Quantitative Developer, AVP (Hybrid)

Citi is looking for a Quantitative Developer to build and advance Python-based risk analytics tools and dashboards that sit at the heart of a global stress testing programme. In this role, you will combine deep software engineering expertise with hands-on AI development to deliver solutions that directly inform how Citi measures and manages financial risk at scale. This is an opportunity to work on technically complex, high-impact problems within a collaborative team in Mumbai. ## Responsibilities * 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. ## Required qualifications & skills * Master's degree in a quantitative discipline such as Mathematics, Engineering, or Computer Science. * 5 or more years of professional software engineering experience with Python as the primary language, ideally gained within the financial services industry. * Demonstrated ability to write clean, high-performance, and idiomatic Python code that is maintainable in a production environment. * Applied experience using advanced AI tools and large language models such as Gemini or Claude to design and deliver data and risk analytics solutions. * Strong analytical and problem-solving skills, with familiarity across financial markets, financial instruments, and risk management methodologies. ## Beneficial skills & qualifications * Proficiency with AI-powered development tools such as GitHub Copilot to accelerate code generation, debugging, and performance optimization. * Familiarity with stress testing frameworks or quantitative risk modelling within a financial institution. * Experience managing UAT processes and coordinating production releases for analytics or model-driven systems. ## What we offer At Citi, you will work on technically demanding problems that have real consequences for how a global financial institution manages risk. You will be part of a team that values engineering quality, analytical rigour, and the practical application of emerging AI technologies. * Hybrid working model with 3 days in the office and 2 days working remotely, giving you flexibility alongside meaningful in-person collaboration. * Access to learning and development resources that support your growth as both a software engineer and a quantitative practitioner. * Exposure to global risk management programmes, giving you visibility into how financial risk is assessed and managed at an international scale. * The opportunity to work at the forefront of AI adoption in financial services, applying cutting-edge tools to solve real analytical challenges. * A performance-driven environment where your technical contributions directly shape the quality and capability of critical risk infrastructure. Apply now to bring your Python and AI development expertise to a role where your work directly strengthens how Citi understands and manages financial risk globally. #LI-VR2 \------------------------------------------------------ ## Job Family Group: Risk Management \------------------------------------------------------ ## Job Family: Enterprise Risk \------------------------------------------------------ ## Time Type: Full time \------------------------------------------------------ ## Most Relevant Skills Analytical Thinking, Controls Lifecycle, Credible Challenge, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle. \------------------------------------------------------ ## Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. \------------------------------------------------------ Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. 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. View Citi’s EEO Policy Statement and the Know Your Rights poster.