Risk Model Senior Analyst Jobs

Market Risk Senior Analyst

This position provides an opportunity for an experienced risk analyst with solid...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

5+ years of experience
experience in one or more of the following fields: quantitative risk modelling, market risk management practices, risk regulations, numerical computation, statistics or data analysis, financial model development, application or validation
strong hands-on IT skills, for example, with Python, SQL, Unix
sound knowledge of statistical modelling concepts and industry best practices
experience with econometric and statistical modelling or application risk scoring
excellent quantitative and analytic skills
ability to derive patterns, trends and insights
experience working in big data environments
intellectual curiosity to stay abreast of technological advances
demonstrated initiative and proactive approach

Job Responsibility

construct covariance matrices for historical periods of stress for various portfolios
identify and address specific needs of Citi legal entities within EMEA region to meet local regulatory expectation in market risk modelling
work with existing market risk models and provide solutions where weaknesses are identified in testing or where new business needs require model enhancements
develop RNIV models to quantify non-standard market risks of complex products
research, support, enhance and maintain market risk models
design and develop in-house software for quantitative analysis
interact confidently with other risk management teams, the front office, technology and control groups
model and explain the behavior of a complex portfolio of vanilla and exotic derivatives with greeks and risk factor simulations
understand differences between regulatory regimes around the globe
perform advanced analytics with hundreds of thousands of risk factor time series

What we offer

private medical care program
life insurance program
pension plan contribution (PPE program)
employee assistance program
paid parental leave program (maternity and paternity leave)
sport card
holidays allowance
sport and team recreation activities
special offers and discounts for employees
access to an array of learning and development resources

Fulltime

Model Validation Senior Analyst

This position is part of the Artificial Intelligence (AI) Review and Challenge G...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

3-6 years' experience in related field
Advanced degree (Master's and above) required in mathematics, statistics, computer science, engineering, data science, AI/ML
Experience/familiarity with AI/ML applications in cybersecurity, chatbot, natural language processing, image/voice recognition, robotic process automation
In-depth technical knowledge of common AI/ML techniques
Strong understanding of risks associated with AI/ML and corresponding mitigants
Ability to collaborate with peers and stakeholders with various background
Ability to effectively explain technical terms to audience with different levels of technical knowledge
Self-motivated and detail oriented
Proficiency in programs such as R and Python and common AI/ML packages

Job Responsibility

Provide independent review and effective challenge on the soundness and fit-for-purpose of AI/ML non-model objects used in Citi
Manage AI/ML risk across all life-cycle activities including initial review, ongoing monitoring, and periodic reviews
Conduct analysis and prepare detailed technical documentation reports sufficient to meet regulatory guidelines and exceed industry standards
Identify weaknesses and limitations of AI/ML objects and inform stakeholders of their risk profile and recommend compensating controls
Communicate results to diverse audiences such as AI/ML object owners and developers and senior management
Manage stakeholder interactions with AI/ML object developers and owners across the review lifecycle
Provide guidance to junior reviewers as and when necessary
Contribute to strategic, cross-functional initiatives within the model risk management organization
Appropriately assess risk when business decisions are made

What we offer

Access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Programs to manage financial well-being and help plan for future
Access to learning and development resources
Generous paid time off packages
Resources and tools to volunteer in communities

Fulltime

Assistant Vice President, ICM Risk Analysis Credit Risk Senior Analyst

ICM Risk Analysis Credit Risk Associates are responsible for a portfolio of inst...

Location

Japan , Tokyo

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor's/University degree or equivalent experience
Financial Services experience including 5-8 years of credit experience in Banking or Credit Risk Management
Well-developed analytical skills with understanding of key financial components
Advanced knowledge of financial statements and GAAP accounting or similar governance
Solid understanding of Credit Policy and procedures
Advanced Microsoft Office (Word, Excel, and PowerPoint) skills
Advanced experience with internal Policies, Standards, Procedures, Templates and financial modeling
Highly effective interpersonal skills with ability to build relationships
Exceptional written and verbal communication skills

Job Responsibility

Assess credit and financial strength of Citi's most complex Large Corporate, Public Sector, and Financial Institutions Clients
Complete Credit Approval Memos (CAMs) and Final Obligor Risk Ratings (FORR)
Continuous monitoring of covered portfolio including industry trends and impacts to key relationships
Review and provide recommendation on risk rating across sector
Partnership with regional and industry stakeholders in credit assessment implementation
Support ICM Risk Analysis Voice of the Employee (VOE) initiatives
Travel (less than 10%)

Fulltime

MRM Qualitative Models Validation Senior Analyst AVP

This position is within the Qualitative Model Validation team, which is part of ...

