Model/Analysis/Validation Senior Analyst, Citi

Model/Analysis/Validation Senior Analyst

Citi

Location:
United States, Tampa

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job offer has expired

Job Description:

Citigroup Global Markets Inc. seeks a Model/Analysis/Validation Senior Analyst for its Tampa, Florida location to develop quantitative models, conduct exposure investigations, and facilitate validation and application of models while ensuring compliance with regulatory standards.

Job Responsibility:

Develop and implement quantitative models of Counterparty Credit Risk (CCR)
Simulate stochastic market factor evolution across multiple asset classes
Integrate derivatives pricing libraries
Evaluate counterparty exposure profiles
Conduct ad-hoc exposure investigations
Drive implementation of model enhancements
Maintain and update model documentation
Liaise with Risk Management, Model Risk, Finance and Governance teams
Develop mathematical frameworks
Identify, evaluate, and report changes to models
Produce prototype implementations
Evaluate impact of pricing model changes
Support periodic upgrades of Front Office integration models
Design and assign model testing
Conduct testing and document results

Requirements:

Master’s degree in Quantitative Finance, Mathematics, Applied Mathematics, Statistics, or related
2 years of experience as a Quantitative Analyst, Financial Engineer, Model/Analysis/Validation Senior Analyst, Associate, or related involving financial counterparty credit risk analysis
2 years of experience in Numerical analysis
Partial differential equations
Programming in Python with Pandas and Numpy
Programming in C++
Linux operating system environment
Version control management tools
Parallel computing techniques
Relational data modeling
1 year of experience in Stochastic process applications
Financial Derivatives and their pricing methods
Counterparty Credit Risk (CCR) fundamentals

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
discretionary and formulaic incentive and retention awards

Additional Information:

Job Posted:
May 02, 2025

Expiration:
June 16, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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