Senior C++ Developer Job at Citi (Mississauga)

Senior C++ Developer

Citi

Location:
Canada , Mississauga

Category:
IT - Software Development

Contract Type:
Employment contract

Salary:

120800.00 - 170800.00 USD / Year

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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

Additional Information:

Job Posted:
April 23, 2026

Employment Type:

Fulltime

Work Type:

Hybrid work

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