Client: Investment Bank (Payroll: Riskinfo.ai)
Role: Senior HPC / Compute Architect
Location: London, UK
Work Model: Hybrid (Onsite presence required)
Contract Type: Inside IR35
Rate: Up to £900 per day
Interview Process
Round 1: Riskinfo.ai Fitment & Role Alignment Discussion
Round 2: Riskinfo.ai Technical Assessment (may include coding exercises)
Round 3: HSBC Client Interview
Role Overview
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.
Key Responsibilities
- 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.
Mandatory Technical RequirementsC++ & Rust Engineering
- 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
Performance Engineering
- 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.
Domain Experience (Required)
- 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
Work Location: Hybrid remote in London
