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Tier-1 bank brand and metro location but highly specialized senior quant-cloud role.
Requires finance quant domain plus cloud HPC expertise, limiting cross-industry transferability.
Explicit 12+ years, mandatory cloud, containers, and quant expertise.
Lead applications systems analysis and programming activities for market risk engineering with Python.
Drive integration of functions to deploy new products, enhance processes, and solve complex system and business problems.
Coach and advise developers and analysts while influencing senior leaders and ensuring compliance with risk and regulatory standards.
12+ years professional experience, demonstrating advanced application design and programming expertise.
Expert hands-on experience with one major public cloud provider (AWS or GCP) including batch processing, containers, and serverless offerings.
Strong programming skills in Python, with deep knowledge of containerization and orchestration (Docker, Kubernetes).
Degree in Computer Science, Engineering, or related technical field.
Experienced in architecting and building horizontally scalable, resilient, and high-performance distributed computing applications at massive scale.
Prior financial industry experience developing quantitative calculation-intensive solutions such as large-scale Monte Carlo simulations, VaR, or XVA pricing grids.
Capable of collaborating effectively with quantitative research, trading, and risk teams while managing performance tuning and infrastructure-as-code in complex environments.