AVP, Software Engineer (Hybrid)

Description

The team builds risk models that help keep the company's lending portfolios sufficiently capitalised through periods of stress, using mathematical modelling and current technology for loss forecasting and stress testing pipelines.

The team calculates risk for some of the largest portfolios at the company.

The team includes people with backgrounds in physics, engineering and computer science. You would work with experienced colleagues to sharpen your analytical and quantitative skills, build products from the ground up to solve real problems, and grow toward a career as a risk model expert.

Job family group: Risk Management. Job family: Model Development and Analytics. Most relevant skills: analytical thinking, credible challenge, data analysis, governance, policy, procedure and regulation, and the risk management lifecycle. Other relevant skills: laws and regulations, management reporting, policy and procedure, referral and escalation, risk controls and monitors, risk identification and assessment, and risk remediation.

This is an existing vacancy.

Responsibilities

• Design and implement a framework that runs model-driven computations on a graph.
• Design and build infrastructure APIs for grid computing, data storage and data access.
• Write unit tests and improve the reliability and quality of the compute pipelines.
• Learn Python, its ecosystem, its community and its best practices.
• Propose ways to improve the model and data platform, and help build them.

Requirements

• A bachelor's or master's degree in computer science, computer engineering or a related field.
• A solid understanding of computing fundamentals, including data structures, algorithms, operating systems and programming languages.
• Fluency in Python and working knowledge of a compiled language such as C, C++ or Java.
• Exposure to numerical libraries such as Pandas and NumPy, and to data processing.
• At least 2 years of experience developing Python, C or C++ packages and building APIs.
• The ability to abstract and reason about program behaviour at levels from hardware up to applications.
• Experience with web services and the Flask or Django ecosystem.
• Experience with large-scale scientific computing and algorithm development.
• A long-term interest in finance. Prior financial experience is not required.
• Past contributions to open-source projects.

Conditions

Full-time role with a hybrid work model.

Base pay ranges from $88,240.00 to $132,360.00.

AI is used to match candidates' skills to roles, but people conduct, check and make all hiring decisions.

The company is an equal opportunity employer.

Benefits

• Competitive salary and social benefits, including private healthcare, a benefit system and life insurance.
• A diverse, friendly and multinational workplace that values different styles and perspectives.
• Access to online and instructor-led training, with a strong focus on learning new technology and tools.
• Room to shape how you do your work, with improvement ideas welcomed.
• Opportunities to get involved in affinity networks and charity initiatives.