2 months 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 for distributing millions of pricing tasks across hundreds of thousands of CPU/GPU cores.
- Deploy, manage, and version-control quantitative pricing models in a distributed environment.
- Monitor and optimize cloud-grid performance, cost, and resource utilization.
- Collaborate with quantitative development teams to integrate pricing models into the production grid.
- Engineer market-data, trade-data, and model-configuration logistics for runtime calculations.
- Ensure the pricing engine is highly available, resilient, and able to meet stringent recovery time objectives.
- Advise and coach mid-level developers and analysts and allocate work as needed.
- Assess and manage risk while complying with applicable laws, policies, and regulations.
Requirements
- 10+ 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 Python programming skills for high-performance computing.
- Background in distributed systems, performance tuning, and infrastructure-as-code principles.
- Bachelor's degree in Computer Science, Engineering, or a related technical field, or equivalent work experience.
- Financial-industry experience with large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids is highly desirable.
- Exceptional problem-solving, communication, and cross-functional collaboration skills with quantitative research, trading, and risk management teams.
Benefits
- Medical, dental, and vision coverage.
- 401(k) plan.
- Life, accident, and disability insurance.
- Wellness programs.
- Paid vacation, sick leave, and holidays.
- Full-time position based in Jersey City, New Jersey, with offerings varying by jurisdiction, job level, and date of hire.
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.