Associate Vice President, Software Engineer Greater Toronto, Canada Area

The Company is seeking an Associate Vice President, 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 risk-calculating systems in the industry. Key responsibilities for this position 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 should have a Bachelor's or Master's degree in computer science, computer engineering, or a related field, with a strong grasp of computing fundamentals and fluency in Python. Experience in developing Python, C, or C++ packages, and API development is essential, with a preference for those who have exposure to numerical libraries and data processing. The role offers the opportunity to learn about Python's ecosystem and best practices, as well as to contribute ideas for the enhancement of the model and data platform.

Hiring Company

Citi