Senior Quantitative Software Engineer - High-Performance Computing
GECI Int.Paris, Ile-de-France, France
Posted September 19, 2025
Full Time
About the Company
Engineering and IT consulting firm, subsidiary of an international technology group, operating in France and globally.
Job Description
Join our engineering and IT consulting firm to work with a leading European investment bank. As a Senior Quantitative Software Engineer, you will develop and optimize high-performance derivatives pricing platforms using advanced mathematical models, GPU computing, and parallel processing architectures.
Requirements
- Develop and optimize 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 analyze profit/loss scenarios
