Port a CPU Monte-Carlo Simulator to GPU for an Energy Trader
Overview
What this challenge is about.
Port a CPU Monte-Carlo Simulator to GPU for an Energy Trader. Expert-level challenge in code. Writing production code that solves real engineering problems, ...
The Brief
What you'll do, and what you'll demonstrate.
Port a Monte-Carlo simulator to CUDA, hit >=70 percent peak FP32 throughput on an H100, and validate PnL + Greeks within 1e-4 vs. the CPU baseline.
This is not a coding exercise. It is the work a software engineer does between a Jira ticket and a merged PR. That distinction matters to every hiring manager who has seen candidates solve LeetCode problems and none who have shipped production code under real constraints.
When you finish, you will have something most graduates do not: a real-world deliverable, verified by Ewance, that you can show to a hiring manager and say "I did this. Here is the proof."
Earning criteria — what you'll demonstrate
- Port Monte-Carlo kernels to CUDA with warp-level reductions
- Tune occupancy and register usage on an H100
- Validate financial-math equivalence with Greeks, not just PnL
- Package CUDA workloads for deployment to a shared GPU cluster
Program Fit
Where this fits in your program.
Sharpens the same skills your degree expects you to demonstrate.
Advanced Concurrency and Parallel Computing
Master · Systems
Strong alignment
This challenge maps to Advanced Concurrency and Parallel Computing at the Master level. It sharpens the same practical skills your coursework expects — but in a real industry context with actual constraints and deliverables.
Skills
Skills you'll demonstrate.
Each one shows up on your verified credential.
- Gpu Programming
Apply gpu programming to solve real industry problems and demonstrate production-level capability.
- Cuda
Apply cuda to solve real industry problems and demonstrate production-level capability.
- Monte Carlo
Apply monte carlo to solve real industry problems and demonstrate production-level capability.
- Parallelism
Apply parallelism to solve real industry problems and demonstrate production-level capability.
- Cpp
Apply cpp to solve real industry problems and demonstrate production-level capability.
- Benchmarking
Apply benchmarking to solve real industry problems and demonstrate production-level capability.
Careers
Career paths this challenge builds toward
Completing this challenge demonstrates skills that transfer directly to these roles: