At a Glance
- Tasks: Design and implement frameworks for model-driven computations and build APIs for data access.
- Company: Join Citi, a leading bank with a diverse team of professionals.
- Benefits: Competitive salary, full-time position, and opportunities for career growth.
- Other info: Collaborate with experienced colleagues and develop your analytical skills in a dynamic environment.
- Why this job: Make a real impact in risk management using cutting-edge technologies.
- Qualifications: Bachelor's or higher in Computer Science/Engineering and 3-5 years of software development experience.
The predicted salary is between 60000 - 161600 $ 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, 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.
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.
Software Engineer, Vice President 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.
