1 day ago
London, United KingdomStaff+
Responsibilities
- Architect and build a hybrid-cloud platform for massive-scale quantitative pricing calculations.
- Design job orchestration and scheduling systems with dynamic prioritization, task packing, and resource optimization.
- Develop event-driven job-lifecycle workflows, completion notifications, and result-data management.
- Create error-handling and resiliency strategies for large-scale distributed environments.
- Build ML-enabled monitoring for anomaly detection, job-failure prediction, and grid-performance optimization.
- Engineer secure data logistics for moving market and trade data between on-premise systems and public clouds.
- Partner with front-office quants to onboard, version, optimize, and debug C++ and Python pricing models.
Requirements
- Professional experience designing and building applications for massive-scale, high-performance compute grids.
- Bachelor’s degree or university degree in a technical field such as Computer Science or Quantitative Finance, or equivalent experience.
- Deep knowledge of capital markets, financial derivatives, and financial regulations such as FRTB.
- Expertise in job scheduling, resource management, workload optimization, event-driven architectures, and distributed systems.
- Experience building intelligent monitoring tools using ML for anomaly detection and performance tuning.
- Expertise managing hybrid-cloud workloads with deep knowledge of AWS or GCP and on-premise grid technologies.
- Deep knowledge of Docker and Kubernetes.
- Strong programming skills in C++ and Python.
- Experience debugging complex pricing and model-related issues with quantitative analysts.
- Prior financial-industry experience with quantitative pricing platforms, large-scale risk calculations, or XVA grids.
- A master’s degree is preferred.
Benefits
- Full-time position.
- Employment in Citi’s Technology organization within Applications Development.
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.