15 days ago
Base Salary
$86k - $117k/yr
Responsibilities
- Architect, build, and manage a massive-scale distributed compute grid on AWS and GCP for financial pricing models.
- Design and implement orchestration to distribute millions of pricing tasks across hundreds of thousands of CPU/GPU cores.
- Deploy, manage, and version-control quantitative pricing models for distributed production execution.
- Monitor and optimize cloud-grid performance, cost, and resource utilization.
- Collaborate with quantitative development teams to integrate new and updated pricing models.
- Ensure market data, trade data, and model configurations are available at runtime.
- Maintain high availability, resilience, and stringent recovery time objectives for the pricing engine.
Requirements
- At least 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, AWS or GCP, including batch processing, container, and serverless offerings.
- Deep expertise with Docker and Kubernetes.
- Strong programming skills in C and Python or comparable high-performance-computing languages.
- Prior financial-industry experience with 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.
- Strong background in distributed systems, performance tuning, and infrastructure-as-code principles.
- Exceptional problem-solving skills and the ability to diagnose complex issues in high-pressure, large-scale environments.
- Excellent communication skills and ability to collaborate with quantitative research, trading, and risk management teams.
Benefits
- Comprehensive benefits package for regular full-time employees, including paid vacation, company holidays, personal days, and sick leave.
- Medical, dental, and vision coverage, or provincial healthcare coordination in Canada.
- Retirement savings plans such as 401(k) in the U.S. and RRSP in Canada.
- Life and disability insurance and employee assistance programs.
- Additional benefits may be available according to local policy and eligibility.
Categories
About Capgemini
Capgemini is a global IT services and consulting firm that delivers strategy, cloud, AI, software engineering, and managed services to large enterprises and public-sector clients. Founded in 1967 and headquartered in Paris, it is publicly traded on Euronext Paris and operates in 50+ countries. The group expanded its engineering capabilities by acquiring Altran in 2020, now operating as Capgemini Engineering.