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 graphDesigning and building infrastructure APIs for grid computing, data storage and accessUnit testing, reliability and improving the quality of our compute pipelinesLearn about Python, its ecosystem, community and best practicesIdeas on improving our model and data platform and help implement themYou will need:Bachelors or Masters in Computer Science/Computer Engineering or related fieldStrong grasp of computing fundamentals: data structures, algorithms, OS, programming languages.Fluency in Python and working knowledge of a compiled language like C/C++/JavaExposure to Numerical libraries (Pandas/Numpy) and data processing2+ years developing Python, C or C++ packages and API developmentAbility 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 ecosystemExperience with large scale scientific computing and algorithm developmentLong term interest in finance, financial experience is not a requirement.Experience contributing to Open-Source projectsCiti is an Equal Opportunities Employer------------------------------------------------------Job Family Group:Risk Management------------------------------------------------------Job Family:Risk Analytics, Modeling, and Validation------------------------------------------------------Time Type:Full time------------------------------------------------------Primary Location:New York New York United States------------------------------------------------------Primary Location Full Time Salary Range:$176,720.00 - $265,080.00In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.------------------------------------------------------Anticipated Posting Close Date:May 17, 2024------------------------------------------------------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 reviewAccessibility at Citi.View the "EEO is the Law" poster. View theEEO is the Law Supplement .View theEEO Policy Statement .View thePay Transparency Posting
