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Assistant Vice President, Model/Analysis/Valid Sr. Analyst

https://www.citi.com/ Logo

Citi

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Location:
Philippines , Taguig

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Category:
-

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Contract Type:
Not provided

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Salary:

Not provided

Job Description:

Citi’s Risk Management organization oversees risk-taking activities and assesses risks and issues independently of the front line units. We establish and maintain the enterprise risk management framework that ensures the ability to consistently identify, measure, monitor, control and report material aggregate risks. DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling 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.

Job Responsibility:

  • Prepare detailed quantitative modeling and analysis for risk managers and senior management
  • Synthesize and communicate complex risk models and results
  • Conduct statistical analysis, quantitative modeling, and model risk controls
  • Work with risk managers, businesses, and tech to design and build models for risk capture and stress testing

Requirements:

  • At least 4-5 years of relevant experience in creating, validating and reviewing models
  • Undergraduate degree in a quantitative or technical discipline such as Computer Science, Engineering, Physics, Statistics, Quantitative Finance and the like
  • Master’s degree or higher in quantitative disciplines a plus
  • Knowledge of or interest in finance, markets, risk management
  • Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems
  • Proficient in Python, Java, or Scala in a Unix/Linux environment
  • Candidate must be proficient in PYTHON
What we offer:
  • Access to telehealth options, health advocates, confidential counseling
  • Expanded Paid Parental Leave Policy
  • Resources to manage financial well-being
  • Access to learning and development resources
  • Generous paid time off packages
  • Resources and tools to volunteer in the communities

Additional Information:

Job Posted:
March 22, 2025

Employment Type:
Fulltime
Work Type:
Hybrid work
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