Quant Developer VP (hybrid)

Citi's QRL RAP (Quant Risk Analytics Products Libraries) team is seeking a Quant Developer VP to join their dynamic group responsible for implementing risk models for the bank's lending portfolios. This role sits at the intersection of quantitative finance and software engineering, where you'll be working with a diverse team of professionals with backgrounds in Physics, Engineering, and Computer Science.

The position offers an opportunity to work on critical systems that calculate risk for some of Citi's largest portfolios, using mathematical modeling and cutting-edge technologies to build loss forecasting and stress testing pipelines. You'll be implementing sophisticated risk models, developing methodologies and algorithms, and working alongside experienced colleagues to enhance your analytical and quantitative skills.

As a Quant Developer VP, you'll be responsible for building products from the ground up that solve real-life problems in risk management. The role requires a strong background in quantitative disciplines (Ph.D. or Master's degree) combined with solid programming skills, particularly in Python and Linux environments. You'll be working with numerical libraries, handling large datasets, and implementing Monte Carlo simulations.

The position offers a competitive salary range of $113,840 - $170,760, along with comprehensive benefits including medical, dental & vision coverage, 401(k), life insurance, and various wellness programs. The hybrid work arrangement provides flexibility while maintaining collaborative opportunities with the team in Tampa, Florida.

This is an excellent opportunity for someone looking to develop their career as a risk model expert while working on impactful projects at one of the world's leading financial institutions. The role combines technical expertise with business interaction, as you'll be engaging with risk managers, clients, and other partners to present models and technology solutions.