2 months ago
Mumbai, IndiaSenior
Responsibilities
- Build and enhance risk analytics tools, dashboards, and reporting capabilities supporting Citi’s global stress testing program.
- Design and develop clean, high-performance Python implementations of financial risk models.
- Lead AI-driven development initiatives from prototype through stakeholder review using large language models and AI-assisted tooling.
- Integrate 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 stress testing platform components.
- Gather stakeholder feedback and refine prototypes and delivered tools to meet business and analytical needs.
Requirements
- Master’s degree in Mathematics, Engineering, Computer Science, or another quantitative discipline.
- At least five years of professional software engineering experience, with Python as the primary language.
- Demonstrated ability to write clean, high-performance, idiomatic, and maintainable production Python code.
- Applied experience using advanced AI tools and large language models such as Gemini or Claude for data and risk analytics solutions.
- Strong analytical and problem-solving skills with familiarity with financial markets, financial instruments, and risk management methodologies.
- Experience with AI-powered development tools such as GitHub Copilot is beneficial.
- Familiarity with stress testing frameworks or quantitative risk modeling in a financial institution is beneficial.
- Experience managing user acceptance testing and coordinating production releases for analytics or model-driven systems is beneficial.
Benefits
- Hybrid working model with three days in the office and two days remotely.
- Learning and development resources supporting growth as a software engineer and quantitative practitioner.
- Exposure to global risk management programs and international financial risk practices.
- Opportunity to apply emerging AI technologies to financial services risk challenges.
- Full-time role based in Mumbai.
Tech Stack
Categories
About Citi
Citi is a public financial-services company offering consumer and institutional banking, credit cards, wealth management, treasury and trade solutions, and capital-markets services. It serves individuals, corporations, financial institutions, and governments in more than 160 countries and jurisdictions, earning interest and fee income from lending, payments, trading, and advisory. Founded in 1812 and headquartered in New York, it trades on the NYSE under the ticker C.