SENIOR HPC/COMPUTE ARCHITECT

ROLE OVERVIEW

Owns the strategy and design for optimising risk computation stack across both the C++ engine and the Rust library, from initial architecture through production stabilisation and intraday extension. Responsible for architecture, validation strategy, and technical metrics framework.

KEY RESPONSIBILITIES

- Define the performance optimisation architecture for the computation stack - C++ library and Rust library paths, with architecture diagrams, sequenced delivery plan, and explicit EOD and near-Real Time performance targets

- Establish the test and validation strategy: benchmark definitions, regression test suites, acceptance criteria per milestone

- Define the technical metrics framework: what constitutes an optimisation gain, how it is measured

- Direct C++/Rust Compute Engineers Real Time and intra-day compute batch PoC execution

- Throughout: Provide Technical Lead with compute-side interface specifications for quant library integration

TECHNICAL REQUIREMENTS - MANDATORY

- Expert C++ (8+ years in production) in numerical computation or financial risk engine context - SIMD, cache efficiency, memory layout for numerical workloads

- Production Rust (3+ years): memory management, async runtime (Tokio), unsafe Rust, FFI; profiling and optimising compute workloads end-to-end

- Grid/HPC architecture: distributed computation orchestration, job scheduling, workload partitioning for large-scale risk batch; GCP-native grid or cloud HPC frameworks

- GCP compute infrastructure: GKE batch workloads, GCE instance selection for compute-intensive workloads, Cloud Batch or equivalent

- Performance profiling discipline: CPU profilers (perf, VTune, gperf), memory allocator analysis, latency measurement and statistical benchmarking methodology

- Near-Real Time architecture: sub-second to seconds latency compute systems - different scheduling, state management, and compute allocation vs EOD batch

- C++/Rust interoperability: FFI, gRPC, or proto-based bridging to Java layer

DOMAIN CONTEXT - REQUIRED

- Investment bank risk computation experience at engine level: pricing engines, sensitivity computation, scenario-based risk frameworks inside a tier-one institution or equivalent

- Equity derivatives product familiarity: options, warrants, equity finance structures

About us

Crear Group Ltd is a management consultancy focused on business transformation and growth. We help public and private sector organisations deliver complex change, streamline operations, and use data to improve decision-making. From strategy to delivery, we enable better customer outcomes, higher efficiency, lower costs, and sustainable results.