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 build skills in building products from the ground up for solving real life problems and develop a career as a risk model expert. 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 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 ~ 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 projects Competitive salary & social benefits (e.g. private healthcare care, Benefit System, life insurance) A great environment for learning new technology and tools, online and instructor led training opportunities A chance to make a difference with various affinity networks and charity initiatives Risk Management Full time Primary Location Full Time Salary Range $Data Analysis Policy Risk Management Lifecycle. Policy and Procedure Risk Controls and Monitors Risk Identification and Assessment Risk Remediation. Automated Processing and AI We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Citi is an equal chance employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. 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 Citi’s EEO Policy Statement and the Know Your Rights poster. #

📌 Scientific Software Developer (Canada)
🏢 Citi
📍 Canada