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Tier-1 brand and metro location but niche HPC/cloud skills limit broad competition.
HPC and quantitative pricing experience are finance-specific, limiting cross-industry transfer despite cloud skills.
Explicit 8+ years plus mandatory cloud, Kubernetes, HPC, and C++/Python skills raise filter strictness.
Lead architecture, deployment, and management of a massive-scale distributed compute grid for financial pricing models on public clouds (AWS, GCP).
Design and operate the orchestration layer to efficiently distribute millions of pricing tasks across hundreds of thousands of CPU/GPU cores.
Ensure high availability, resilience, and optimized performance of the pricing engine supporting critical risk valuation and regulatory compliance.
8+ years of experience designing and running applications on large-scale compute grids.
Expert hands-on skills with AWS or GCP, including batch processing, container, and serverless technologies.
Strong expertise in containerization and orchestration (Docker, Kubernetes).
Bachelor’s degree in Computer Science, Engineering, or related field.
Experienced in high-performance computing within financial institutions, especially with Monte Carlo simulations, VaR calculations, or XVA pricing grids.
Proficient programmer in C++ and Python targeting distributed and performance-critical environments.
Skilled in collaborating with quant research, trading, and risk teams to integrate complex financial pricing models into cloud infrastructure.