Software Engineer, Vice President

Citigroup; Mississauga; On-site; CAD 138,000 - 230,000; Full time

Job summary

Citigroup's Quant Risk Libraries team in Canada seeks a software professional to advance risk model development. You will design a framework for model driven computations on a graph, and build infrastructure APIs for grid computing, data storage and access.

You will also perform unit tests to improve reliability, learn Python and its ecosystem, and propose improvements to the model and data platform. The role requires 3–5 years of software development, strong Python skills and knowledge of

Qualifications

• Bachelor's/Master's/PhD in CS/CE or related field.
• 3–5 years of professional software development experience.
• 2+ years Python, C, or C++ API development.
• Fluency in Python; working knowledge of C/C++/Java.
• Experience with Pandas/Numpy and data processing.

Responsibilities

• Design a framework for model driven computations on a graph.
• Design and build infrastructure APIs for grid computing, data storage and access.
• Unit testing, reliability and improve compute pipelines.
• Learn Python ecosystem and best practices.
• Propose improvements to the model and data platform.

Skills

Analytical Thinking

Credible Challenge

Data Analysis

Governance

Policy

Procedure

Regulation

Risk Management Lifecycle

Education

Bachelors/Masters/PhD in CS/CE or related field

Tools

Python

C

C++

Pandas

Numpy

Job description

QRL (Quant Risk Libraries) implements risk models to ensure that the bank's lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi.

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: Model Development and Analytics

Time Type: Full time

Primary Location Full Time Salary Range: $111,600.00 - $161,600.00

Most Relevant Skills Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.

Other Relevant Skills

Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

This job opening is for an existing job vacancy.

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