Quant Developer VP (hybrid)

QRL RAP (Quant Risk Analytics Products Libraries) at Citi implements risk models to ensure the bank's lending portfolios maintain adequate capital during crisis periods. The team utilizes mathematical modeling and cutting-edge technologies to build loss forecasting and stress testing pipelines, managing risk calculations for some of Citi's largest portfolios.

The role sits within a diverse group of professionals with backgrounds in Physics, Engineering, and Computer Science. As a Quant Developer VP, you'll work alongside experienced colleagues to enhance your analytical and quantitative skills while building products from the ground up to solve real-world problems. This position offers an opportunity to develop your career as a risk model expert.

The role combines technical expertise in Python and Linux with quantitative skills in numerical methods and Monte Carlo simulations. You'll be responsible for implementing sophisticated risk models, developing testing methodologies, and engaging with business stakeholders. The position requires strong analytical thinking, business acumen, and risk management capabilities.

Working in a hybrid arrangement in Tampa, Florida, you'll be part of Citi's risk management team, contributing to critical financial risk assessment and modeling. The compensation package is competitive, ranging from $113,840 to $170,760, along with comprehensive benefits including medical, dental, vision coverage, 401(k), and various insurance options.

This role is ideal for candidates with a strong quantitative background (Ph.D. or Master's) and at least 3 years of relevant experience who want to apply their technical and mathematical skills to real-world financial risk management challenges in a global banking environment.