Market Risk Dev with Python,C++

• The Opportunity Can You Build and Command a Cloud Supercomputer

• Want to run one of the largest high performance computing grids in the financial industry Are you driven by the challenge of orchestrating trillions of calculations across thousands of cloud cores to price the firms entire trading book in minutes not ours Do you want to build the massive scale valuation engine that powers Citis next generation risk platform

• Citi is seeking a visionary Cloud HPC Engineer to lead the development and operation of our global pricing grid This is the engine room of our risk system You will be responsible for deploying scaling and optimizing the computational factory that runs our most complex pricing models at an unprecedented scale on public cloud platforms like AWS and GCP
  
  

Your Role and Impact:

• As the lead for the Pricing Engine you are the master of massive scale computation You will take the sophisticated pricing models developed by our top quants and operationalize them on a colossal grid Your primary mission is to ensure that millions of trades can be revalued against thousands of historical market scenarios with extreme speed efficiency and rock solid stability

• Your impact is at the core of our risk valuation capability You will architect the system that answers the most fundamental question in risk What is it worth right now under this scenario The performance and reliability of the platform you build will directly determine the firms ability to manage risk and meet its most critical regulatory obligations
  
  

Key Responsibilities:

• Architect build and manage a massive scale distributed compute grid on public cloud platforms AWS GCP for running financial pricing models

• Design and implement the orchestration layer responsible for distributing millions of pricing tasks efficiently across hundreds of thousands of CPUGPU cores

• Deploy manage and version control a diverse library of quantitative pricing models ensuring they run optimally in a distributed environment

• Obsessively monitor and optimize the performance cost and resource utilization of the cloud grid driving continuous efficiency improvements

• Collaborate with quantitative development teams to seamlessly integrate new and updated pricing models into the production grid

• Engineer the data logistics to ensure that the correct market data trade data and model configurations are available for every calculation at runtime

• Ensure the pricing engine is highly available resilient and capable of meeting stringent recovery time objectives
  

What Were Looking For:

• 10 years of professional experience with a proven track record of designing building and running applications on massive scale compute grids

• Expert level hands-on experience with at least one major public cloud provider AWS or GCP including their batch processing container and serverless offerings

• Deep expertise in containerization and orchestration technologies Docker Kubernetes

• Strong programming skills in languages common to high performance computing such as C and Python

• Prior experience in a similar role within the financial industry eg running largescale Monte Carlo simulations VaR calculations or XVA pricing grids is highly desirable

• A degree in Computer Science Engineering or a related technical field

• A strong background in distributed systems performance tuning and infrastructure as code principles

• Exceptional problem solving skills with an ability to diagnose and resolve complex issues in a high pressure largescale environment

• Excellent communication skills and the ability to work effectively with quantitative research trading and risk management teams

The pay range that the employer in good faith reasonably expects to pay for this position is $34.67/hour - $54.18/hour. Our benefits include medical, dental, vision and retirement benefits. Applications will be accepted on an ongoing basis.

Tundra Technical Solutions is among North America’s leading providers of Staffing and Consulting Services. Our success and our clients’ success are built on a foundation of service excellence. We are an equal opportunity employer, and we do not discriminate on the basis of race, religion, color, national origin, sex, sexual orientation, age, veteran status, disability, genetic information, or other applicable legally protected characteristic. Qualified applicants with arrest or conviction records will be considered for employment in accordance with applicable law, including the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act. Unincorporated LA County workers: we reasonably believe that criminal history may have a direct, adverse and negative relationship with the following job duties, potentially resulting in the withdrawal of a conditional offer of employment: client provided property, including hardware (both of which may include data) entrusted to you from theft, loss or damage; return all portable client computer hardware in your possession (including the data contained therein) upon completion of the assignment, and; maintain the confidentiality of client proprietary, confidential, or non-public information. In addition, job duties require access to secure and protected client information technology systems and related data security obligations.

Salary : $35 - $54