Capital Markets Latin America Credit jobs at Citi Group in United States, New York, New York
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New York
New York
35 jobs found
21.04.2025
CG
Citi Group Counterparty Credit Risk Developer - AVP NEW YORK United States, New York, New York
Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries. Supporting and improving CI/CD (build, testing and release management). Contributing to the codebase to optimize...
Develop a UAT strategy for testing high priority CCR deliverables. Create UAT test plans to ensure technology deliverables meet the business requirement. Conduct impact analysis for all changes prior to...
Identify key market risk within Markets’ trading inventory with consideration of key market themes and environments through data analysis. Communicate results daily with head of IBR and trading heads. Help...
The role will be particularly focused on analytical aspects related to risk mitigants i.e. the simulation of margin requirement under different type of security agreements and the effect of different...
Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries. Supporting and improving CI/CD (build, testing and release management) of the credit risk application. Contributing...
5+ years of experience. Strong Working knowledge of fixed income products and valuation. Bachelor’s degree. Strong Power Point, Excel and communication skills. Ability to manage multiple projects independently and develop...
First Line Non-Trading Market Risk Management: analyzes, measures and defines management frameworks and policies for non-trading interest rate, foreign exchange, equity, credit spread and commodity risks. Funds Transfer Pricing (FTP):...
Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries. Supporting and improving CI/CD (build, testing and release management). Contributing to the codebase to optimize...
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