SENIOR C++/RUST COMPUTE ENGINEER

KEY RESPONSIBILITIES

Implement optimised compute solutions as specified by the Architect — C++ path and Rust path — from PoC through production validation
Build and execute the Standard Scenario Risk Batch PoC, including benchmarking harness and comparison methodology
Rust optimised solution validated in production for accuracy and performance benchmarks
Validate all optimisation work for accuracy before performance
Implement interactive pricing compute engine for business users
Develop and maintain performance regression test suite

TECHNICAL REQUIREMENTS — MANDATORY FOR BOTH

C++ (5+ years) in a computation-intensive context: numerical computing, financial risk modelling, or HPC grid work — not systems software generically
Production Rust: performance-focused development, unsafe Rust familiarity, ownership model fluency, profiling of compute-heavy workloads; Tokio async runtime
HPC fundamentals: SIMD vectorisation, cache-aware data structures, thread pool management, parallel computation patterns — at implementation level
GCP compute: GKE job workloads, GCE instance configuration, MemoryStore for intermediate state; able to provision and optimise environment independently
Performance profiling: CPU profilers (perf, gperf, VTune), memory allocator analysis, latency measurement, statistical benchmarking
C++/Rust interop: FFI, gRPC or proto-based interfaces for bridging to Java orchestration layer
Testing for numerical libraries: property-based accuracy testing, benchmark regression harness development

DOMAIN CONTEXT

Risk computation systems background strongly preferred — pricing engine development, grid compute for risk, or legacy risk library optimisation
Equity derivatives product structural knowledge: sufficient to understand what is being computed without requiring quant depth

Rust Developer