Quantitative Risk Developer

Join Citi's Risk Rating Initiatives group as a Quantitative Risk Developer, where you'll be at the intersection of advanced quantitative analysis and software development. This role combines financial risk modeling with modern software engineering practices, focusing on developing and enhancing in-house methods and analytics for model performance monitoring and automated reporting. You'll work with a global team to adapt to changing regulatory mandates and leverage cutting-edge technologies including machine learning and AI.

The position offers an opportunity to work with enterprise-level risk rating and stress testing models while utilizing object-oriented programming in Python and version control with Git. You'll be responsible for building and maintaining sophisticated analytical frameworks that provide unified solutions for model monitoring and automated data capture, all while working within a highly regulated financial environment.

As part of one of the world's largest financial institutions, you'll enjoy comprehensive benefits including medical care, life insurance, and a pension plan, along with opportunities for international project exposure. The role offers a hybrid work model and competitive compensation including bonus potential. This is an ideal position for someone with a strong quantitative background who wants to apply their programming skills to solve complex financial risk challenges while working with cutting-edge technologies and methodologies.

The role combines technical expertise with business impact, offering the chance to work on systems that directly influence global financial risk management. You'll collaborate with cross-functional teams, translate complex requirements into actionable tasks, and stay current with industry trends and regulatory requirements. This position provides an excellent opportunity for professional growth within a supportive, diverse, and dynamic environment at a leading financial institution.