Platform Engineering - Model Risk Implementation Director

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Job Overview

DART Solutions Engineering (DSE) 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.

The Head of Model Implementation and Platform Engineering reports to the Head of DART Solutions Engineering.

Responsibilities:

• Design and implement the end to end model library and analytics platform.
• Work with the leadership to formulate the product vision for the model libraries and platforms.
• Design and enforce software engineering standards for Citi's Stress Testing Libraries.
• Design the quality and testing standards for the model libraries and ensure that the software development process follows the standards
• Set performance standards for model libraries and create reference implementations to showcase those standards
• Socialize the library engineering standards across the Risk and Technology organization.
• Actively lead the engineering talent sourcing and development initiatives.

Qualifications:

• 10+ years experience in software engineering and design
• Demonstrated experience in building complex quantitative software platforms
• At least 5+ years of experience of leading a quantitative software team
• Strong skills in engaging with stakeholders and leading product conversations.
• Ability to interact and communicate effectively with senior leaders
• Strong track record in assessing and managing competing priorities
• Ability to effectively present complex technical ideas and manage relationships.
• Experience with large scale scientific computing and algorithm development

Education:

• 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 strong knowledge of a compiled language like C/C++/Java
• Exposure to Numerical libraries (Pandas/Numpy) and data processing
• Ability to conceptualize and reason about program behavior at different levels of abstraction from hardware to applications.

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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Most Relevant Skills

Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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