Software Engineer, Vice President

Description

The team builds risk models that show whether the bank's lending portfolios hold enough capital in a crisis, using mathematical modeling and current technology to build loss forecasting and stress testing pipelines.

The systems calculate risk for some of the largest portfolios at the company.

The team has people from physics, engineering and computer science. You will learn from senior colleagues, sharpen your analytical and quantitative skills, and build products from the ground up to solve real problems, with a path toward becoming a risk model expert.

Responsibilities

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

Requirements

• Bachelor's, Master's or Ph.D. in Computer Science, Computer Engineering or a related field.
• At least 3-5 years of professional software development experience.
• 2+ years developing Python, C or C++ packages and building APIs.
• A solid grasp of computing fundamentals: data structures, algorithms, operating systems and programming languages.
• Fluency in Python and working knowledge of a compiled language such as C, C++ or Java.
• Experience with numerical libraries (Pandas, NumPy) and data processing.
• The ability to abstract and reason about program behavior at every level, from hardware up to applications.
• Experience with web services and the Flask or Django ecosystem.
• Experience with large-scale scientific computing and algorithm development.
• Experience contributing to open-source projects.
• A long-term interest in finance. Financial experience is not required.
• Most relevant skills: analytical thinking, credible challenge, data analysis, governance, policy, procedure and regulation, and the risk management lifecycle.
• For complementary skills, see the above or contact the recruiter.

Conditions

Full-time role in the Risk Management job family group, Model Development and Analytics job family.

Primary location full-time salary range: $111,600.00 - $161,600.00.

This job opening is for an existing vacancy.

The company uses automated processing, including AI, to match your skills to roles, with your consent for matches to other roles at the company. All hiring decisions are made and checked by people, not by automated decision-making.

The company is an equal opportunity employer.