Senior HPC Compute Architect

This role will own the strategy and design for optimizing a large-scale risk computation stack across both C++ and Rust platforms. The successful candidate will be responsible for architecture definition, performance optimization, validation frameworks, benchmarking methodologies, and extending computation capabilities from End-of-Day (EOD) processing to near-real-time risk calculations., * Define performance optimization architecture across C++ and Rust compute libraries.

• Design architecture roadmaps with explicit EOD and near-real-time performance targets.
• Establish benchmarking frameworks, regression testing strategies, and validation criteria.
• Define technical performance metrics and optimization measurement standards.
• Lead Proof of Concepts for real-time and intraday compute workloads.
• Collaborate with Technical Leads on quant library integration and compute interfaces., * CPU and memory profiling using tools such as:
• perf
• Intel VTune
• gprof/gperf
• Latency analysis and statistical benchmarking methodologies.

Architecture & Integration

• Near-real-time compute architecture design.
• Sub-second latency systems.
• C++/Rust interoperability using:
• FFI
• gRPC
• Protocol Buffers
• Integration with Java-based systems.

Do you have experience in gRPC?, * Expert-level C++ (8+ years) within numerical computation, risk engines, or high-performance systems.

• Strong understanding of SIMD optimization, cache efficiency, memory layouts, and performance tuning.
• Production Rust experience (3+ years), including:
• Tokio async runtime
• Memory management
• Unsafe Rust
• FFI integration
• End-to-end workload optimization

HPC / Grid Computing

• Distributed compute orchestration and workload scheduling.
• Large-scale risk batch processing architectures.
• Cloud-native HPC or Grid Computing frameworks.
• GCP-based compute optimization and scaling.

Google Cloud Platform

• GKE batch workloads
• Compute Engine optimization
• Cloud Batch or equivalent compute orchestration solutions, * Investment Banking Risk Technology experience.
• Risk computation engines, pricing engines, sensitivities, and scenario-based risk frameworks.
• Experience working within Tier-1 investment banks or equivalent environments.
• Knowledge of Equity Derivatives products including:
• Options
• Warrants
• Equity Finance structures

If this opportunity aligns with your experience and interests, please share your updated CV along with the following details:

• Current Location:
• Right to Work Status:
• Current Contract Rate / Salary:
• Expected Rate:
• Notice Period / Availability:
• Total C++ Experience:
• Total Rust Experience:
• Investment Banking Risk Technology Experience:
• HPC / Grid Computing Experience:
• GCP Experience:

Pay: £600.00-£800.00 per day