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 implement a framework for model driven computations on a graphDesigning and building infrastructure APIs for grid computing, data storage and accessUnit testing, reliability and improving the quality of our compute pipelinesLearn about Python, its ecosystem, community and best practicesIdeas on improving our model and data platform and help implement themYou will need:Bachelors, Masters or Ph.D. in Computer Science/Computer Engineering or related fieldAt least 3-5 years of skilled Software Development experience2+ years developing Python, C or C++ packages and API developmentStrong grasp of computing fundamentals: data structures, algorithms, OS, programming languages.Fluency in Python and working knowledge of a compiled language like C/C++/JavaExposure to Numerical libraries (Pandas/Numpy) and data processingAbility for abstraction and conceptualization,



reasoning about program behavior at different levels of abstraction from hardware to applications.Experience with web services and Flask/Django ecosystemExperience with large scale scientific computing and algorithm developmentLong term interest in finance, financial experience is not a requirement.Risk ManagementJob Family: Full timePrimary Location Full Time Salary Range: $Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.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 opportunity 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. #

📌 Vice-President, Software Engineering (Winnipeg)
🏢 Citi
📍 Winnipeg