At a Glance
- Tasks: Design and implement frameworks for model-driven computations and build APIs for data processing.
- Company: Join Citi, a leading bank with a diverse and innovative team.
- Benefits: Competitive salary, private healthcare, and opportunities for professional growth.
- Other info: Dynamic, friendly environment with a focus on learning and improvement.
- Why this job: Make a real impact in risk management while developing your analytical skills.
- Qualifications: Bachelor's or Master's in Computer Science; strong Python and programming fundamentals.
The predicted salary is between 24000 - 132360 $ per year.
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 implementing 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
- Learning about Python, its ecosystem, community and best practices
- Generating ideas on improving our model and data platform and helping implement them
You will need:
- Bachelors or Masters in Computer Science/Computer Engineering or related field
- 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
- 2+ years developing Python, C or C++ packages and API development
- 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
In return, we offer:
- Competitive salary & social benefits (e.g. private healthcare care, Benefit System, life insurance)
- Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
- A great environment for learning new technology and tools, online and instructor led training opportunities
- Working in a friendly, dynamic and multinational environment
- Opportunity to have an influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas
- A chance to make a difference with various affinity networks and charity initiatives
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.
AVP, Software Engineer – Hybrid in Mississauga employer: Citi
Citi stands out as an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration within its global technology teams. With a commitment to employee growth, Citi provides access to extensive learning resources and a hybrid working model that promotes work-life balance, ensuring that you can thrive both personally and professionally. Join us to make a meaningful impact in the financial technology sector while enjoying competitive compensation and comprehensive wellbeing support.
