Quantitative Engineer

Job Description

Job Title: Qualitative Engineer

Location: Jersey City, NJ

Duration: Contract to Hire.

Job Description

We are seeking a Qualitative Engineer, Massive-Scale Pricing Engine to join our dynamic team. The ideal candidate will have strong experience in Python, distributed systems, cloud/grid computing, and market risk pricing platforms and a proven ability to design, scale, and operate high-performance pricing grids that deliver fast and reliable valuation at enterprise scale .

Responsibilities:

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• Architect, build, and manage a large-scale distributed compute grid on AWS or GCP for financial pricing models.
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• Design and implement orchestration for distributing millions of pricing tasks across extensive CPU and GPU fleets.
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• Deploy, manage, and version a library of quantitative pricing models for optimal performance in distributed environments.
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• Monitor and optimize performance, cost, and resource utilization to drive continuous efficiency gains.
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• Collaborate with quantitative development teams to integrate new and updated models into production workflows.
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• Engineer robust data logistics to deliver market data, trade data, and configurations at runtime.
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• Ensure high availability, resiliency, and adherence to recovery time objectives for the pricing engine.
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Required Skills & Qualifications:

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• 10+ years designing, building, and operating applications on large-scale compute grids.
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• Expert hands-on experience with AWS or GCP, including batch processing, containers, and serverless services.
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• Deep expertise with Docker and Kubernetes.
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• Strong programming skills in Python and C++ for high-performance computing.
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• Background in distributed systems, performance tuning, and infrastructure as code.
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• Experience with large-scale Monte Carlo simulations, VaR, or XVA pricing grids in financial services is desirable.
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• Excellent problem-solving skills and the ability to operate in high-pressure environments.
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• Clear communication skills with stakeholders in quantitative research, trading, and risk.
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Preferred Skills:

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• Experience with market risk platforms, grid schedulers, and pricing engines.
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• Familiarity with cost optimization and observability in large cloud estates.
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