Sanjaay Gowda T S
The Goldman Sachs Group, Inc. practice

ORIGINAL COMPANY-CONTEXT PRACTICE

Distribute a reproducible risk calculation

System designHardConcept

Original practice scenario: Design a batch platform that evaluates a synthetic portfolio under many hypothetical market scenarios, allowing jobs to resume after worker failures.

Written for independent practice using company context; this is not a verified question from a company interview.

A REASONED APPROACH

Model answer.

Make each computation identifiable by immutable input versions and scenario parameters. Reproducibility and completeness are more important than declaring success when only the fastest tasks finish.

Work through it

  1. Partition work by stable portfolio slice and scenario range, recording the model version, random seed and numerical settings in a job manifest.
  2. Write task outputs atomically under deterministic identities; accept repeated execution idempotently and track expected versus completed partitions.
  3. Aggregate only a consistent manifest, validate reconciliation and numerical tolerances, and test worker crashes, stragglers and incompatible output versions.

Tradeoffs to discuss

  • Small partitions improve recovery and balancing but increase scheduling overhead; large partitions waste more work after failure.

Common pitfalls

  • Do not aggregate a mixture of model versions as one result.
  • Label simulated risk outputs as exercise data rather than financial advice.

KEEP PRACTISING

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