Software Engineer - Risk

Citigroup Inc.; Mississauga; On-site; CAD 70,000 - 90,000; Full time

Job summary

A global financial services firm in Peel Region, Mississauga, is seeking a software developer for model-driven computations and API development. The role requires a strong background in programming, particularly with Python and C/C++, and experience in software development. Candidates should have at least 3-5 years of relevant experience and a degree in Computer Science or a related field. Competitive salary and benefits offered.

Qualifications

• 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.

Responsibilities

• Design and implement a framework for model driven computations on a graph.
• Build infrastructure APIs for grid computing and data storage.
• Improve the quality of compute pipelines through unit testing.

Skills

Analytical Thinking

Business Acumen

Data Analysis

Programming Languages

Education

Bachelors, Masters or Ph.D. in Computer Science or related field

Tools

Python

C/C++/Java

Pandas

Numpy

Job description

Overview

DART Solutions Engineering (DSE) is an end-to-end product engineering team developing model platforms for Risk. We use graph theory, compilers, parallel computing, and systems engineering techniques to build innovative Risk-as-a-Service (RaaS) platforms for Citi. Our systems are responsible for calculating risk on some of the largest portfolios in the bank.

About the team

We are a diverse group of professionals with backgrounds in Physics, Engineering and Computer Science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. You will build skills in building products from the ground up for solving real life problems and develop 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 our compute pipelines
• Learn about Python, its ecosystem, community and best practices
• Ideas on improving our 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 a requirement
• Experience contributing to Open-Source projects

Job Details

• Time Type : Full time
• Job Family Group : Risk Management
• Job Family : Risk Analytics, Modeling, and Validation

Most Relevant Skills

• Analytical Thinking
• Business Acumen
• Constructive Debate
• Data Analysis
• Escalation Management
• Policy and Procedure
• Policy and Regulation
• Risk Controls and Monitors
• Risk Identification and Assessment
• Statistics

Other Relevant Skills

For complementary skills, please see above and / or contact the recruiter.

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, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and / or apply for a career opportunity review accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.