Senior Python Lead: AI-Driven Risk Model Automation

Citi; New York (NY); On-site; USD 142,000 - 213,000; Full time

Benefits offered by this job

Medical, dental & vision coverage

401(k)

Life, disability insurance

Wellness programs

Paid time off

Job summary

Citi is seeking a Senior Python Developer within Risk Technology in New York to drive a multi-year AI-enabled automation initiative across the quantitative model lifecycle, covering market and credit risk models.

The role is hands-on, focusing on building tooling for automated model testing, documentation, data analysis, and lifecycle management, with collaboration across quants, validators, and data engineers.

Responsibilities

• Design, develop, and maintain Python-based services, pipelines, and tools supporting automation of the quantitative model lifecycle across market risk and credit risk model families.
• Build and operate automated testing and validation frameworks for quantitative models, including test orchestration, result capture, benchmarking, and reporting.
• Develop data analysis and reconciliation tooling over large-scale risk datasets, ensuring data quality, lineage, and traceability across risk platforms.
• Contribute to model lifecycle management tooling: model inventory, workflow orchestration, approvals, periodic reviews, and audit-ready evidence generation.
• Implement AI/ML components within the model workflow, including LLM-based automation for model documentation generation and updating, intelligent data quality checks, and workflow assistance.
• Integrate AI tooling into a controlled, auditable, production-grade environment, with appropriate testing, monitoring, and governance controls.
• Stay current with developments in applied AI/ML and evaluate their applicability to risk technology use cases.
• Work within a cross-functional agile team alongside quants, validators, data engineers, and program management.
• Promote engineering best practices: code quality, testing, CI/CD, documentation, and secure, scalable design.
• Mentor junior developers and contribute to technical design reviews.

Job description

Citi is seeking a Senior Python Developer within Risk Technology in New York to drive a multi-year AI-enabled automation initiative across the quantitative model lifecycle, covering market and credit risk models.

The role is hands-on, focusing on building tooling for automated model testing, documentation, data analysis, and lifecycle management, with collaboration across quants, validators, and data engineers.