AVP, Software Engineer

3 weeks ago

Mississauga, Ontario, Canada Citi Full time

Job Summary

Citi is seeking a highly skilled AVP, Software Engineer to join our Risk Management team. As a Quantitative Risk Modeler, you will be responsible for designing and implementing a framework for model-driven computations on a graph.

Key Responsibilities

  • Design and implement a framework for model-driven computations on a graph
  • Design and build infrastructure APIs for grid computing, data storage, and access
  • Unit test, reliability, and improve 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

Requirements

  • Bachelor's or Master's 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

What 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

Job Family Group: Risk Management

Job Family: Risk Analytics, Modeling, and Validation

Time Type: Full time

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ('Citi') invite all qualified interested applicants to apply for career opportunities. 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 the EEO is the Law poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting


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