Citi Group Model/Analysis/Validation Senior Analyst 

United States, Florida, Tampa 

18184696

Requirements: Bachelor’s degree, or foreign equivalent, in Mathematics, Statistics, Finance, Computer Science, or other quantitative field, and two (2) years of experience in the job offered or in a related quantitative occupation performing risk analysis and modeling within the financial services industry. Employer will accept a Master’s degree, or foreign equivalent, in an above stated field of study in meeting the Bachelor’s degree requirement. Two (2) years of experience must include: Performing quantitative review of mathematical and statistical model documentation and testing results utilizing knowledge of calculus, Monte-Carlo simulation, linear algebra, probability theory and stochastic calculus, focusing on modeling approach, justification, mathematical and market assumptions, and calibration procedures; Implementing risk and pricing models using programming languages including C/C++, Python, R, and MATLAB; Designing tests using regulatory requirements, performing independent investigation and testing of models, and identifying material limitations; Delivering model validation reports to stakeholders including the business, market risk management, model governance teams, and regulatory agencies; Managing model risk across the complete modeling lifecycle by executing ongoing performance monitoring, annual model review, and revalidation; and Working with risk measures, financial markets, financial institutions, and a broad range of financial products including credit default swaps, options, and swaps. 40 hrs./wk. Applicants submit resumes at . Please reference Job ID #25836010. EO Employer.

Wage Range: $116,153.27 to $125,000/year

Anticipated Posting Close Date:

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