9 days old

Quantitative Developer Assistant Vice President

New York, NY 10176
Advance Data Analytics and Services (ADA) Team is a group within Risk Modeling and Analytics (RMA) Organization, responsible for developing libraries, models, and applications centered around the in-house big data platform. The team works closely with Risk technology and the RMA analytical model teams to leverage big-data modelling and solutions to complement the core modelling work. The team applies expertise across data management, cloud architecture and risk analytics to streamline the risk management processes. The initial scope of the work is on FRTB, providing tools and solutions to facilitate validation by model sponsors, reporting, understanding, and what-if analysis. The scope will then be extended across all product areas including RWA, CCAR, CECL/IFRS9.


+ Improve and support architecture and data stores specialized for risk model development (e.g. time series outlier detection and imputation)

+ Applies quantitative and qualitative data analysis methods to extract, transform and analyze data.

+ Collaborate with core modeling and business teams to understand the requirements and translate them into technical implementation

+ Build tool automation, conduct code review and take end-to-end ownership of deployments to production


+ BS/BA in a technical field such as Computer Science or equivalent experience

+ Proficient with at last one of Python, Java, Scala in a Unix/Linux operating system

+ In-depth understanding of large data technologies such as Hadoop distribution (yarn, hdfs, Impala), Spark architecture, Airflow orchestration, data reporting/visualization solutions

+ Strong algorithms and data structure knowledge

+ Self-motivated and detail oriented

+ Excellent interpersonal and communication skills


**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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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.


Posted: 2022-05-13 Expires: 2022-06-12

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Quantitative Developer Assistant Vice President

New York, NY 10176

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