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DART Solutions Engineering (DSE) is a full-stack product team focusing on developing platforms for Risk and analytical applications. We use mathematical modeling and the latest technologies to build loss forecasting, stress testing pipelines, and other Risk applications for the firm. Our systems are responsible for calculating risk on some of the largest portfolios in Citi.
Job Responsibility:
Design and implement the end to end model library and analytics platform
Work with the leadership to formulate the product vision for the model libraries and platforms
Design and enforce software engineering standards for Citi's Stress Testing Libraries
Design the quality and testing standards for the model libraries and ensure that the software development process follows the standards
Set performance standards for model libraries and create reference implementations to showcase those standards
Socialize the library engineering standards across the Risk and Technology organization
Actively lead the engineering talent sourcing and development initiatives
Requirements:
10+ years experience in software engineering and design
Demonstrated experience in building complex quantitative software platforms
At least 5+ years of experience of leading a quantitative software team
Strong skills in engaging with stakeholders and leading product conversations
Ability to interact and communicate effectively with senior leaders
Strong track record in assessing and managing competing priorities
Ability to effectively present complex technical ideas and manage relationships
Experience with large scale scientific computing and algorithm development
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 strong knowledge of a compiled language like C/C++/Java
Exposure to Numerical libraries (Pandas/Numpy) and data processing
Ability to conceptualize and reason about program behavior at different levels of abstraction from hardware to applications
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