Senior Quantitative Risk Analyst

2 weeks ago


Mississauga, Ontario, Canada Citi Full time

At Citi, we are committed to ensuring that our lending portfolios have adequate capital during times of crisis. Our team uses mathematical modeling and cutting-edge technologies to build loss forecasting and stress testing pipelines, which are responsible for calculating risk on some of the largest portfolios in the industry.

We are a diverse group of professionals with backgrounds in Physics, Engineering, and Computer Science. As a Senior Quantitative Risk Analyst, you will work alongside experienced colleagues to further develop your analytical and quantitative skills, building products from the ground up to solve real-life problems and developing a career as a risk model expert.

Key Responsibilities:

  • Design and implement a framework for model-driven computations on a graph
  • Develop infrastructure APIs for grid computing, data storage, and access
  • Implement unit testing, reliability, and quality improvements for our compute pipelines
  • Gain expertise in Python, its ecosystem, community, and best practices
  • Contribute ideas on improving our model and data platform and help implement them

Requirements:

  • Bachelor's or Master's degree in Computer Science/Computer Engineering or related field
  • Strong understanding of computing fundamentals: data structures, algorithms, OS, programming languages
  • Proficiency in Python and working knowledge of a compiled language like C/C++/Java
  • Experience with Numerical libraries (Pandas/Numpy) and data processing
  • 2+ years of experience 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 not required
  • Experience contributing to Open-Source projects

What We Offer:

  • Competitive salary ($140,000 - $180,000 per year)
  • Social benefits, including private healthcare, Benefit System, life insurance
  • Friendly and diversified environment, appreciating differences in style and perspective
  • Great opportunities for learning new technology and tools, online and instructor-led training
  • Dynamic and multinational environment
  • Influence on task performance, encouraging improvement ideas
  • Affinity networks and charity initiatives

Job Family Group: Risk Management

Job Family: Risk Analytics, Modeling, and Validation

Time Type: Full time



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