High-Performance Computing Research - Software Engineer

JPMorgan Chase - New York, NY

Full-time - Mid Level

New York, NY

Credit Intermediation and Related Activities

About the position

As a Software Engineer III at JPMorgan Chase within the Chief Technology Office's Global Technology & Applied Research team, you will play a crucial role in designing and delivering high-performance software solutions. This position involves collaborating closely with the quantum-inspired algorithm research team to implement technology solutions that align with the firm's business objectives. You will be responsible for developing production-quality software, optimizing performance, and contributing to the overall stability and efficiency of software applications.

Responsibilities

• Execute software solutions, design, development, and technical troubleshooting.
• Develop high-quality production level software solutions for quantum inspired algorithms.
• Write high-quality documentation and unit tests for the software solutions.
• Optimize software solutions for execution speed, memory efficiency, and communication latency.
• Work with quantum-inspired algorithm researchers to identify bottlenecks and improve execution speed.
• Benchmark software solutions against state-of-the-art solutions in the firm.
• Identify opportunities to automate remediation of recurring issues to improve operational stability.
• Produce architecture and design artifacts for complex applications.
• Proactively identify hidden problems and patterns in data to drive improvements.
• Contribute to software engineering communities of practice and events.

Requirements

• Formal training or certification in software engineering concepts with 3 years of applied experience.
• Bachelor's degree with 2 years of industry experience in algorithm execution, or a Master's/Ph.D. in computer science, physics, math, engineering, or related fields.
• Demonstrated ability to maintain and develop high-performance algorithm software.
• Proficiency in coding in Python.
• Proficient in all aspects of the Software Development Life Cycle.
• Hands-on experience in system design, application development, testing, and operational stability.
• Experience in developing, debugging, and maintaining code in a corporate environment with modern programming languages.
• Solid understanding of agile methodologies such as CI/CD, Application Resiliency, and Security.

Nice-to-haves

• Proficiency in C and Standard Template Library (STL).
• Proficiency in C++/Julia.
• Experience with GPU acceleration and distributed programming of algorithms (CUDA, OpenCL, OpenMP, MPI, AVX).
• Familiarity with mainstream compilers (gcc, icc, llvm/clang) and their performance tuning features.
• Experience in implementing data structures for randomized algorithms in big data settings.
• Experience in building tensor network libraries for machine learning and optimization applications.
• Experience in using FPGAs to accelerate algorithms.
• Experience in running large scale Monte-Carlo simulations.
• Experience in accelerating annealing type algorithms using GPUs.
• Experience in finance is a plus.