Lead Engineer, Hybrid-Cloud Quant Pricing Platform

11037 Citibank, N.A. United Kingdom; England; On-site; GBP 140,000 - 200,000; Full time

Job summary

Citibank, N.A. United Kingdom is seeking a Lead Engineer to architect and build a global Quant Pricing Platform.

This role owns the core platform that orchestrates large-scale pricing models across a hybrid cloud, delivering fast and precise risk P&L calculations for front-office quants. You will lead distributed compute, design job scheduling, data logistics, and monitoring with ML for anomaly detection, partnering with quants to onboard C++ and Python pricing models.

Qualifications

• Experience designing and building applications for massive-scale, high-performance compute grids.
• Degree in Computer Science or Quantitative Finance.
• Deep domain knowledge in Capital Markets, derivatives, and regulations like FRTB.
• Expert-level experience with job scheduling, resource management, and workload optimization on large grids.
• Experience building event-driven architectures and handling asynchronous notifications from distributed systems.
• Experience with ML-enabled monitoring and anomaly detection for grid performance.
• Experience managing workloads in hybrid cloud environments (AWS, GCP) and on-prem grid technologies.
• Proficiency in C++ and Python for high-performance computing.
• Experience collaborating with quant researchers to deploy pricing models.

Responsibilities

• Architect and build a next-generation, hybrid-cloud platform for massive-scale quantitative pricing calculations.
• Design a sophisticated job orchestration system with prioritization, task packing, and resource optimization.
• Develop an event-driven framework for job lifecycle, including notifications and data flow from the grid.
• Create an error-handling and resiliency strategy for a large-scale distributed environment.
• Develop an ML-powered monitoring platform for anomaly detection and grid performance optimization.
• Engineer data logistics to move terabytes of market data between on-prem and cloud environments.
• Onboard and optimize pricing models written in C++ and Python with quants.

Skills

HPC grids

C++

Python

Docker

Kubernetes

Hybrid cloud

ML for anomaly

Event-driven architecture

Job scheduling

Distributed systems

Risk pricing platforms

Quantitative finance

Education

Bachelor’s degree

Master’s degree preferred

Tools

C++ tooling

Python tooling

Docker

Kubernetes

Job description

Citibank, N.A. United Kingdom is seeking a Lead Engineer to architect and build a global Quant Pricing Platform.

This role owns the core platform that orchestrates large-scale pricing models across a hybrid cloud, delivering fast and precise risk P&L calculations for front-office quants. You will lead distributed compute, design job scheduling, data logistics, and monitoring with ML for anomaly detection, partnering with quants to onboard C++ and Python pricing models.