27 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 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'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.