Software Engineer - Risk (Hybrid)

Citigroup Inc.; Mississauga; On-site; CAD 80,000 - 110,000; Full time

Job summary

A leading global bank in Mississauga is looking for a Software Engineer in Risk Management. The role involves designing frameworks for model-driven computations, improving compute pipelines, and requires strong knowledge in Python and C/C++. Ideal candidates should possess a degree in Computer Science or a related field and have several years of software development experience. This position is a full-time opportunity that offers a chance to work at the forefront of financial risk analytics.

Qualifications

• 3-5 years of professional software development experience required.
• 2+ years developing Python and C/C++ packages and API development.
• Strong grasp of computing fundamentals: data structures, algorithms, OS.

Responsibilities

• Design and implement a framework for model driven computations.
• Design and build infrastructure APIs for grid computing.
• Unit testing and improving the quality of compute pipelines.

Skills

Analytical Thinking

Data Analysis

Business Acumen

Constructive Debate

Education

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

Tools

Python

C/C++

Flask/Django

Pandas

Numpy

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 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 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.

------------------------------------------------------

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their 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.