Senior Quantitative Software Engineer - High-Performance Computing

About Us Join our engineering and IT consulting firm, subsidiary of an international technology group, operating in France and globally. We serve strategic sectors including energy, banking, telecommunications, aerospace, and defense.Our mission: supporting clients on high-value projects in Cloud, Data, Cybersecurity, Software Development, and IT Infrastructure within demanding technical environments. We believe in our talent's potential and invest in their development to build ambitious, evolving careers. The client: A leading European investment bank, part of a global financial services group operating across multiple continents. They serve institutional clients in investment banking, corporate banking, and asset management sectors. Their mission: delivering cutting-edge quantitative solutions for derivatives trading, risk management, and algorithmic strategies within the most demanding financial markets. Overview Seeking exceptional quantitative software engineer for high-performance derivatives pricing platform utilising advanced mathematical models, GPU computing, and parallel processing architectures. Role involves working within elite quantitative research team, following rigorous development standards and collaborating with Quantitative Researchers and Trading Desk stakeholders. Key Responsibilities Develop and optimise Monte Carlo simulation engines for derivatives pricing Implement high-performance algorithms for real-time risk calculations Build GPU-accelerated computing solutions using CUDA/OpenCL Design parallel processing systems handling millions of simulations Resolve performance bottlenecks and scalability challenges Create tools for traders to analyse profit/loss scenarios Technical Requirements Core Skills (Critical) Mathematical Programming: 7+ years expert level in numerical methods C++/CUDA Development: 7+ years expert level in high-performance computing Monte Carlo Methods: 5-7 years advanced level in statistical simulations Parallel Computing: 7+ years expert level in multi-core optimization Financial Mathematics: 5-7 years advanced level in derivatives pricing Performance Optimization: 7+ years expert level in algorithmic efficiency Specialized Skills (Important) GPU Programming (CUDA/OpenCL): 3-5 years confirmed level Python/R for Quantitative Analysis: 3-5 years confirmed level Low-Latency Systems: 2-4 years confirmed level Linux/Unix Environment: 5-7 years advanced level Architecture & Leadership Distributed Systems Design: 5-7 years advanced level Code Review and Mentoring: 5-7 years advanced level Cross-functional Collaboration: 7+ years expert level with traders/quants Technical English: 7+ years expert level Environment High-frequency derivatives trading platform GPU cluster computing infrastructure Real-time market data feeds Agile development with continuous integration Collaborative research environment with PhDs and industry experts Preferred Background Education: Master's/PhD in Mathematics, Computer Science, Physics, or Engineering Finance Experience: Prior exposure to options pricing, risk management, or algorithmic trading Research Mindset: Interest in financial mathematics and computational optimization Innovation Focus: Experience with sustainable computing and energy-efficient algorithms