Location

Canada , Mississauga

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Minimum Bachelor’ degree in Finance or Economics, or quantitative discipline (statistics, quantitative finance, econometrics)
Masters’ degree is preferable
Ideally 5 years of experience / knowledge of Banking, Treasury, Finance / Risk management preferred
Demonstrate excellent partnership and teamwork skills
Ability to clearly and concisely formulate findings in a written form and good verbal communication skills
Good analytic, creative thinking and problem solving abilities
Adept and meticulous at analysis and documentation
Ability to multi-task, work well under pressure and committed to deliver under tight deadlines
Knowledge of financial markets and products
Qualitative or quantitative model risk management experience is a plus

Job Responsibility

Performing independent validation of qualitative models across the firm
Critically reviewing the appropriateness of a Qualitative Model versus alternative quantitative approach
Producing high value models validation reports
Evaluating testing approach and results for individual models
Assessing the ongoing performance monitoring of the models
Contributing to regulatory and internal audit related responses
Collaborating with other teams within Risk and the Business
Assisting with preparing the reports and other meeting materials to MRM senior management
Supporting the process of designing, developing, delivering and maintaining best-in-class qualitative model validation process standards

What we offer

Global Benefits
Best-in-class benefits
Work life balance

Fulltime

New

Senior Insurance Risk Analyst

This is a fantastic role for someone from a quantitative risk background to join...

Location

United Kingdom , London

Salary:

Not provided

The Emerald Group Ltd, Search and Selection

Expiration Date

Until further notice

Requirements

Part-qualified actuary (completion of Core Principles exams preferred) or experience of actuarial work with other relevant professional qualification (e.g. CII)
Experience in insurance risk management, actuarial or capital modelling disciplines

Job Responsibility

Support the Head of Insurance Risk with the periodic validation of the Syndicates Internal Models
Execution of certain validation activities including planning and scoping, conducting validation tests and maintaining the validation findings log
Preparation of the Board and Regulatory Validation Reports and papers for other committees
Support the Head of Insurance Risk and Chief Actuary in the production and submission of the annual Actuarial Function Board Opinions and Regulatory Reports on Technical Provisions, Underwriting Policy, Reinsurance Arrangements and Risk Management in line with the requirements of Solvency II and Lloyd’s Minimum Standards

Fulltime

Credit Portfolio Senior Risk Analyst

The Portfolio Credit Risk Management role oversees portfolio risk management act...

Location

Singapore , Singapore

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

2-5 years relevant experience
Basic understanding of risk management principles
Experience utilizing quantitative methods for stress scenarios
Strong problem-solving capabilities, attention to detail, and a proactive attitude
Ability to remain organized in a fast-paced environment, managing multiple projects
Ability to work under pressure, multi-task and prioritize to meet deadlines
Highly proficient in MS Office – (Excel, Word, PowerPoint)
Proficiency in SAS is preferred
Bachelor's/University degree or equivalent experience

