Senior C++ Developer

Citi • Mississauga, ON

53d

About The Position

Citi's Credit Risk division is seeking a highly skilled and experienced Senior C++ Developer to join our dynamic team focused on credit model development. The successful candidate will play a critical role in designing, developing, and implementing robust and efficient C++ solutions for complex credit risk models. This position offers a challenging opportunity to work with cutting-edge technologies and contribute to the strategic initiatives of a leading global financial institution. This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Requirements

• 6+ years of relevant experience in C++ Development or systems analysis role
• Core C++ Proficiency: Expert-level command of C++, modern C++ idioms, and design patterns. Deep understanding of object-oriented programming (OOP) principles, data structures, and algorithms.
• Proficiency in multi-threading, concurrency, and parallel computing techniques. Experience with performance optimization and low-latency programming.
• Operating Systems: Proficiency in Linux/Unix environments. Experience with Windows development is a plus.
• Credit Risk Models: Solid understanding of various credit risk models (Basel EAD, VaR, stress testing, scenario analysis). Experience in implementing and validating credit risk models
• Quantitative Finance: Strong foundational knowledge in quantitative finance, stochastic calculus, and statistical modeling. Understanding of financial products (e.g., derivatives, fixed income, equities) and their risk characteristics.
• Experience with model calibration, backtesting, and sensitivity analysis.
• Bachelor’s degree/University degree or equivalent experience

Nice To Haves

• Master’s degree preferred

Responsibilities

• Model Development: Design, develop, and implement C++ applications and libraries for quantitative credit risk models for daily risk monitoring and stress testing models.
• Performance Optimization: Optimize existing C++ codebases for performance, scalability, and stability, ensuring efficient execution of computationally intensive models.
• System Architecture: Contribute to the architectural design of credit risk systems, focusing on C++ components, integration patterns, and adherence to best practices.
• Code Review and Quality Assurance: Conduct thorough code reviews, enforce coding standards, and ensure the delivery of high-quality, well-tested, and maintainable software.
• Collaboration: Work closely with quantitative analysts, risk managers, and other technology teams to translate complex mathematical models into production-ready C++ code.
• Documentation: Create comprehensive technical documentation for developed applications, including design specifications, API documentation, and user guides.
• Problem Solving: Analyze and troubleshoot issues in existing credit risk systems, providing timely and effective solutions.
• Technology Adoption: Stay abreast of new C++ features, libraries, and best practices, and evaluate their applicability to credit risk model development.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Number of Employees: 5,001-10,000 employees