Cloud HPC 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 Description

Job Summary The Opportunity Can You Build and Command a Cloud Supercomputer Want to run one of the largest high performance computing grids in the financial industry Are you driven by the challenge of orchestrating trillions of calculations across thousands of cloud cores to price the firms entire trading book in minutes not ours Do you want to build the massive scale valuation engine that powers Citis next generation risk platform

Citi is seeking a visionary Cloud HPC Engineer to lead the development and operation of our global pricing grid This is the engine room of our risk system You will be responsible for deploying scaling and optimizing the computational factory that runs our most complex pricing models at an unprecedented scale on public cloud platforms like AWS and GCPYour 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 rocksolid 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 firms 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 CPUGPU 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 handson 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 eg 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…