Lead Engineer, Hybrid-Cloud Quant Pricing Platform

Citigroup Inc.; City of Westminster; Sur place; GBP 150 000 - 230 000; Plein temps

Résumé du poste

Citi in London seeks a visionary Lead Engineer to architect and build our global Quant Pricing Platform, the computational heart of our risk system. You will design a high-performance, distributed system that runs pricing models from front-office quants on a hybrid grid, bringing scalable compute to risk scenarios.

You will own end-to-end orchestration, event-driven workflows, robust error handling, and ML-powered monitoring to detect anomalies and optimize grid performance.

Qualifications

• Bachelor's or higher in a highly technical field such as Computer Science or Quantitative Finance.
• Deep domain knowledge in Capital Markets, financial derivatives, and relevant regulations.
• Proven experience designing and building applications for massive-scale HPC grids and distributed systems.
• Experience onboarding pricing models and collaborating with front-office quants.

Responsabilités

• Architect and build a next-generation hybrid-cloud platform for quantitative pricing at massive scale.
• Design sophisticated job orchestration with dynamic prioritization and resource optimization across the grid.
• Develop an event-driven framework managing the entire job lifecycle and data flow to and from the grid.
• Create robust error-handling and resiliency strategies for large-scale distributed environments.
• Pioneer ML-based anomaly detection and performance tuning for grid optimization.
• Ensure secure and efficient transfer of terabytes of market data between on-premise systems and public clouds.
• Collaborate with front-office quants to onboard, version, and optimize pricing models for distributed computation.

Connaissances

C++

Python

Distributed computing

Hybrid cloud

Job scheduling

Event-driven architecture

ML monitoring

Performance optimization

Collaboration with quants

Formation

Bachelor's degree

Master's degree preferred

Outils

Docker

Kubernetes

AWS

GCP

On-prem grid tech

Description du poste

Citi in London seeks a visionary Lead Engineer to architect and build our global Quant Pricing Platform, the computational heart of our risk system. You will design a high-performance, distributed system that runs pricing models from front-office quants on a hybrid grid, bringing scalable compute to risk scenarios.

You will own end-to-end orchestration, event-driven workflows, robust error handling, and ML-powered monitoring to detect anomalies and optimize grid performance.