4 Hpc Technologies Jobs

KLA is a global leader in diversified electronics for the semiconductor manufacturing ecosystem. Virtually every electronic device in the world is produced using our technologies. No laptop, smartphone, wearable device, voice-controlled gadget, flexible screen, VR device or smart car would have made it into your hands without us. KLA invents systems and solutions for the manufacturing of wafers and reticles, integrated circuits, packaging, printed circuit boards and flat panel displays. The innovative ideas and devices that are advancing humanity all begin with inspiration, research and development. KLA focuses more than average on innovation and we invest 15% of sales back into R&D. Our expert teams of physicists, engineers, data scientists and problem-solvers work together with the world's leading technology providers to accelerate the delivery of tomorrow's electronic devices. Life here is exciting and our teams thrive on tackling really hard problems. There is never a dull moment with us. With over 40 years of semiconductor process control experience, chipmakers around the globe rely on KLA to ensure that their fabs ramp next-generation devices to volume production quickly and cost-effectively. Enabling the movement towards advanced chip design, KLA's Global Products Group (GPG), which is responsible for creating all of KLA's metrology and inspection products, is looking for the best and the brightest research scientists, software engineers, application development engineers, and senior product technology process engineers. The LS-SWIFT Division of KLA's Global Products Group provides patterned wafer inspection systems for high-volume semiconductor manufacturing. Its mission is to deliver market-leading cost of ownership in defect detection for a broad range of applications in the production of semiconductors. Customers from the foundry, logic, memory, automotive, MEMS, advanced packaging, and other markets rely upon high-sample wafer inspection information generated by LS-SWIFT products. LS (Laser Scanning) systems enable cost-effective patterned wafer defect detection for the industry's most sophisticated process technologies deployed in leading-edge foundry, logic, DRAM, and NAND fabs. SWIFT (Simultaneous Wafer Inspection at Fast Throughput) systems deliver all-wafer-surface (frontside, backside, and edge) macro inspection that is critical for automotive IC, MEMS, and advanced packaging processes as well as foundry/logic and memory fabs. LS-SWIFT operates from a global footprint that includes the US, Singapore, India, and Germany, and serves a worldwide customer base across Asia, Europe, and North America. **Job Description:** As a Software Engineer at KLA, you will have the opportunity to design, develop, and optimize software infrastructure for high-performance computing (HPC) systems tailored to AI and machine learning applications. Working collaboratively with cross-functional teams, you will integrate AI and machine learning algorithms into scalable and efficient HPC environments. Your responsibilities will also include implementing robust and scalable solutions to manage data processing, storage, and retrieval for AI workloads. It will be crucial for you to ensure the reliability, security, and performance of the AI infrastructure through continuous monitoring and improvement. Additionally, you will participate in code reviews, testing, and debugging to maintain high-quality software standards. Staying updated with the latest advancements in AI, HPC, and software engineering will be essential for you to drive innovation within the team. **Key Responsibilities:** - Design, develop, and optimize software infrastructure for high-performance computing (HPC) systems tailored to AI and machine learning applications. - Collaborate with cross-functional teams to integrate AI and machine learning algorithms into scalable and efficient HPC environments. - Implement robust and scalable solutions to manage data processing, storage, and retrieval for AI workloads. - Ensure the reliability, security, and performance of the AI infrastructure through continuous monitoring and improvement. - Participate in code reviews, testing, and debugging to maintain high-quality software standards. - Stay updated with the latest advancements in AI, HPC, and software engineering to drive innovation within the team. **Qualifications:** - Bachelor's or Master's degree in Computer Science, Computer Engineering, or a related field. - Strong programming skills in languages such as Python, C++, and Java. - Proven experience in software engineering, with a focus on distributed systems, HPC or AI infrastructure development. - Familiarity with AI frameworks and libraries (e.g., TensorFlow, PyTorch) and HPC technologies (e.g., MPI, CUDA). - Excellent problem-solving skills and the ability to work in a fast-paced, collaborative environment. - Passion for AI and machine learning, with a keen interest in developing infrastructure that drives these technologies forward. **Preferred Qualifications:** - Experience in developing large scale distribution applications. - Knowledge of containerization and orchestration tools (e.g., Docker, Kubernetes). - Understanding of data engineering and big data technologies (e.g., Hadoop, Spark). **Minimum Qualifications:** - Bachelor's or Master's degree in Computer Science, Computer Engineering, or a related field. - Strong programming skills in languages such as Python, C++, and Java. At KLA, we offer a competitive, family-friendly total rewards package designed to reflect our commitment to an inclusive environment while meeting the diverse needs of our employees. We are proud to be an equal opportunity employer and caution against potentially fraudulent job postings or suspicious recruiting activity. We never ask for any financial compensation to be considered for an interview or employment. If you have concerns about the legitimacy of any communication or job offer from KLA, please reach out to talent.acquisition@kla.com for confirmation. Your privacy is important to us, and we handle your information with confidentiality.,

