Market Risk Developer/Cloud HPC Engineer

The Opportunity

Are you passionate about building and managing large-scale, high-performance computing platforms?

We are looking for an experienced Cloud HPC Engineer / Market Risk Developer to help build and operate a next-generation global pricing and risk platform. This role involves running one of the largest high-performance computing environments in the financial industry, capable of processing massive volumes of calculations across thousands of cloud compute cores.

You will be responsible for deploying, scaling, and optimizing a large-scale pricing and valuation engine that supports complex financial models using public cloud platforms such as AWS and GCP .

Your Role and Impact

As a key member of the Pricing Engine team, you will be responsible for enabling sophisticated quantitative pricing models to run efficiently across a massive distributed computing environment.

The primary objective is to ensure that millions of trades can be revalued against thousands of historical market scenarios with exceptional speed, scalability, reliability, and efficiency .

The platform plays a critical role in the firm’s ability to calculate valuations, manage market risk, and meet regulatory requirements.

Key Responsibilities

• Architect, build, and manage a massive-scale distributed computing grid on public cloud platforms such as AWS and GCP for running financial pricing models.
• Design and implement orchestration solutions that efficiently distribute millions of pricing tasks across large numbers of CPU and GPU cores .
• Deploy, manage, and version-control quantitative pricing models and ensure optimal performance in distributed environments.
• Monitor and continuously improve performance, scalability, cloud cost, and resource utilization .
• Partner closely with quantitative development teams to integrate new and enhanced pricing models into the production environment.
• Build and optimize data workflows to ensure that the appropriate market data, trade data, and model configurations are available for calculations at runtime.
• Ensure that the pricing engine is highly available, resilient, and capable of meeting stringent recovery and business continuity requirements.
• Troubleshoot and resolve complex performance and production issues across large-scale distributed environments.

Required Qualifications

• 10+ years of professional experience , with a strong track record of designing, building, and operating applications on large-scale compute grids.
• Expert-level hands-on experience with at least one major public cloud platform, preferably AWS or GCP .
• Strong experience with cloud-based batch processing, containerization, and/or serverless technologies .
• Deep expertise in Docker and Kubernetes .
• Strong programming skills in Python and C/C++ .
• Strong understanding of distributed systems, high-performance computing, performance tuning, and Infrastructure as Code (IaC) .
• Experience designing scalable, resilient, and highly available cloud-based systems.
• Strong problem-solving skills with the ability to troubleshoot complex issues in high-pressure, large-scale production environments.
• Excellent communication and collaboration skills, with the ability to work closely with quantitative research, trading, technology, and risk-management teams.
• Bachelor’s or advanced degree in Computer Science, Engineering, or a related technical field .

NLB Services is an Equal Opportunity Employer. All qualified applicants will receive consideration without regard to any legally protected characteristic, including disability and protected veteran status. For recruitment accommodations, contact your recruiter or [email protected].