Are there any portfolio risk systems that calculate scenarios quickly and integrate with trade and market data feeds?

Yes. What you’re describing is commonly offered by real-time risk engines / portfolio risk platforms that combine:

• scenario analysis / stress testing
• fast revaluation of portfolios
• trade data ingestion
• market data feed integration
• often APIs / streaming connectors to front-office systems

Examples of systems in this space

A few well-known categories/vendors:

• Murex — widely used for multi-asset risk, pricing, and scenario analysis with market/trade data integration.
• FIS/Algorithmics — strong in portfolio risk, stress testing, and scenario management.
• Bloomberg AIM / PORT / risk tools — strong market data integration, though depth varies by module.
• Axioma / Qontigo — portfolio risk models, factor risk, scenario analysis.
• BlackRock Aladdin — integrated portfolio management and risk platform with data connectivity.
• Pythagoras / Numerix / Calypso — often used for derivatives pricing, XVA, and fast scenario calculations.
• Kx / kdb+ based systems — common for low-latency market/trade data analytics and custom risk systems.
• MSCI Barra / BarraOne — factor risk and scenario tools, especially for portfolios and managers.

What to look for

If speed and integration are the priorities, check whether the system supports:

• incremental risk recalculation rather than full portfolio repricing
• GPU / parallel compute
• intraday or streaming market data
• direct OMS/EMS and position feed integration
• curves, vol surfaces, and correlation data handling
• scenario libraries and custom shock generation
• low-latency APIs or message bus support like Kafka, FIX, MQ, REST, or proprietary feeds

If you want “quick scenarios”

For very fast scenario calculations, firms often use:

• in-memory analytics engines
• factor-based approximations
• precomputed sensitivities
• real-time cache of positions and market data

This is especially common for:

• VaR / CVaR
• stress testing
• PnL explain
• greeks-based revaluation
• intraday risk dashboards

If you want, I can also give you:

1. a shortlist by asset class (equities, rates, credit, derivatives), or
2. a vendor comparison table focused on speed, data integration, and scenario capability.