Senior Cloud HPC Engineer - Assistant Vice President

Citibank (Switzerland) AG; Pune District; Hybrid; INR 4,500,000 - 6,500,000; Full time

Job summary

Citi is seeking a Senior Cloud HPC Engineer to lead the development and operation of a global pricing grid on AWS and GCP, orchestrating trillions of calculations across thousands of cores to price the firm's trading book in minutes.

You will deploy, scale, and optimize the computational factory, ensure high availability, cost efficiency, and collaborate with quant teams to model risk and valuation at scale in a hybrid Pune setting.

Qualifications

• 8+ years of professional experience designing and running large-scale compute grids.
• Experience with public cloud platforms (AWS or GCP) and batch processing.
• Strong programming skills in C++ and Python.

Responsibilities

• Architect and manage a massive-scale distributed compute grid on public clouds.
• Design orchestration to distribute pricing tasks across CPU/GPU cores.
• Deploy and version control a library of quantitative pricing models.
• Monitor cost, performance, and reliability of the cloud grid.
• Collaborate with quantitative teams to integrate pricing models into production.
• Ensure data logistics provide correct market and trade data at runtime.
• Maintain high availability and recovery objectives.

Skills

Cloud HPC

AWS

GCP

Docker

Kubernetes

C++

Python

Monte Carlo

VaR pricing

Distributed systems

Education

Bachelor's degree in CS/Engineering

Tools

AWS

GCP

Docker

Kubernetes

Job description

## Senior Cloud HPC Engineer - Assistant Vice PresidentApply: Hybrid: Pune Maharashtra India: Full time: Posted 8 Days Ago: End Date: October 22, 2026 (28 days left to apply): 26987799The 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 experienceThis job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.