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Software Engineer - Risk (Hybrid)

Citi10 days ago
Hybrid
Mississauga, Ontario
Mid Level
full_time

About the role

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.

About Citi

Financial Services
10,000+

Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities.

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