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Designation: Lead Consultant

Job Role: Lead Cloud HPC Engineer

Req Code: 860

Location: Pune, Chennai

Experience: 10+ Yrs The Opportunity:

x Can You Build and Command a Cloud Supercomputer?

x Are you interested in running one of the largest high-performance computing grids in the financial industry?

x Are you interested in driving the challenge of orchestrating trillions of calculations across thousands of cloud cores to price the firm's entire trading book in minutes?

x Are you interested in building the massive-scale "valuation engine" that powers next-generation risk platforms?

Key Responsibilities

- Architect, build, and manage a massive-scale, 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 CPU/GPU 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.

Technical Skills Needed - What We're Looking For

- Strong programming skills in languages common to high-performance computing, such as C++ and Python.
- Expert-level, hands-on experience with at least one major public cloud provider (AWS/GCP), including their batch processing, container, and serverless offerings.
- Deep expertise in containerization and orchestration technologies (Docker, Kubernetes).
- Experience in designing, building, and running applications on massive-scale compute grids.
- Prior experience in a similar role within the financial industry (e.g., running large-scale Monte Carlo simulations, VaR calculations, or XVA pricing grids) is highly desirable but not mandatory.
- A solid background in distributed systems, performance tuning, and infrastructure-as-code principles.
- Exceptional problem-solving skills, with an ability to diagnose and resolve complex issues in a high-pressure, large-scale environment.
- Excellent communication skills and the ability to work effectively with quantitative research, trading, and risk management teams.

Education:

- A degree in Computer Science, Engineering, or a related technical field.

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