Risk & Analytics Products (RAP) is a full-stack product team focusing on developing platforms for Risk and analytical applications. We use mathematical modeling and the latest technologies to build loss forecasting, stress testing pipelines, and other Risk applications for the firm. Our systems are responsible for calculating risk on some of the largest portfolios in Citi.
We are a diverse group of professionals with backgrounds in Physics, Engineering and Computer Science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. You will build skills in building products from the ground up for solving real life problems and develop a career as a risk model expert.
Key Responsibilities:
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Implement models using sound numerical and computational techniques
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Develop methodologies, algorithms and diagnostic tools for testing model stability and performance.
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Engage business risk managers, clients, and other partners to present the model, technology platform and tools.
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Participant in the analysis and interpretation of model results, incorporate partners’ feedback as appropriate into the implementations.
Qualifications:
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Ph.D or a Master’s degree in quantitative field e.g. physics, engineering, mathematics, statistics, etc.
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3+ years working full time as a Quant Developer
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Solid programming skills and experience modeling techniques and numerical implementations.
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Fluency in Python, Linux, Numerical libraries and data processing experience.
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Experience in numerical and quantitative methods, monte carlo simulations and analyzing large and complex data sets.
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Interest in developing a career in finance, financial experience is not a requirement.
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Job Family Group:
Risk Management
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Job Family:
Risk Analytics, Modeling, and Validation
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Time Type:
Full time
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Primary Location:
New York New York United States
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Primary Location Salary Range:
$105,510.00 - $206,420.00
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Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review [Accessibility at Citi](https://www.citigroup.com/citi/accessibility/application- accessibility.htm).
View the " EEO is the Law" poster. View the EEO is the Law Supplement.
View the EEO Policy Statement.
View the [Pay Transparency Posting](https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay- transp_%20English_formattedESQA508c.pdf)
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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.