Risk Analytics Engineer

Choosing Capgemini means choosing a company where you will be empowered to shape your career in the way you'd like, where you'll be supported and inspired by a collaborative community of colleagues around the world, and where you'll be able to reimagine what's possible. Join us and help the world's leading organizations unlock the value of technology and build a more sustainable, more inclusive world.

Job is located in NJ - Onsite Hybrid

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 re-valued 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.

• Architect, 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 CPU/GPU 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.

• 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.
• A degree in Computer Science, Engineering, or a related technical field.
• A strong background in distributed systems, performance tuning, and infrastructure-as-code principles.
• Exceptional problem‑solving skills, with an ability to diagnose and resolve complex issues in a high‑pressure, large‑scale environment.
• Excellent communication skills and the ability to work effectively with quantitative research, trading, and risk management teams.

The base compensation range for this role in the posted location is : 103330 to 128656 Capgemini provides compensation range information in accordance with applicable national, state, provincial, and local pay transparency laws. The base compensation range listed for this position reflects the minimum and maximum target compensation Capgemini, in good faith, believes it may pay for the role at the time of this posting.

This range may be subject to change as permitted by law. The actual compensation offered to any candidate may fall outside of the posted range and will be determined based on multiple factors legally permitted in the applicable jurisdiction. These may include, but are not limited to:
Geographic location, Education and qualifications, Certifications and licenses, Relevant experience…