The Model/Anlys/Valid Sr Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow within Market Risk.
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi’s Market and Counterparty Risk Analytics team.
By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
Team/Role Overview
DART is the leading risk modelling and data analytics team in Citi. We use mathematical modelling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis.
We are a diverse group of professionals with backgrounds in physics, engineering, finance, economics, and data science. We work alongside experienced colleagues to further develop our analytical and quantitative skills. Our responsibilities include building models and analytical applications to tackle real-world challenges.
Strong analytical and communication skills are required.
What you will do
- Prepare detailed quantitative modelling and analysis for risk managers and senior management.
- Synthesize and communicate complex risk models and results.
- Conduct statistical analysis, quantitative modelling, and model risk controls.
- Work with Risk Managers, businesses, and tech to design and build models for risk capture and stress testing.
- Research, support, enhance and maintain market risk models; design and develop in-house software for quantitative analysis.
- Develop methodology for quantitative analysis required on various work streams for “Fundamental Review of the Trading Book (FRTB)” implementation within the bank.
What we’ll need from you
- Educated at postgraduate level or equivalent, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, or financial engineering).
- PhD or equivalent degree is preferred although MSc applicants will be considered.
- Knowledge of or interest in finance, markets, risk management. Prior experience not required.
- Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems.
- Excellent oral and written communication, strong project management skills and ability to confidently interact with stakeholders at all levels are required.
- Proficient in Python, SQL, Unix/Linux environment.
What we can offer you
This role provides the opportunity to work in a challenging area of the financial industry with one of the world's leading companies, with exposure to variety of products and techniques. You will solve both technical and practical problems, collaborate with other Risk Quantitative Analysis teams and interact with Risk Management, IT and Front Office stakeholders.
We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.
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Job Family Group:
Risk Management-
Job Family:
Risk Analytics, Modeling, and Validation-
Time Type:
Full time-
Most Relevant Skills
Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.-
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.-
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