Modeling/analysis/validation Senior Analyst jobs at Citi Group in United States, Tampa
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United States
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Tampa
487 jobs found
02.09.2024
CG
Citi Group Modeling/Analysis/Validation Senior Analyst United States, Florida, Tampa
Duties: Perform counterparty risk and market risk model revalidation and ongoing performance analysis of pricing, simulation and Value at Risk or Risk Weighted Assets models on Commodities, Rates, Equities, Credit...
Requirements: Requires a Master’s degree, or foreign equivalent, in Engineering (any), Data Science, Business Analytics, Mathematics, or related quantitative field, and 1 year of experience as a Data Analyst, Business...
Duties: Develop, enhance, and validate methods for measuring and analyzing risk metrics including stress loss usage and risk capital for trading book assets including market and counterparty credit. Manage model...
Conduct complex risk analysis including pre-settlement exposure investigations to determine accuracy of risk calculations, identify variations, and initiate corrective actions. Assist in risk mitigation efforts for a wide range of...
Improve RC model accuracy and reduce model complexity. Refactor the risk capital simulation library to reduce computational demand and runtime. Re-engineer and automate the RC production process to reduce production...
Investigate and identify the appropriate methodology changes required for retail risk capital calculation under the new regulatory environment. Assess and socialize the RC impact with key stakeholders including mode sponsors,...
Helps to define and ongoing management of target data architecture for risk information. Liaises with other Citi risk organizations to identify and maintain appropriate alignment, specifically with Citi Data Standards....
Duties: Perform counterparty risk and market risk model revalidation and ongoing performance analysis of pricing, simulation and Value at Risk or Risk Weighted Assets models on Commodities, Rates, Equities, Credit...
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