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.
Implement models using sound numerical and computational techniques
Develop methodologies, algorithms and diagnostic tools for testing model stability and performance.
Engage business risk managers, clients, and other partners to present the model, technology platform and tools.
Participant in the analysis and interpretation of model results, incorporate partners’ feedback as appropriate into the implementations.