HPC Simulation Engineer

About Us:Join a leading hedge fund at the forefront of quantitative finance, where cutting-edge technology and advanced analytics drive innovative trading strategies. We are seeking an HPC Simulation Engineer to design, develop, and optimize simulation frameworks and distributed systems. This hands-on role provides an opportunity to leverage the full scientific stack in Python while contributing to high-performance computing solutions in a collaborative, fast-paced environment.Key Responsibilities:Simulation Development:Design and implement advanced simulation frameworks tailored to complex financial modeling and algorithmic strategies.Develop robust, scalable, and efficient codebases using Python and its scientific ecosystem (NumPy, SciPy, pandas, etc.).Optimize performance-critical components for large-scale computations.Distributed Systems:Build and maintain distributed computing systems to handle large-scale simulations.Leverage tools such as MPI, Dask, and Ray to implement parallelized workflows.Collaborate with infrastructure teams to ensure high availability and low-latency performance.Collaboration:Work closely with quantitative researchers, data scientists, and other engineers to translate requirements into actionable development goals.Participate in cross-functional code reviews and architectural discussions to drive best practices.Contribute to the development of reusable libraries and tools that enhance productivity.Innovation and Strategy:Stay updated on advancements in high-performance computing, distributed systems, and financial simulations.Identify opportunities for process and technology improvements to enhance system capabilities.Participate in defining long-term strategies for simulation platforms and related infrastructure.Required Qualifications:Bachelor's or Master's degree in Computer Science, Computational Physics, Applied Mathematics, or a related field.5+ years of experience in high-performance computing, distributed systems, or simulation engineering.Strong proficiency in Python, including the full scientific stack (NumPy, SciPy, pandas, matplotlib, etc.).Hands-on experience with distributed computing frameworks such as MPI, Dask, or Ray.Proven ability to design and optimize algorithms for performance and scalability.Familiarity with Linux environments and shell scripting.Preferred Qualifications:Experience in financial modeling, quantitative research, or algorithmic trading.Background in GPU programming (CUDA) or hardware acceleration techniques.Knowledge of database systems, particularly time-series databases.Soft Skills:Strong problem-solving abilities and analytical thinking.Clear and concise communication skills, both written and verbal.A collaborative mindset with the ability to work effectively in a multidisciplinary team.Why Join Us?Work on challenging problems with a team of world-class professionals.Engage in a culture of innovation and excellence, where your contributions directly impact performance.Competitive compensation and benefits package, including ongoing professional development.Be part of a prestigious firm driving the future of quantitative finance.Discipline(s): Financial TechnologyJob type: Permanent