SVP Software Engineer (Risk & Analytics Products )

Risk & Analytics Products (RAP) is a full-stack product team focusing on developing platforms for Risk and analytical applications. We use mathematical modeling and the latest technologies to build loss forecasting, stress testing pipelines, and other Risk applications for the firm. Our systems are responsible for calculating risk on some of the largest portfolios in Citi.

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 or Masters 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

Citi is an Equal Opportunities Employer

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