19 days ago
Base Salary
$142k - $213k/yr
Responsibilities
- Architect, build, and manage a massive-scale distributed compute grid on AWS or GCP for financial pricing models.
- Design and implement orchestration that distributes millions of pricing tasks across hundreds of thousands of CPU/GPU cores.
- Deploy, manage, and version-control quantitative pricing models for distributed execution.
- Monitor and optimize cloud-grid performance, cost, and resource utilization.
- Collaborate with quantitative development teams to integrate pricing models into the production grid.
- Engineer delivery of market data, trade data, and model configurations for runtime calculations.
- Ensure the pricing engine is highly available, resilient, and capable of meeting stringent recovery time objectives.
- Advise and coach mid-level developers and analysts and allocate work as needed.
- Assess and manage technology, compliance, and operational risks.
Requirements
- 10+ years of professional experience designing, building, and operating applications on massive-scale compute grids.
- Expert hands-on experience with at least one major public cloud provider, including batch processing, container, and serverless offerings.
- Deep expertise with Docker and Kubernetes.
- Strong programming skills in Python or similar high-performance-computing languages.
- Strong background in distributed systems, performance tuning, and infrastructure-as-code principles.
- A bachelor's degree in Computer Science, Engineering, or a related technical field, or equivalent work experience.
- Prior financial-industry experience with large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids is highly desirable.
- Exceptional problem-solving skills and the ability to diagnose complex issues in high-pressure, large-scale environments.
- Excellent communication skills and the ability to work with quantitative research, trading, and risk management teams.
Benefits
- Medical, dental, and vision coverage.
- 401(k), life, accident, and disability insurance.
- Wellness programs.
- Paid vacation, sick leave, and holidays.
- Full-time role based in Jersey City, New Jersey.
- Eligible employees may receive discretionary and formulaic incentive and retention awards.
About Citi
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have over 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities. For information on Citi’s commitment to privacy, visit on.citi/privacy.