Physical Climate Risk Model Developer, Vice President

About the role

The Physical Risk Model Developer will be part of the Climate Risk Analytics team within Credit, Climate and Obligor Risk Analytics (CORA) in the Data, Analytics, Reporting, and Technology (DART) organization. This role develops quantitative models and methodologies to assess the impact of physical climate and nature-related risks across Citi's portfolios and operations.

What you'll do

• Develop and implement quantitative models assessing physical climate and nature-related risks , including hazard, exposure, vulnerability
• Build geospatial analytical pipelines to evaluate acute and chronic physical hazards using complex climate, environmental, and asset-level datasets
• Translate scientific, environmental, and physical risk drivers into financial metrics for stress testing, scenario analysis, and portfolio analytics
• Evaluate and integrate external climate, hazard, geospatial, and nature-related datasets/models with internal risk and portfolio data
• Partner with external vendors and internal First Line (1LOD) and Second Line of Defense (2LOD) on the sourcing of hazard, exposure, and vulnerability data

What you need

• 6–10 yrs of experience
• Physics
• SQL
• Python
• Performance testing
• Machine learning
• Linux
• PhD

Good to have

• Learning and development
• Data modelling