Full Job Description
Your Role and Impact
As the lead for the Pricing Engine you are the master of massivescale 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 revalued against thousands of historical market scenarios with extreme speed efficiency and rocksolid 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 firms ability to manage risk and meet its most critical regulatory obligations
Key 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 responsible for distributing millions of pricing tasks efficiently across hundreds of thousands of CPUGPU 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 Were Looking For
10 years of professional experience with a proven track record of designing building and running applications on massivescale compute grids
Expertlevel handson 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 highperformance computing such as C and Python
Prior experience in a similar role within the financial industry eg running largescale 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 infrastructureascode principles
Exceptional problemsolving skills with an ability to diagnose and resolve complex issues in a highpressure largescale environment
Excellent communication skills and the ability to work effectively with quantitative research trading and risk management teams'
The base compensation range for this role in the posted location is: 104939 to 118000
Capgemini offers a comprehensive, non-negotiable benefits package to all regular, full-time employees. In the U.S. and Canada, available benefits are determined by local policy and eligibility and may include:
Paid time off based on employee grade (A-F), defined by policy: Vacation: 12-25 days, depending on grade, Company paid holidays, Personal Days, Sick Leave
Medical, dental, and vision coverage (or provincial healthcare coordination in Canada)
Retirement savings plans (e.g., 401(k) in the U.S., RRSP in Canada)
Life and disability insurance
Employee assistance programs
Other benefits as provided by local policy and eligibility