Software Engineer - Risk (Hybrid)

00416 Citibank Canada; Mississauga; On-site; CAD 80,000 - 100,000; Full time

Job summary

A product engineering team in Mississauga is seeking a software developer skilled in Python and C/C++. You will design frameworks for model computations, develop APIs, and improve system reliability. Relevant experience includes 3-5 years in software development and familiarity with numerical libraries. Join us to innovate in Risk-as-a-Service platforms.

Qualifications

• 3-5 years of professional software development experience.
• Fluency in Python and experience with a compiled language.
• Exposure to numerical libraries and data processing.

Responsibilities

• Design and implement a framework for model-driven computations.
• Develop APIs for grid computing and data access.
• Conduct unit testing and improve compute pipeline quality.

Skills

Python

C/C++

Data Structures

Algorithms

Analytical Thinking

API Development

Education

Bachelor's or Master's in Computer Science/Engineering

Tools

Pandas

NumPy

Flask

Django

Job description

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.

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.

You will be responsible for :

• 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

You will need :

Bachelors, Masters or 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 Family Group : Risk Management

Job Family :

Risk Analytics, Modeling, and Validation

Time Type : Full time

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.