Quantitative Engineer

TSR Consulting · Jersey city, United States

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:

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

Required Skills & Qualifications:

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

Preferred Skills:

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