Lead Engineer, Next Generation Quant Pricing Platform - Vice President
Core
Architect and build a next-generation, hybrid-cloud platform for running quantitative pricing calculations at massive scale, orchestrating trillions of calculations to compute risk P&Ls.
Role type
Lead Engineer (Infrastructure & Distributed Systems)
Builds
A global Quant Pricing Platform serving front-office quants and risk management teams
Domain
Financial Services / Capital Markets / Quantitative Risk
Deliverable
production ML models
Required skills
HPC grid architecture, job orchestration, event-driven systems, hybrid cloud management, containerization, C++, Python, anomaly detection with ML
Preferred skills
Master's degree in CS or Quantitative Finance, experience with FRTB regulations, prior work on XVA grids
Technologies
Docker, Kubernetes, AWS, GCP, C++, Python
Responsibilities
Design job scheduling and resource optimization systems; engineer event-driven frameworks for job lifecycle management; develop ML-based monitoring for anomaly detection; manage data logistics between on-premise and cloud; partner with quants to optimize pricing models
Seniority
Senior, hands-on IC with architectural leadership