Job Description

QRL (Quant Risk Libraries) implements risk models to ensure that the bank’s lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. 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.

You will be responsible for:

• Designing and implement a framework for model driven computations on a graph
• Designing and building infrastructure APIs for grid computing, data storage and access
• Unit testing, reliability and improving the quality of our compute pipelines
• Learn about Python, its ecosystem, community and best practices
• Ideas on improving our model and data platform and help implement them

You will need:

• Bachelors or Masters in Computer Science/Computer Engineering or related field
• Strong grasp of computing fundamentals: data structures, algorithms, OS, programming languages.
• Fluency in Python and working knowledge of a compiled language like C/C++/Java
• Exposure to Numerical libraries (Pandas/Numpy) and data processing
• 2+ years developing Python, C or C++ packages and API development
• Ability for abstraction and conceptualization, reasoning about program behavior at different levels of abstraction from hardware to applications.

Nice to have:

• Experience with web services and Flask/Django ecosystem
• Experience with large scale scientific computing and algorithm development
• Long term interest in finance, financial experience is not a requirement.
• Experience contributing to Open-Source projects

In return, we offer:

• Competitive salary & social benefits (e.g. private healthcare care, Benefit System, life insurance)
• Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
• A great environment for learning new technology and tools, online and instructor led training opportunities
• Working in a friendly, dynamic and multinational environment
• Opportunity to have an influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas
• A chance to make a difference with various affinity networks and charity initiatives

Job Family Group:

Risk Management

Job Family:

Model Development and Analytics

Time Type:

Full time

Primary Location Full Time Salary Range:

$88,240.00 - $132,360.00

Most Relevant Skills

Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.

Other Relevant Skills

Laws and Regulations, Management Reporting, Policy and Procedure, Referral and Escalation, Risk Controls and Monitors, Risk Identification and Assessment, Risk Remediation.

Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

This job opening is for an existing job vacancy.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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