> Markdown version of [/jobs/ext/4416617-quantitative-engineer](https://www.wearedevelopers.com/jobs/ext/4416617-quantitative-engineer). Every page supports `.md` or `Accept: text/markdown`. Links point to the HTML versions so they work for humans too. Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md). --- # Quantitative Engineer - **Company:** TSR, Inc - **Location:** Jersey City, NJ, United States - **Experience:** Expert - **Contract:** Temporary to permanent - **Skills:** Amazon Web Services, Batch Processing, C++ (Programming Language), Cloud Computing, Computer Programming, Distributed Systems, Python (Programming Language), Monte Carlo Methods, Performance Tuning, High Performance Computing, System Availability, Infrastructure Automation Frameworks, Grid Computing, Serverless Computing, Docker - **Published:** October 15, 2026 - **Apply:** https://www.thejobnetwork.com/job/1c3faf96-026e-4627-a70e-495589dba5d0/quantitative-engineer ## About the Role 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., * 10+ years designing, building, and operating applications on large-scale compute grids. \n * Expert hands-on experience with AWS or GCP, including batch processing, containers, and serverless services. \n * Deep expertise with Docker and Kubernetes. \n * Strong programming skills in Python and C++ for high-performance computing. \n * Background in distributed systems, performance tuning, and infrastructure as code. \n * Experience with large-scale Monte Carlo simulations, VaR, or XVA pricing grids in financial services is desirable. \n * Excellent problem-solving skills and the ability to operate in high-pressure environments. \n * Clear communication skills with stakeholders in quantitative research, trading, and risk. \n, * Experience with market risk platforms, grid schedulers, and pricing engines. \n * Familiarity with cost optimization and observability in large cloud estates. \n ## Description n \n * Architect, build, and manage a large-scale distributed compute grid on AWS or GCP for financial pricing models. \n * Design and implement orchestration for distributing millions of pricing tasks across extensive CPU and GPU fleets. \n * Deploy, manage, and version a library of quantitative pricing models for optimal performance in distributed environments. \n * Monitor and optimize performance, cost, and resource utilization to drive continuous efficiency gains. \n * Collaborate with quantitative development teams to integrate new and updated models into production workflows. \n * Engineer robust data logistics to deliver market data, trade data, and configurations at runtime. \n * Ensure high availability, resiliency, and adherence to recovery time objectives for the pricing engine. \n