Quantitative Risk Modeler

1 month ago

Mississauga, Ontario, Canada Citigroup Inc. Full time
About the Role

We are seeking a highly skilled Quantitative Risk Modeler to join our team at Citigroup Inc. in a full-time capacity. As a key member of our Risk Management team, you will be responsible for designing and implementing a framework for model-driven computations on a graph.

Our team uses mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. 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.

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.
  • Provide 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.
About Us

Citigroup Inc. 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.

We offer a competitive salary and social benefits, a friendly and diversified environment, and opportunities for learning and growth. Join our team and contribute to the success of our organization.

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