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Discover your future at CitiWorking at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact. Job OverviewTeam/Role OverviewThe Counterparty Credit Risk Quant Development Team, a key group within Markets Quantitative Analysis Organization, is responsible for developing cutting-edge analytical models for derivatives risk and exposure calculations Firm-wide. The scope of this demanding role extends from the research into the mathematical derivation of advanced quantitative models, through meticulous coding, rigorous testing, comprehensive documentation for formal validation and approval, and ultimately to delivering these models for seamless incorporation into the Firm's internal and regulatory risk management processes. What you'll do Leading the development and maintenance of in-house C++ and Python model libraries.Pioneering advancements in the quantitative toolbox through the development of new technologies, algorithms, and numerical techniques.Driving significant efficiency improvements and optimization within the analytical libraries.Collaborating extensively with IT teams to integrate complex analytic libraries into production systems.Overseeing the development and maintenance of critical quant infrastructure, databases, and productivity tools.Providing expert support for the build, rigorous testing, and release management of the model libraries.Engaging actively in Regulatory and Governance-based projects, particularly those related to Counterparty Credit Risk (CCR) such as Basel IMM, PFE, CVA, and RWA calculations, across a range of asset classes.Performing in-depth data analysis and producing comprehensive regular re