New York, New York
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4d ago
Hi,Position: Quantitative DeveloperLocation: New York City, NYDuration: C2HJob Description: QRL (Quant Risk Libraries) implements risk models to ensure that the banks lending portfolios have adequate capital during a crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi. We are a diverse group of professionals with backgrounds in Physics, E
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Full-time
Depends on Experience














