Quant Developer VP (hybrid)

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

The role combines quantitative analysis with software development, requiring expertise in both mathematical modeling and programming. You'll join a diverse group of professionals with backgrounds in Physics, Engineering, and Computer Science, working alongside experienced colleagues to develop analytical and quantitative skills.

As a Quant Developer VP, you'll be responsible for implementing complex risk models, developing testing methodologies, and building diagnostic tools. The position offers an opportunity to work on real-world problems at scale, developing solutions that directly impact one of the world's largest financial institutions.

The role offers competitive compensation ($113,840 – $170,760) and comprehensive benefits including medical, dental & vision coverage, 401(k), life insurance, and wellness programs. The hybrid work arrangement provides flexibility while maintaining team collaboration.

This position is ideal for candidates with strong quantitative backgrounds who want to apply their skills to financial risk management while building sophisticated software solutions. The role offers growth opportunities and the chance to develop as a risk model expert while working with cutting-edge technologies and methodologies.