Python Developer
6+ month onsite contract in Rutherford, NJ building a hybrid-cloud platform for large-scale quantitative pricing and risk calculations at a financial-industry client. Day-to-day work involves Python and C, distributed job orchestration, Docker/Kubernetes, AWS/GCP data logistics, and ML-based monitoring.
- Compensation
- $90–$95 / hr
- Location
- Rutherford, United States
- Work setup
- Not specified
- Seniority
- Not specified
- Employment
- Contract
- Experience
- 10+ years
- Category
- Software engineering
- Posted
Skills
Must have
- 10+ years of professional experience designing and building applications for massive-scale, high-performance compute (HPC) grids
- Degree in a highly technical field such as Computer Science or Quantitative Finance
- Deep domain knowledge in financial derivatives and understanding of financial regulations like FRTB
- Expert-level experience with job scheduling, resource management, and workload optimization on large-scale grids
- Deep expertise in building event-driven architectures and managing asynchronous notifications from distributed systems
- Proven experience designing and building intelligent monitoring tools, ideally leveraging ML for anomaly detection
- Expert-level experience managing workloads in a hybrid cloud environment, with knowledge of at least one major public cloud (AWS, GCP)
- Deep expertise in containerization, orchestration, and scheduling technologies (Docker, Kubernetes)
- Strong programming skills in C and Python
- Proven ability to debug complex pricing and model-related issues by partnering directly with quantitative analysts
- Prior experience in the financial industry, specifically on quantitative pricing platforms or large-scale risk calculations
Full description
Immediate need for a talented Python Developer. This is a 06+months contract opportunity with long-term potential and is located in Rutherford, NJ(Onsite). Please review the job description below and contact me ASAP if you are interested.
Job ID:26-33454 Pay Range: $90 - $95/hour. Employee benefits include, but are not limited to, health insurance (medical, dental, vision), 401(k) plan, and paid sick leave (depending on work location). Key Responsibilities:
- Architect and build a next-generation, hybrid-cloud platform for running quantitative pricing calculations at massive scale.
- Design a sophisticated job orchestration and scheduling system for dynamic prioritization and resource optimization across the grid.
- Engineer a robust, event-driven framework for managing the entire job lifecycle, including notifications for job completion.
- Develop a comprehensive error-handling and resiliency strategy for large-scale distributed environments.
- Pioneer the development of an intelligent monitoring platform using ML for anomaly detection and performance optimization.
- Engineer secure and efficient data logistics for moving terabytes of market and trade data between on-premise systems and public cloud environments.
- Collaborate closely with front-office quants to onboard and optimize their C and Python pricing models for distributed computation.
Key Requirements and Technology Experience:
- 10+ years of professional experience with a proven track record of designing and building applications for massive-scale, high-performance compute (HPC) grids.
- A degree in a highly technical field such as Computer Science or Quantitative Finance.
- Deep domain knowledge in financial derivatives and a strong understanding of financial regulations like FRTB.
- Expert-level experience with job scheduling, resource management, and workload optimization techniques on large-scale grids.
- Deep expertise in building event-driven architectures and managing asynchronous notifications from distributed systems.
- Proven experience designing and building intelligent monitoring tools, ideally leveraging ML for anomaly detection.
- Expert-level experience managing workloads in a hybrid cloud environment, with knowledge of at least one major public cloud (AWS, GCP).
- Deep expertise in containerization, orchestration, and scheduling technologies (Docker, Kubernetes).
- Strong programming skills in languages common to high-performance and quantitative computing, such as C and Python.
- Proven ability to debug complex pricing and model-related issues by partnering directly with quantitative analysts.
- Prior experience in a similar role within the financial industry, specifically working on quantitative pricing platforms or large-scale risk calculations.