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Citigroup AVP, Quant Developer (Hybrid) in Mississauga, Ontario

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.

Key Responsibilities:

  • 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.

Qualifications:

  • 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.


Job Family Group:

Risk Management


Job Family:

Risk Analytics, Modeling, and Validation


Time Type:

Full time


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) .

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View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo_aa_policy.pdf) .

View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf)

Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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