Physical Climate Risk Model Developer, Vice President
Core
Develop quantitative models and methodologies to assess the impact of physical climate and nature-related risks across Citi's portfolios and operations.
Role type
Senior IC quantitative model developer (climate risk)
Builds
Quantitative models, geospatial analytical pipelines, and financial metrics for stress testing and scenario analysis
Domain
Financial services / Climate risk analytics / Geospatial analytics
Deliverable
production ML models
Required skills
Quantitative modeling, Catastrophe (CAT) modeling, Geospatial analytics, Machine learning, Statistical modeling, Python, SQL, Data science
Preferred skills
Bayesian inference, Spatial statistics, Model validation, Technical documentation
Technologies
Python, SQL, Unix/Linux
Responsibilities
Develop and implement quantitative models assessing physical climate and nature-related risks; Build geospatial analytical pipelines to evaluate acute and chronic physical hazards; Translate scientific and physical risk drivers into financial metrics; Leverage big data and machine learning techniques to solve complex data science challenges; Evaluate and integrate external climate, hazard, geospatial, and nature-related datasets/models with internal risk and portfolio data; Write production-grade analytical code and support model implementation in controlled technology environments; Perform model testing, sensitivity analysis, benchmarking, and quantitative assessments; Author technical documentation for model governance, validation, and regulatory requirements.
Seniority
Senior, hands-on IC
