About the Role
Capgemini is seeking a visionary Cloud HPC Engineer to lead the development and operation of our global pricing grid. This role is crucial for building the massivescale valuation engine that powers Citi's next-generation risk platform, enabling the firm to manage risk and meet critical regulatory obligations.
Responsibilities
- Architect, build, and manage a massivescale distributed compute grid on public cloud platforms (AWS, GCP) for running financial pricing models.
- Design and implement the orchestration layer 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 optimal performance in a distributed environment.
- Monitor and optimize the performance, cost, and resource utilization of the cloud grid for continuous efficiency improvements.
- Collaborate with quantitative development teams to integrate new and updated pricing models into the production grid.
- Engineer data logistics to ensure 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.
Requirements
- 10 years of professional experience designing, building, and running applications on massivescale 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 (e.g., C++, Python).
- Prior experience in a similar role within the financial industry (e.g., running largescale Monte Carlo simulations, VaR calculations, or XVA pricing grids) is highly desirable.
- A strong background in distributed systems, performance tuning, and infrastructure-as-code principles.
- Exceptional problem-solving skills with the ability to diagnose and resolve complex issues in a high-pressure, largescale environment.
- Excellent communication skills and the ability to work effectively with quantitative research, trading, and risk management teams.
Skills
- AWS
- GCP
- Batch Processing
- Containerization
- Serverless Offerings
- Docker
- Kubernetes
- C++
- Python
- Distributed Systems
- Performance Tuning
- Infrastructure-as-Code
Location
- Jersey City, NJ
Work Type
- Hybrid
Experience Level
- 10 years of professional experience
Education Level
- Degree in Computer Science, Engineering, or a related technical field
Salary/Compensations
- 125000 - 140000
Benefits
- Paid time off (Vacation: 12-25 days, Company paid holidays, Personal Days, Sick Leave)
- Medical, dental, and vision coverage
- Retirement savings plans (e.g., 401(k))
- Life and disability insurance
- Employee assistance programs
About the Company
- Capgemini is a global business and technology transformation partner, helping organizations to accelerate their dual transition to a digital and sustainable world, while creating tangible impact for enterprises and society.
- It is a responsible and diverse group of 340,000 team members in more than 50 countries.
- With its strong over 55-year heritage, Capgemini is trusted by its clients to unlock the value of technology to address the entire breadth of their business needs.
- It delivers end-to-end services and solutions leveraging strengths from strategy and design to engineering, all fueled by its market leading capabilities in AI, generative AI, cloud and data, combined with its deep industry expertise and partner ecosystem.
Equal Opportunity
- All qualified applicants will receive consideration for employment without regard to race, national origin, gender identity/expression, age, religion, disability, sexual orientation, genetics, veteran status, marital status or any other characteristic protected by law.
