Software Engineer - Risk

Citi; Mississauga; On-site; CAD 80,000 - 100,000; Full time

Job summary

A leading global bank in Mississauga is seeking a Software Engineer to support Risk through model platforms. You will work in a diverse team, leveraging graph theory and programming techniques to enhance risk calculations. The ideal candidate has 3-5 years of software development experience, particularly in Python and C/C++. This role offers opportunities to grow analytical skills and tackle real-world challenges.

Qualifications

• 3-5 years of professional Software Development experience required.
• Experience developing Python, C, or C++ packages and API development.
• Ability to understand computing fundamentals and abstraction.

Responsibilities

• Designing and implementing a model-driven computation framework.
• Building infrastructure APIs for grid computing.
• Improving the quality of compute pipelines.

Skills

Python

C or C++

Data Structures

Algorithms

Graph Theory

Education

Bachelor's, Master's or Ph.D. in Computer Science / Computer Engineering

Tools

Pandas

Numpy

Flask

Django

Job description

Overview

Software Engineer - Risk at Citi. DART Solutions Engineering (DSE) supports Risk with model platforms for Risk. We use graph theory, compilers, parallel computing, and systems engineering techniques to build Risk-as-a-Service (RaaS) platforms for Citi. Our systems calculate risk on some of the largest portfolios in the bank.

You will join a diverse group of professionals and work with experienced colleagues to develop analytical and quantitative skills, building products from the ground up to solve real-life problems and advance a career as a risk model expert.

Responsibilities

• Designing and implement a framework for model driven computations on a graph
• Designing and building infrastructure APIs for grid computing, data storage and access
• Unit testing, reliability and improving the quality of compute pipelines
• Learn about Python, its ecosystem, community and best practices
• Contribute ideas to improve the model and data platform and help implement them

Qualifications

• Bachelors, Masters or Ph.D. in Computer Science / Computer Engineering or related field
• At least 3-5 years of professional Software Development experience
• 2+ years developing Python, C or C++ packages and API development
• Strong grasp of computing fundamentals : data structures, algorithms, OS, programming languages
• Fluency in Python and working knowledge of a compiled language like C / C++ / Java
• Exposure to Numerical libraries (Pandas / Numpy) and data processing
• Ability for abstraction and conceptualization, reasoning about program behavior at different levels of abstraction from hardware to applications

Nice to Have

• Experience with web services and Flask / Django ecosystem
• Experience with large-scale scientific computing and algorithm development
• Long-term interest in finance; financial experience is not required
• Experience contributing to Open-Source projects

Other Details

• Job Family Group : Risk Management
• Job Family : Risk Analytics, Modeling, and Validation
• Time Type : Full time
• Seniority level : Not Applicable
• Employment type : Full-time
• Job function : Engineering and Information Technology
• Industries : Banking, Financial Services, and Investment Banking

Location

Mississauga, Ontario, Canada

EEO and Accessibility

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, veteran status, or any other characteristic protected by law. If you need a reasonable accommodation to use our search tools and / or apply, please view Citi’s Accessibility information and EEO Policy Statement.