Cloud HPC Engineer

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Job Description

Job Summary

The Opportunity Can You Build and Command a Cloud Supercomputer

Want to run one of the largest highperformance 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 firms entire trading book in minutes not ours Do you want to build the massivescale valuation engine that powers Citis nextgeneration risk platformCiti 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 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 86129 - 117189

Capgemini provides compensation range information in accordance with applicable national, state, provincial, and local pay transparency laws. The base compensation range listed for this position reflects the minimum and maximum target compensation Capgemini, in good faith, believes it may pay for the role at the time of this posting. This range may be subject to change as permitted by law.

The actual compensation offered to any candidate may fall outside of the posted range and will be determined based on multiple factors legally permitted in the applicable jurisdiction.

These may include, but are not limited to: Geographic location, Education and qualifications, Certifications and licenses, Relevant experience and skills, Seniority and performance, Market and business consideration, Internal pay equity.

It is not typical for candidates to be hired at or near the top of the posted compensation range.

In addition to base salary, this role may be eligible for additional compensation such as variable incentives, bonuses, or commissions, depending on the position and applicable laws.

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

Important Notice: Compensation (including bonuses, commissions, or other forms of incentive pay) is not considered earned, vested, or payable until it becomes due under the terms of applicable plans or agreements and is subject to Capgemini's discretion, consistent with applicable laws. The Company reserves the right to amend or withdraw compensation programs at any time, within the limits of applicable legislation.

Disclaimers

Capgemini is an Equal Opportunity Employer encouraging inclusion in the workplace. Capgemini also participates in the Partnership Accreditation in Indigenous Relations (PAIR) program which supports meaningful engagement with Indigenous communities across Canada by promoting fairness, accessibility, inclusion and respect. We value the rich cultural heritage and contributions of Indigenous Peoples and actively work to create a welcoming and respectful environment. 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.

This is a general description of the Duties, Responsibilities and Qualifications required for this position. Physical, mental, sensory or environmental demands may be referenced in an attempt to communicate the manner in which this position traditionally is performed. Whenever necessary to provide individuals with disabilities an equal employment opportunity, Capgemini will consider reasonable accommodations that might involve varying job requirements and/or changing the way this job is performed, provided that such accommodation does not pose an undue hardship. Capgemini is committed to providing reasonable accommodation during our recruitment process. If you need assistance or accommodation, please reach out to your recruiting contact.

Please be aware that Capgemini may capture your image (video or screenshot) during the interview process and that image may be used for verification, including during the hiring and onboarding process.

Click the following link for more information on your rights as an Applicant in the United States. http://www.capgemini.com/resources/equal-employment-opportunity-is-the-law

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.