12 hours ago
Pune, IndiaStaff+
Responsibilities
- Architect, build, and manage a massive-scale distributed compute grid on AWS and GCP for financial pricing models.
- Design and implement orchestration for distributing millions of pricing tasks across large CPU and GPU fleets.
- Deploy, manage, and version-control quantitative pricing models in a distributed production environment.
- Monitor and optimize cloud-grid performance, cost, and resource utilization.
- Integrate new and updated pricing models with quantitative development teams.
- Engineer runtime data logistics for market data, trade data, and model configurations.
- Ensure high availability, resilience, and compliance with stringent recovery time objectives.
Requirements
- At least 8 years of professional experience designing, building, and operating applications on massive-scale compute grids.
- Expert hands-on experience with AWS or GCP, including batch-processing, container, and serverless offerings.
- Deep expertise with Docker and Kubernetes.
- Strong programming skills in C++ and Python.
- Experience with distributed systems, performance tuning, and infrastructure-as-code principles.
- Bachelor’s degree in Computer Science, Engineering, or a related technical field, or equivalent experience.
- Financial-industry experience with large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids is highly desirable.
- Strong problem-solving, communication, and cross-functional collaboration skills.
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About Citi
Citi is a public financial-services company offering consumer and institutional banking, credit cards, wealth management, treasury and trade solutions, and capital-markets services. It serves individuals, corporations, financial institutions, and governments in more than 160 countries and jurisdictions, earning interest and fee income from lending, payments, trading, and advisory. Founded in 1812 and headquartered in New York, it trades on the NYSE under the ticker C.