Mr. Prema Kumar Veerapaneni

Next-Gen Financial Data Systems: Principles of Real-Time Engineering

Abstract:

In today’s rapidly evolving financial landscape, the ability to process and analyze data in real time is no longer a luxury it’s a competitive necessity. This session explores the foundational principles and architectural best practices behind building next-generation financial data systems using modern data engineering approaches. Attendees will gain insights into how real-time data pipelines are transforming everything from trade monitoring and fraud detection to regulatory compliance and customer analytics. The talk will walk through a practical, real-world use case of ingesting, transforming, and serving financial data using a modern stack that includes Apache Kafka, Apache Spark, and AWS-native services such as S3, Glue, and Redshift. Key topics include: Principles of real-time data engineering at scale Designing for low-latency and high-throughput in financial systems Leveraging cloud-native tools for flexibility, security, and resilience Common challenges and solutions (e.g., data quality, streaming joins, fault tolerance) Business impact of timely and trustworthy data insights This session is ideal for data engineers, architects, and financial technology professionals looking to modernize their data infrastructure and drive smarter, faster decisions through real-time data systems.