Lead Platform Engineer: Market Risk & Pricing Grid

Capgemini; Jersey City (NJ); On-site; USD 130,000 - 170,000; Full time

Job summary

Capgemini in Jersey City, NJ seeks a Lead Platform Engineer for Market Risk & Pricing to operationalize pricing models on a colossal grid. You will ensure millions of trades can be re-valued against thousands of scenarios with extreme speed and reliability.

You will own the distributed compute platform, orchestrate task distribution, manage pricing model libraries, and partner with quants to keep data, models, and configurations accurate and accessible in production.

Qualifications

• 10+ years designing and running large-scale compute grids.
• Expert in at least one major cloud provider and batch/serverless services.
• Deep containerization and orchestration expertise.
• Strong C++ and Python programming for HPC.

Responsibilities

• Architect and manage a massive-scale distributed compute grid on public clouds.
• Design orchestration for distributing tasks across CPU/GPU cores.
• Deploy and version control pricing model libraries.
• Monitor cost, performance, and resource utilization of the cloud grid.
• Collaborate with quant dev teams to integrate pricing models.
• Engineer data logistics for market data, trade data, and configs.
• Ensure high availability and recovery objectives.

Skills

Large-scale compute design

Distributed systems

Performance tuning

Infrastructure as code

Collaboration with quants

Education

Bachelor's degree in CS/Engineering

Tools

Docker

Kubernetes

AWS

GCP

Python

Job description

Capgemini in Jersey City, NJ seeks a Lead Platform Engineer for Market Risk & Pricing to operationalize pricing models on a colossal grid. You will ensure millions of trades can be re-valued against thousands of scenarios with extreme speed and reliability.

You will own the distributed compute platform, orchestrate task distribution, manage pricing model libraries, and partner with quants to keep data, models, and configurations accurate and accessible in production.