Job Responsibility

Develop and apply quantitative strategies for managing stress scenarios, risk exposures, and loss forecasting
Contribute to the quarterly submissions for IFRS9 provisioning process, work with finance stakeholders to ensure timely submission of the provision numbers
Contribute to the quarterly/annually submissions for Stress Testing, regulatory and non-regulatory (CCAR/ICAAP/IWST) submission for loss forecasting
Manage stress test for the entire credit spectrum across multiple products (retail) and prepare risk management presentations for senior management
Analyze model outputs and relate to portfolio and macroeconomic trends
Utilize Statistical Analysis System (SAS) to perform risk, financial and data analyses including profiling, sampling, reconciliation, and quality testing
Participate in developing, testing, and optimizing statistical risk models, ensuring consistency and regulatory compliance for the purpose of loss forecasting and/or IFRS9 provisioning with Model Developers
Perform Model Monitoring, Validations as per Model Risk Management Guideline
Manage IFRS9 provisioning for the entire credit spectrum across multiple products and prepare risk management presentations for senior management
Appropriately assess provision adequacy safeguarding Citigroup and it's assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency

What we offer

Extensive on-the-job training and exposure to senior leaders
More traditional learning
Opportunity to give back and make a positive impact through volunteerism
Resources to meet unique needs
Empowerment to make healthy decisions and manage financial well-being
Global benefits

Fulltime

Senior Quantitative Risk Analyst

Join Allianz plc as a Senior Quantitative Risk Analyst, where you will play a pi...

Location

Ireland , Dublin

Salary:

Not provided

Allianz

Expiration Date

Until further notice

Requirements

Proven 5+ years of experience in risk management or actuarial roles, with Solvency II experience an advantage
Third level graduate of a relevant Actuarial, Mathematics, Physics or comparable quantitative-technical discipline
Excellent collaborative attitude
A proactive approach to problem-solving and decision-making
Persistent attitude to identify potential to best possible approaches to reflect and model risks
Excellent communication, project management and report writing skills.

Job Responsibility

Steer the delivery and ongoing enhancement of the Financial Recovery Plan
Support and co-ordinate other key risk processes such as the ORSA and annual risk capital plan in collaboration with internal and external stakeholders
Provide advanced contributions to capital management initiatives and the SII steering squad
Further develop the quantitative risk limit framework to effectively mitigate risks in close collaboration with the business
Support adherence to the company’s risk appetite
Conduct scenario analyses and stress testing of key risks in conjunction with the Financial Recovery Plan, ORSA Report and Top Risk Assessments
Calibrate the Allianz plc Internal Model for individual risk types and conduct related model validation activities
Analyse and communicate the movements in risk capital arising from each Closing run under the Internal Model
Develop state-of-the-art solutions for risk management, control, and mitigation.

What we offer

An integral role within a highly respected and international Risk Management team
A supportive environment that values collaboration and innovation
Opportunities for professional growth and development
The chance to make a significant impact on Allianz plc’s risk management strategies
A tailored scope of responsibilities that can be adjusted to fit your strengths and career aspirations.

Fulltime

New

Senior Natural Catastrophe Risk Analyst

The Company's corporate Underwriting Department is looking for an enthusiastic S...

Location

Prague; Paris; Munich

Salary:

Not provided

The Emerald Group Ltd, Search and Selection

Expiration Date

Until further notice

Requirements

University degree in climatology, geology, statistics, mathematics or similar
Fluency in English
Minimum 10 years of experience in a Nat Cat modelling position
Excellent understanding of reinsurance, as relates to Nat Cat risk

Job Responsibility

Drive the enhancement of the Company’s Nat Cat technical landscape (modus operandi, methods, models, guidance, parameters, accumulation and systems)
Assess the materiality of natural perils scenarios in the Company’s reinsurance portfolio, perform targeted quantitative analysis and derive actionable business insights
Steer the validation of Nat Cat vendor models (including implications on the Company’s capital model and interplays with the Company’s group and supervisory authorities)
Provide technical guidance and educational support to underwriters, actuaries and other colleagues on Nat Cat topics

Risk Model Senior Analyst

Citi

Location:
Philippines, Taguig

Category:
Finance

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:
October 28, 2025

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Risk Model Senior Analyst

Citi

Location:Philippines, Taguig

Category:Finance

Contract Type:Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:October 28, 2025

Looking for more opportunities? Search for other job offers that match your skills and interests.

Similar Jobs for Risk Model Senior Analyst

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Location:
Philippines, Taguig

Category:
Finance

Contract Type:
Not provided

Job Posted:
October 28, 2025