AVP, Software Engineer

Posted 2 weeks ago

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About the role

  • Citi risk engineer building Python APIs and model-computation infrastructure. Developing stress-testing pipelines for lending portfolio capital assessment.

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
  • Perform unit testing, improve reliability, and enhance the quality of compute pipelines
  • Learn and apply Python ecosystem, community, and best practices
  • Propose and implement improvements to the model and data platform
  • Develop risk models, loss forecasting, and stress-testing pipelines for lending portfolios

Requirements

  • Bachelor's or Master's in Computer Science, Computer Engineering, or related field
  • Strong grasp of computing fundamentals: data structures, algorithms, operating systems, and programming languages
  • Fluency in Python
  • Working knowledge of a compiled language such as C, C++, or Java
  • Exposure to numerical libraries such as Pandas and NumPy and data processing
  • 2+ years developing Python, C, or C++ packages and API development
  • Ability for abstraction and conceptualization, reasoning about program behavior from hardware to applications
  • Experience with web services and Flask/Django ecosystem (nice to have)
  • Experience with large-scale scientific computing and algorithm development (nice to have)
  • Long-term interest in finance; financial experience is not a requirement
  • Experience contributing to open-source projects (nice to have)

Benefits

  • Competitive salary
  • Social benefits, including private healthcare care, Benefit System, and life insurance
  • Online and instructor-led training opportunities
  • Friendly, dynamic, and multinational working environment
  • Opportunity to influence how tasks are performed and contribute improvement ideas
  • Affinity networks and charity initiatives

Job type

Full Time

Experience level

Lead

Salary

$88,240 - $132,360 per year

Degree requirement

Bachelor's Degree

Tech skills

DjangoFlaskJavaNumpyPandasPythonC++

Location requirements

HybridMississaugaCanada

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