Quant Developer VP (hybrid)

Citi's QRL RAP (Quant Risk Analytics Products Libraries) team is seeking a Vice President level Quant Developer to join their dynamic group. This role sits at the intersection of quantitative finance and software engineering, implementing critical risk models that ensure the bank's lending portfolios maintain adequate capital during crisis situations.

The position offers an opportunity to work with cutting-edge mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. As part of a diverse team of professionals with backgrounds in Physics, Engineering and Computer Science, you'll be responsible for systems that calculate risk on some of Citi's largest portfolios.

The role combines technical expertise in Python and Linux with deep quantitative skills in numerical methods and Monte Carlo simulations. You'll be working alongside experienced colleagues, further developing your analytical and quantitative skills while building products from the ground up to solve real-world problems.

This is an excellent opportunity for someone with a strong quantitative background (Ph.D. or Master's degree) and at least 3 years of risk management experience who wants to develop their career as a risk model expert. The position offers competitive compensation ($113,840 – $170,760) and comprehensive benefits including medical, dental & vision coverage, 401(k), and various insurance options.

The hybrid work arrangement in Tampa, Florida, provides flexibility while maintaining collaborative opportunities with the team. You'll be part of Citi's risk management organization, specifically working in Risk Analytics, Modeling, and Validation, where you'll have the chance to make a significant impact on the bank's risk assessment capabilities.