Cloud HPC Engineer

Key Responsibilities

• Arcitect, build, and manage a massive-scale distributed compute grid on public cloud platforms AWS, GCP for running financial pricing models
• Design and implement the orchestration layer responsible for distributing millions of pricing tasks efficiently across hundreds of thousands of CPUs, GPUs cores
• Deploy, manage, and version control a diverse library of quantitative pricing models ensuring they run optimally in a distributed environment
• Obsessively monitor and optimize the performance, cost, and resource utilization of the cloud grid driving continuous efficiency improvements
• Collaborate with quantitative development teams to seamlessly integrate new and updated pricing models into the production grid
• Engineer the data logistics to ensure that the correct market data, trade data, and model configurations are available for every calculation at runtime
• Ensure the pricing engine is highly available, resilient, and capable of meeting stringent recovery time objectives

What We're Looking For

• 10 years of professional experience with a proven track record of designing, building, and running applications on massive-scale compute grids
• Expert-level hands-on experience with at least one major public cloud provider AWS or GCP including their batch processing, container, and serverless offerings
• Deep expertise in containerization and orchestration technologies Docker, Kubernetes
• Strong programming skills in languages common to high-performance computing such as C and Python
• Prior experience in a similar role within the financial industry, e.g., running large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids is highly desirable

Education: Degree in Computer Science, Engineering, or a related technical field

Experience: Exceptional problem-solving skills with an ability to diagnose and resolve complex issues in a high-pressure, large-scale environment

Communication: Excellent communication skills and the ability to work effectively with quantitative research, trading, and risk management teams

Benefits

• Medical and Prescription Drug Plans
• Dental Plan
• Vision Plan
• Health Savings Account
• Health Flexible Spending Account
• Dependent Care Flexible Spending Account
• Supplemental Life Insurance
• Short Term and Long Term Disability Insurance
• Business Travel Insurance
• 401(k), Plus Match
• Weekly Pay

About the Role

Your Role and Impact: As the lead for the Pricing Engine, you are the master of massive-scale computation. You will take the sophisticated pricing models developed by our top quants and operationalize them on a colossal grid. Your primary mission is to ensure that millions of trades can be revalued against thousands of historical market scenarios with extreme speed, efficiency, and rock-solid stability. Your impact is at the core of our risk valuation capability. You will architect the system that answers the most fundamental question in risk: what is it worth right now under this scenario. The performance and reliability of the platform you build will directly determine the firm's ability to manage risk and meet its most critical regulatory obligations.

Requirements

Commensurate with experience

Qualifications

Not specified

Skills

Not specified

Benefits

• Medical and Prescription Drug Plans
• Dental Plan
• Vision Plan
• Health Savings Account
• Health Flexible Spending Account
• Dependent Care Flexible Spending Account
• Supplemental Life Insurance
• Short Term and Long Term Disability Insurance
• Business Travel Insurance
• 401(k), Plus Match
• Weekly Pay

Pay

$40 hourly on W2

Schedule

N/A