This list contains only the countries for which job offers have been published in the selected language (e.g., in the French version, only job offers written in French are displayed, and in the English version, only those in English).
Citigroup Global Markets Inc. seeks a Model/Analysis/Validation Senior Analyst for its New York, New York location. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.
Job Responsibility:
Serve as a strategic business partner in Counterparty Credit Risk Quantitative Development, working closely with the global management teams throughout the Institutional Clients, Global Consumer Bank, and Global Functions groups
Analyze risk and exposure models to derive mathematical and statistical implications and markets scenarios
Add value to the business by researching, analyzing, problem solving, stress testing, assessing risk and developing solutions
Develop analytical models used for derivatives risk and exposure calculations
Conduct research into the mathematical derivation of the model
Develop code, test, and document models for formal validation and approval
Deliver the model for incorporation into the Firm’s internal and regulatory risk management processes
Requirements:
Master’s degree, or foreign equivalent, in Financial Engineering, Mathematics, Statistics, Computer Science, or related field
2 years of experience as a Quantitative Developer, Quantitative Analyst, or related position involving risk and exposure models analysis and development in a global financial services institution
2 years of experience must include: Data gathering and analysis for pricing
Risk and exposure models formulation, testing and validation
Quantitative toolbox development using C++ and Python programming, algorithms, and numerical techniques
Development and maintenance of quantitative infrastructure and databases
Incorporating risk and exposure models development into regulatory risk management processes
Production of regulatory reporting
In-house model library development, optimization and maintenance
Development using Linux and Windows
and Bash scripting
What we offer:
medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
discretionary and formulaic incentive and retention awards
Welcome to CrawlJobs.com – Your Global Job Discovery Platform
At CrawlJobs.com, we simplify finding your next career opportunity by bringing job listings directly to you from all corners of the web. Using cutting-edge AI and web-crawling technologies, we gather and curate job offers from various sources across the globe, ensuring you have access to the most up-to-date job listings in one place.
We use cookies to enhance your experience, analyze traffic, and serve personalized content. By clicking “Accept”, you agree to the use of cookies.