Market Risk Analytics Officer, Citi

Citi

Location:
United States, Irving

Category:
Finance

Contract Type:
Employment contract

Salary:

125760.00 - 188640.00 USD / Year

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Job Description:

The Market Risk Analytics Officer is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. Developed communication and diplomacy skills are required in order to guide, influence and convince others. Provides advice and counsel related to the technology or operations of the business. Responsibilities include supporting market risk analytics projects, developing market risk models, collaborating with other teams, and performing ongoing analysis of models, among others.

Job Responsibility:

Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book, the next generation of market risk regulatory framework) CCAR (Comprehensive Review of Analysis Review), ICCAP (Internal Capital Adequacy Assessment Process), and other stress testing
develop market risk models critical for quantifying the market risk exposures of Citi’s trading book and calculating regulatory capital
collaborate with other teams include Risk IT to implement new models, resolve production issues and enhance existing implementation
calibrate model parameters, perform variance analysis to explain the changes in model output due to parameter updates
perform ongoing analysis of models, including backtesting and profit attribution analysis (PAA)
on a regular basis, engage market risk managers and the businesses on analytics-related matters
develop and maintain technical documentation
support various tasks in response to regulatory and internal risk management requirements

Requirements:

Master’s Degree or equivalent in STEM or other quantitative fields required (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.) with 5+ years of Quantitative experience
fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master’s degree, CPA or CFA
strong technical skills, proficiency in a computational language such as Python or R is required
familiarity with SQL and UNIX is a plus
experience with analyzing large and complex data sets
good verbal and written communication skills

What we offer:

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
planned time off (vacation)
unplanned time off (sick leave)
paid holidays

Additional Information:

Job Posted:
August 19, 2025

Expiration:
August 25, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Market Risk Analytics Officer

Citi

Location:United States, Irving

Category:Finance

Contract Type:Employment contract