Senior Cloud HPC Engineer - Assistant Vice President

Citi; Pune District; Vor Ort; INR 4.000.000 - 8.000.000; Vollzeit

Zusammenfassung

Citi is seeking a visionary Cloud HPC Engineer to lead the development and operation of a global pricing grid on public clouds. You will deploy, scale, and optimize the computational factory that runs pricing models at unprecedented scale, ensuring fast recalculation of vast trade sets across historical scenarios.

Join Citi to architect a resilient, high‑performing risk valuation platform, collaborating with quants, traders, and risk teams to meet regulatory requirements and business goals in a

Qualifikationen

• 8+ years of professional experience building and running large-scale compute grids.
• Expert-level hands-on experience with major cloud providers (AWS or GCP) and their batch/containers/serverless offerings.
• Strong containerization/orchestration skills (Docker, Kubernetes).
• Programming proficiency in C++ and Python; experience with HPC patterns in finance.

Aufgaben

• Architect and manage a massive-scale distributed compute grid on public clouds (AWS, GCP) for financial pricing models.
• Design and implement orchestration to distribute millions of tasks across tens/hundreds of thousands of cores.
• Deploy and version-control a library of pricing models; ensure optimal distributed execution.
• Monitor, optimize cost and performance; collaborate with quant teams to integrate models into production grid.
• Ensure high availability and resilience meeting tight recovery objectives.

Kenntnisse

Cloud computing

Distributed systems

C++

Python

Docker & Kubernetes

Monte Carlo / VaR familiarity

Communication skills

Cloud orchestration

Ausbildung

Bachelor's degree in Computer Science or Engineering

Tools

AWS

GCP

Terraform

Jobbeschreibung

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 firm's entire trading book in minutes, not ours? Do you want to build the massive-scale \"valuation engine\" that powers Citi's 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 re‑valued 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 firm's 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 CPU/GPU 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 We're Looking For:

• 8+ 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 (e.g., running large‑scale 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, large‑scale environment.
• Excellent communication skills and the ability to work effectively with quantitative research, trading, and risk management teams.

Education:

• Bachelor’s degree/University degree or equivalent experience

This job description provides a high-level review of the types of work performed. Other job‑related duties may be assigned as required.

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Job Family Group:

Technology

Job Family:

Applications Development

Time Type:

Full time

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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