8 days old

Quantitative Developer 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.

**We are seeking a Quantitative Developer at VP level:**

+ Lead the design, development and operation of analytical libraries, models, and applications on a cloud-native data platform.

+ Build and run big data solutions with a focus on performance throughout the architecture and data infrastructure

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

+ Implement a technical strategy to enable the infrastructure to scale to a larger team and to allow robust data sourcing & access

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

**Our ideal candidate is a highly competent professional with 10 years of experience in building complex analytical solution involving a cross section of models:**

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

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

+ Professional experience with large data technologies such as Hadoop distribution (yarn, hdfs, Impala), Spark architecture, Airflow orchestration, data reporting/visualization solutions

+ Strong algorithms and data structure knowledge

+ Good knowledge in financial and risk modeling


**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)** .

View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .

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)


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 Vice President

New York, NY 10176

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