DART Solutions Engineering (DSE) is an end-to-end product engineering team developing model platforms for Risk. We use graph theory, compilers, parallel computing, and systems engineering techniques to build innovative Risk-as-a-Service (RaaS) platforms for Citi. Our systems are responsible for calculating risk on some of the largest portfolios in the bank.
We are a diverse group of professionals with backgrounds in Physics, Engineering and Computer Science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. 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.
You will be responsible for:
Designing and implement a framework for model driven computations on a graph
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
You will need:
Bachelors, Masters or Ph.D. in Computer Science/Computer Engineering or related field
At least 3-5 years of professional Software Development experience
2+ years developing Python, C or C++ packages and API development
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
Ability for abstraction and conceptualization, reasoning about program behavior at different levels of abstraction from hardware to applications.
Nice to have:
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
