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COVID-19:

The health and safety of our colleagues and candidates for employment are our highest priority. Accordingly, Citi continues to monitor the COVID-19 situation closely. We have implemented precautionary measures across our firm globally, including conducting all candidate interviews virtually on a temporary basis until further notice where needed.

Software Engineer

Job Req ID 22431702 Primary Location New York, New York; Tampa, Florida; Irving, Texas Job Category Risk Management
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QRL (Quant Risk Libraries) implements risk models to ensure that the bank’s lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. 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 project

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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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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 review Accessibility at Citi.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting

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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.

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  • Join our team
    of 220,000+
    strong diverse employees

  • Socially minded employees volunteering in communities across 90 countries

  • Meaningful career opportunities thanks to a physical presence in over 95 markets

We foster a culture that embraces all individuals and encourages diverse perspectives, where you can make an impact and grow your career. At Citi, we value colleagues that demonstrate high professional standards, a strong sense of integrity and generosity, intellectual curiosity, and rigor. We recognize the importance of owning your career, with the commitment that if you do, we promise to meet you more than half way.

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