Lead Engineer: High-Performance Risk Calculations

Citi is seeking a Lead Engineer to architect and build the next-generation high-performance risk calculation engine. You will own the core C++ framework for historical VaR, expected shortfall, and stress testing, handling petabytes of data with extreme speed and accuracy.

Based in Jersey City, hybrid work, you will lead a team of developers, collaborate with quantitative analysts, and ensure regulatory and internal reporting timelines are met.