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Citibank, N.A. seeks a Model/Anlys/Valid Sr Analyst for its Tampa, FL location. Duties: Develop, enhance, and validate methods of measuring and analyzing risk, for all risk types including market, credit and operational. Develop, validate and strategize uses of scoring models and scoring model related policies. Conduct statistical analysis for risk related projects and data modeling/validation. Apply quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL) to extract, transform and analyze data and Visual Basic programming language. Prepare statistical and non-statistical data exploration, validate data, identify data quality issues. Conduct data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues. Analyze and interpret data reports, make recommendations addressing business needs. Use Predictive modeling methods, optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences. Create formal documentation using statistical vocabulary. Generate statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results. Validate assumptions, escalate identified risks and sensitive areas in methodology and process. Automate data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.
Job Responsibility:
Develop, enhance, and validate methods of measuring and analyzing risk, for all risk types including market, credit and operational
Develop, validate and strategize uses of scoring models and scoring model related policies
Conduct statistical analysis for risk related projects and data modeling/validation
Apply quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL) to extract, transform and analyze data and Visual Basic programming language
Prepare statistical and non-statistical data exploration, validate data, identify data quality issues
Conduct data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues
Analyze and interpret data reports, make recommendations addressing business needs
Use Predictive modeling methods, optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences
Create formal documentation using statistical vocabulary
Generate statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results
Validate assumptions, escalate identified risks and sensitive areas in methodology and process
Automate data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations
Requirements:
Bachelor’s degree, or foreign equivalent in Financial Engineering or a related field, and five (5) years of experience in the job offered or in a related quantitative occupation conducting statistical analysis
Five (5) years of experience must include: Building, maintaining, and analyzing financial models using Python and R for risk and portfolio management purposes
Identifying, measuring, and supporting financial risks, investment opportunities and constructing portfolios
Understanding derivative markets and applying derivatives to manage financial risks
Modeling financial data using stochastic processes such as Brownian motion, Poisson processes, and Markov processes and applying concepts like Ito’s Lemma and risk-neutral pricing to develop quantitative models for risk measurement
and Applying probability distributions, Central Limit Theorem, Law of Large Numbers, and hypothesis testing to develop and analyze risk models for rigorous financial analysis
In the alternative, employer will accept a Master’s degree and three (3) years of experience
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