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Senior Quantitative Software Engineer - High-Performance Computing Job Opening In Paris – Now Hiring GECI Int.

Senior Quantitative Software Engineer High Performance Computing

    France Jobs Expertini Expertini France Jobs Paris Computer Occupations Senior Quantitative Software Engineer High Performance Computing

Job description

GECI International est un spécialiste de la Technologie et du Digital.

Depuis son origine en 1980, le Groupe innove pour concevoir et développer des solutions, produits et services intelligents pour les secteurs de la Recherche, de l’Industrie et des Services.



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

Required Skill Profession

Computer Occupations


  • Job Details

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GECI Int. interview tips for Senior Quantitative Software Engineer   High Performance Computing

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