Are you seeking a thrilling opportunity to become a Quant Modelling Vice President in the QR Markets Capital (QRMC) team, where you will embark on implementing the next generation of a risk analytics platform The QRMC team is dedicated to constructing models and infrastructure for managing Market Risk, including Value at Risk (VAR), Stress, and Fundamental Review of the Trading Book (FRTB). As a key member of the QRMC team in India, you will play a vital role in supporting the global activities of the QRMC group. Collaboration with the Front Office and Market Risk functions to create tools and utilities for model development and risk management will also be a significant aspect of this role. Your responsibilities will include working on the implementation of a cutting-edge risk analytics platform, evaluating model performance, conducting back testing analysis and P&L attribution, enhancing the performance and scalability of analytics algorithms, developing mathematical models for VaR/Stress/FRTB, assessing the suitability and limitations of quantitative models, designing efficient numerical algorithms, and creating software frameworks for analytics delivery to systems and applications. To qualify for this role, you should possess an advanced degree (PhD, MSc, B.Tech or equivalent) in Engineering, Mathematics, Physics, Computer Science, or related fields, along with at least 3 years of experience in Python and/or C++. Proficiency in data structures, standard algorithms, and object-oriented design is essential. A basic understanding of product knowledge across various asset classes such as Credit, Rates, Equities, Commodities, FX & SPG is required. Additionally, familiarity with agile development practices, strong quantitative and problem-solving skills, research skills, basic mathematics (statistics, probability theory), good interpersonal and communication skills, and the ability to work effectively in a team are necessary for this role. Attention to detail and adaptability are also key qualities. Preferred qualifications include experience in applying statistical and/or machine learning techniques in the financial industry, knowledge of options pricing theory, trading algorithms, or financial regulations, familiarity with multi-threading, GPU, MPI, grid, or other HPC technologies, excellent knowledge of data analysis tools in Python like Pandas, Numpy, Scipy, advanced mathematics such as stochastic calculus, and understanding of front-end technologies like HTML, React, and integration with large data sets.,

Are you prepared for an exciting opportunity to become part of a dynamic team in a challenging setting As a Quant Modelling Vice President in the QR Markets Capital (QRMC) team, you will have a crucial role in implementing the next generation of the risk analytics platform. The mission of the QRMC team is to construct models and infrastructure for managing Market Risk, including Value at Risk (VAR), Stress, and Fundamental Review of the Trading Book (FRTB). The QRMC team in India will have a significant impact, supporting the activities of the QRMC group globally. Collaboration with Front Office and Market Risk functions is essential to develop tools and utilities for model development and risk management purposes. Your responsibilities will include working on the implementation of the next generation risk analytics platform, assessing model performance, conducting back testing analysis and P&L attribution, enhancing mathematical models for VaR/Stress/FRTB, evaluating quantitative models and their limitations, designing efficient numerical algorithms, and developing software frameworks for analytics and their delivery to systems and applications. To qualify for this role, you should hold an advanced degree (PhD, MSc, B.Tech or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. You should have at least 3 years of relevant experience in Python and/or C++ with proficiency in data structures, standard algorithms, and object-oriented design. A basic understanding of product knowledge across various asset classes such as Credit, Rates, Equities, Commodities, FX & SPG is required. It is beneficial if you have an interest in applying agile development practices, possess quantitative and problem-solving skills, research skills, and understand basic mathematics including statistics and probability theory. Strong interpersonal and communication skills, the ability to work in a group, attention to detail, and adaptability are also essential. Preferred qualifications include experience with statistical and/or machine learning techniques in the financial industry, knowledge of options pricing theory, trading algorithms, or financial regulations, familiarity with multi-threading, GPU, MPI, grid, or other HPC technologies, excellent knowledge of data analysis tools in Python like Pandas, Numpy, Scipy, understanding of advanced mathematics such as stochastic calculus, and knowledge of front-end technologies like HTML, React, and integration with large data sets.,

Are you prepared for an exciting opportunity to be part of a dynamic team in a challenging setting As a Quant Modelling Vice President in the QR Markets Capital (QRMC) team, you will have a crucial role in implementing the next generation risk analytics platform. The main goal of the QRMC team is to construct models and infrastructure for managing Market Risk, including Value at Risk (VAR), Stress, and Fundamental Review of the Trading Book (FRTB). The QRMC team in India will play a significant role in supporting QRMC group's activities globally, collaborating closely with Front Office and Market Risk functions to create tools and utilities for model development and risk management. Your responsibilities will include working on implementing the next generation risk analytics platform, evaluating model performance, conducting back testing analysis and P&L attribution, enhancing the performance and scalability of analytics algorithms, developing mathematical models for VaR/Stress/FRTB, assessing the adequacy of quantitative models and associated risks, designing efficient numerical algorithms, and creating software frameworks for analytics delivery to systems and applications. To qualify for this role, you should hold an advanced degree (PhD, MSc, B.Tech or equivalent) in Engineering, Mathematics, Physics, Computer Science, or related fields and have at least 3 years of relevant experience in Python and/or C++. Proficiency in data structures, standard algorithms, and object-oriented design is essential. Additionally, you should possess a basic understanding of product knowledge across various asset classes such as Credit, Rates, Equities, Commodities, FX & SPG, and be interested in applying agile development practices. Strong quantitative and problem-solving skills, research skills, knowledge of basic mathematics like statistics and probability theory, good interpersonal and communication skills, and the ability to work in a team are also required. Attention to detail and adaptability are key attributes for success in this role. Preferred qualifications include experience with statistical and/or machine learning techniques in the financial industry, knowledge of options pricing theory, trading algorithms, or financial regulations, experience with multi-threading, GPU, MPI, grid, or other HPC technologies, excellent knowledge of data analysis tools in Python like Pandas, Numpy, Scipy, familiarity with advanced mathematics such as stochastic calculus, and understanding of front-end technologies like HTML, React, and integration with large data sets.,