VP Lead Engineer - Next-Gen Quant Pricing Platform

Citi; New York (NY); Hybride; USD 187 000 - 254 000; Plein temps

Résumé du poste

Citi is seeking a visionary Lead Engineer to architect and build our global Quant Pricing Platform. This role focuses on a next-generation, hybrid-cloud system that orchestrates trillions of calculations across grids to compute risk P&Ls with extreme speed and precision.

You will own the end-to-end platform, from front-office models to distributed execution, ensuring flexibility, scale, and reliability across on-premise and cloud environments.

Qualifications

• Experience designing and building applications for massive-scale, high-performance compute grids.
• Degree in Computer Science or Quantitative Finance or a related field.
• Deep domain knowledge in Capital Markets, derivatives, and financial regulations like FRTB.
• Expert-level experience with job scheduling, resource management, and workload optimization on large-scale grids.

Responsabilités

• Architect and build a next-generation hybrid-cloud platform for running quantitative pricing calculations at massive scale.
• Design a sophisticated job orchestration and scheduling system across the grid.
• Develop an event-driven framework for managing the job lifecycle and notifications.
• Create a robust resiliency and error-handling strategy for a distributed environment.
• Pioneer an intelligent monitoring platform using ML for anomaly detection and performance tuning.
• Move terabytes of data between on-premise systems and public cloud environments.
• Onboard and optimize pricing models in collaboration with front-office quants.

Connaissances

HPC grids

Python

C++

Cloud (AWS/GCP)

Docker

Kubernetes

Job scheduling

Event-driven design

ML monitoring

Hybrid cloud

Formation

Bachelor’s degree in a technical field

Master’s degree preferred

Outils

Docker

Kubernetes

Description du poste

Citi is seeking a visionary Lead Engineer to architect and build our global Quant Pricing Platform. This role focuses on a next-generation, hybrid-cloud system that orchestrates trillions of calculations across grids to compute risk P&Ls with extreme speed and precision.

You will own the end-to-end platform, from front-office models to distributed execution, ensuring flexibility, scale, and reliability across on-premise and cloud environments.