Quantitative Developer
citi
Job Description
- Build and enhance risk analytics tools, dashboards, and reporting capabilities that support a firm-wide stress testing programme used to assess financial resilience across global portfolios.
- Design and develop Python-based implementations of risk models, ensuring clean, high-performance code that meets production standards.
- Lead AI-driven development initiatives from prototype through to stakeholder review, translating analytical requirements into working solutions using large language models and AI-assisted tooling.
- Manage the end-to-end integration of risk models and analytics tools with enterprise IT systems, including user acceptance testing and production releases.
- Develop and maintain Stress Loss Calculator infrastructure and other core components that underpin the stress testing platform.
- Gather and incorporate feedback from key stakeholders to refine prototypes and ensure delivered tools meet business and analytical needs.