Quant Developer, Citi

Quant Developer

Citi

Location:

Canada, Mississauga

Category:

Finance

Contract Type:

Not provided

Salary:

Not provided

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Job Description:

RAP (Risk Analytics Products) 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.

Job Responsibility:

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

Requirements:

Ph.D or a Master’s degree in quantitative field e.g. physics, engineering, mathematics, statistics, etc.
Solid programming skills and experience modeling techniques and numerical implementations
Fluency in Python, Linux, Numerical libraries and data processing experience
Experience in numerical and quantitative methods, monte carlo simulations and analyzing large and complex data sets
Interest in developing a career in finance, financial experience is not a requirement

Additional Information:

Job Posted:

March 22, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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