Senior Quantitative Risk Analyst
2 weeks ago
At Citi, we are committed to ensuring that our lending portfolios have adequate capital during times of crisis. Our team uses mathematical modeling and cutting-edge technologies to build loss forecasting and stress testing pipelines, which are responsible for calculating risk on some of the largest portfolios in the industry.
We are a diverse group of professionals with backgrounds in Physics, Engineering, and Computer Science. As a Senior Quantitative Risk Analyst, you will work alongside experienced colleagues to further develop your analytical and quantitative skills, building products from the ground up to solve real-life problems and developing a career as a risk model expert.
Key Responsibilities:
- Design and implement a framework for model-driven computations on a graph
- Develop infrastructure APIs for grid computing, data storage, and access
- Implement unit testing, reliability, and quality improvements for our compute pipelines
- Gain expertise in Python, its ecosystem, community, and best practices
- Contribute ideas on improving our model and data platform and help implement them
Requirements:
- Bachelor's or Master's degree in Computer Science/Computer Engineering or related field
- Strong understanding of computing fundamentals: data structures, algorithms, OS, programming languages
- Proficiency in Python and working knowledge of a compiled language like C/C++/Java
- Experience with Numerical libraries (Pandas/Numpy) and data processing
- 2+ years of experience 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 not required
- Experience contributing to Open-Source projects
What We Offer:
- Competitive salary ($140,000 - $180,000 per year)
- Social benefits, including private healthcare, Benefit System, life insurance
- Friendly and diversified environment, appreciating differences in style and perspective
- Great opportunities for learning new technology and tools, online and instructor-led training
- Dynamic and multinational environment
- Influence on task performance, encouraging improvement ideas
- Affinity networks and charity initiatives
Job Family Group: Risk Management
Job Family: Risk Analytics, Modeling, and Validation
Time Type: Full time
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