Certain regulatory projects can be a lot of fun and interesting. I lead a stress-testing project for a big asset manager (a SIFI) and this was fun because stres

Certain regulatory projects can be a lot of fun and interesting. I lead a stress-testing project for a big asset manager (a SIFI) and this was fun because stress tests force you to do 100x what you'd typically do once or twice. Implementing stress tests drove us to 1. Massively scale infrastructure 2. Create elastic infrastructure to allow spikes 3. Re-do our models away from ad-hoc towards parameter models 4. Invest in more interesting compute models