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Citi Logo Citi · IT - Software Development

Senior C++ Developer

Canada, Mississauga Employment contract 120800.00 - 170800.00 USD / Year · Job Posted April 23, 2026
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Job Description

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.

Job Responsibility

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

Requirements

  • 6+ years of relevant experience in C++ Development or systems analysis role
  • 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
  • Proficiency in Linux/Unix environments
  • Solid understanding of various credit risk models (Basel EAD, VaR, stress testing, scenario analysis)
  • Experience in implementing and validating credit risk models
  • 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 have

  • Experience with Windows development
  • Master’s degree
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