Quantitative Sr. Lead Analyst, Citi

Citi

Location:
United States, Tampa

Category:
Finance

Contract Type:
Employment contract

Salary:

185000.00 USD / Year

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Job Description:

Citibank, N.A. seeks a Model/Analysis/Validation Senior Officer to develop quantitative risk models, perform analysis, and ensure regulatory compliance using advanced mathematical and programming expertise.

Job Responsibility:

Develop, validate, and review essential market risk models to measure and manage risks of the trading book
Improve the model development process and recalibrate model parameters to align with the changing needs of the business
Develop, enhance, maintain, and document the mathematical and quantitative risk models across multiple asset classes and interpret model output into actionable business insights
Develop, implement, and enhance methodologies, algorithms and diagnostic tools for testing model robustness, stability, reliability, performance, and quality control of modelling data
Work with market risk management, trading, and IT teams on model implementation and enhancement
Facilitate and coordinate model implementation across different lines of business and geographical regions while adhering to different regulatory requirements
Perform quantitative analysis on models developed in response to inquiries from external regulatory bodies and internal business units
Perform stress testing in response to CCAR and internal risk management requirements
Ensure compliance to regulatory requirements, including Basel II, II.5, and III
Develop and use Python, C++, R, SQL for constructing risk models and accessing databases
Leverage Windows/Linux language commands to conduct analytics.

Requirements:

Master’s degree or foreign equivalent in Analytics, Statistics, Engineering (any) or related field and 2 years of experience as a Quantitative Risk Analyst, Model/Analysis/Validation Senior Analyst or related position involving quantitative financial modelling for a global bank
Alternatively, a Bachelor’s degree or foreign equivalent in the stated fields and 5 years of the specified progressive, post-baccalaureate experience
Mathematical and Statistical theories and modelling
Python, C++, R, SQL
Windows/Linux language commands
Basel market risk framework and CCAR regulatory stress testing
Derivatives pricing theory
Risk model development, implementation, and maintenance
Quantitative analysis and enhancement of models
Quantitative Financial Modeling

What we offer:

Medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages including vacation, sick leave, and paid holidays
discretionary and formulaic incentive and retention awards

Additional Information:

Job Posted:
July 24, 2025

Expiration:
September 09, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Quantitative Sr. Lead Analyst

Citi

Location:United States, Tampa

Category:Finance

Contract Type:Employment contract