Vice President of Software Engineering Greater Toronto, Canada Area

The Company is seeking a VP - Software Engineer to join their Quant Risk Libraries (QRL) team. The QRL team is dedicated to implementing risk models that ensure the adequacy of capital in lending portfolios during times of crisis. This role involves the use of mathematical modeling and cutting-edge technologies to develop loss forecasting and stress testing pipelines. The successful candidate will be part of a diverse group of professionals with backgrounds in physics, engineering, and computer science, and will have the opportunity to work on some of the largest portfolios in the industry. Key responsibilities for the VP - Software Engineer include designing and implementing a framework for model-driven computations on a graph, building infrastructure APIs for grid computing, and data storage and access. The role also requires a focus on unit testing, reliability, and the continuous improvement of compute pipelines. The ideal candidate will have a Bachelor's, Master's, or Ph.D. in computer science, computer engineering, or a related field, with at least 3-5 years of professional software development experience. Proficiency in Python and a compiled language such as C, C++, or Java is essential, along with a strong grasp of computing fundamentals and exposure to numerical libraries. Experience with web services, large-scale scientific computing, and a long-term interest in finance are considered advantageous.

Hiring Company

Citi