic understanding of the data sets

Ease of use: enable users without having to understand underlying data

infrastructure

Safeguard information with high degree of security and least privileges access

Model migration from research to prototype to production

Avoid time spent on environment administration

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SEPARATE INFRASTRUCTURE SERVICES

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SCALE THE DATA PLANT
Considerations
Scale compute and storage separately.
Resiliency and disaster recovery
Flexibility of instance types
Data discovery through an enterprise data catalog

Security
Virtual private cloud (VPC) & encryption
Separation of duties
DevOps: Automate everything
Least privileges and no catch-all rules
Centralized monitoring for total transparency

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SCALE THE DATA PLANT

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CENTRALIZED DATA MANAGEMENT

Unified catalog
Schemas
Versions
Encryption type
Storage policies

Lineage and Usage

Track publishers & consumers
Easily identify jobs and derived data sets

Shared Metastore
Common definition of tables & partitions
Use with Spark, Presto, Hive, etc.
http://finraos.github.io/herd Faster instantiation of clusters

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EFFECTS OF CLOUD CHANGE

Gold source of all the data in S3

Separated data and compute

Easily spin up compute with unlimited query engine

capacity

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REMAINING PAIN POINTS

Data scientists still relied on SQL to query the data

Data science continued to be done on local machines

No standard setup

Everyone administered their own machines

The data was too big for local machines

More people doing advanced analytics

Easy collaboration was still not addressed

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DATA SCIENCE TOOLING: BEFORE UDSP

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SOLUTION: UNIVERSAL DATA SCIENCE
PLATFORM

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UDSP V1
Secure
Technology controls and curates content
Self-Service
Users manage their machines
Scalable Compute
Size machines to your needs
Turnkey
Libraries pre-built and installed

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NO USERS, WHY?
Needs driven by technology
IT: Reduce costs
Users: need more compute
Secure but inflexible
Local machines where more flexible
Install any package and experiment
Data availability
On-premises databases not reachable
Setup still required
Driver configuration to connect to databases
Technology in the way
Technology required to install any new package

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UDSP V2
Flexible
Download/Install any package
Data Availability
No additional setup necessary
On-premises and cloud data accessible
Ownership
Changes proposed and vetted through
the data science forum

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ADOPTION METRICS

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INVENTORY
R 3.2.5, Python (2.7.12 and 3.4.3)
Packages
R: 300+ Python: 100+
Tools for Building Packages
gcc, gfortran, make, java, maven,
ant
IDEs
Jupyter, RStudio Server
Deep Learning
CUDA, CuDNN (if GPU present)
Theano, Caffe, Torch
TensorFlow

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SELF SERVICE
Completely self service, no technology administration

Users select UDSP version and machine capacity

Users associated to groups (AWS billing tags and machine selection choices)

Users manage their instances

Create, Stop, Terminate (delete)

Managers can administer their teams instances

Dashboard to monitor resource usage

Stop instances from the dashboard

Reports for historical usage

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USDP: CREATE AND LAUNCH

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UDSP: MONITOR RUNNING INSTANCES

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UDSP: USE TOOLS WITH BROWSER

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MAINTAINING THE USDP
Community Driven Experimentation
Data scientists can install any package to try it out
No technologist necessary to administer installation
New library (or version) is proposed for next release
Releases have been monthly
Envision quarterly releases
Philosophy: Support last major release (most recent
patch)
R 3.3.1 is available and still releasing patches, UDSP
has 3.2.5

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THE ROAD AHEAD

Clusters for Advanced Analytics

Surveillance Platform
Facilitate surveillance development on spark
Data Framework for accessing and manipulating data
ML Framework standardizes algorithms, diagnostics and
best practices

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SURVEILLANCE PLATFORM

Spark as the processing platform

Cluster based data processing cluster based data science
Frameworks will speed data engineering and data science

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RECAP
Each improvement brought pressures to legacy ways of working

Flexibility of platform key to adoption

Groups do what they are best at (administer setups, do analytics)

Technology get out of the way!

Full visibility to administer costs

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RELATED SESSIONS
Other FINRA Sessions:

BDM203 Building a Secure Data Science Platform

DAT302 Best Practices for Migrating to RDS / Aurora

ENT313 FINRA in the Cloud, Big Data Enterprise

CMP316 Aligning Billions of Time Ordered Events with Spark

STG308 Analytics Without Limits. FINRAs Scalable Big Data Architecture on S3

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ABOUT THE PRESENTERS
Scott Donaldson Vincent Saulys

Senior Director, FINRA Senior Director, FINRA

Data Analytics and Surveillance Systems Advanced Surveillance Development

Scott.Donaldson@finra.org Vincent.Saulys@finra.org

https://www.linkedin.com/in/scottdonaldson www.linkedin.com/in/vincentsaulys

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QUESTIONS?

Learn more at
http://technology.finra.org

FINRA Technology is hiring

http://technology.finra.org/careers.html

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Thank you!