Citi Group Data Analytics Reporting Technology Vice President- Quantitative Modelling 

United States, Indiana 

200375029

Shape your career with Citi in Dublin. Byjoining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Citi has had a presence in Ireland since 1965, it was one of the first foreign banks to open an office in the country and is the Citibank Europe Plc Headquarters.

We are a diverse group of professionals with backgrounds in physics, engineering, finance, economics, and data science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. Your responsibilities will include building models and analytical applications to tackle real-world challenges, paving the way for a career as a risk management expert and leader.

What you’ll do

• Maintain market risk model approvals from regulators. Conduct analysis for regulatory requests related to market risk models.
• Prepare detailed quantitative modelling and analysis for risk managers and senior management.
• Synthesise and communicate complex risk models and results.
• Conduct statistical analysis, quantitative modelling, and model risk controls.
• Work with risk managers, businesses, and tech to design and build models for risk capture and stress testing.

What we’ll need from you

• Experience in one or more of the following fields: quantitative risk modelling, derivatives pricing, exotic products, market risk management practices, and regulation.
• Postgraduate degree in a quantitative or technical discipline such as computer science, engineering, and quantitative finance.
• PhD degree in quantitative disciplines a plus but not necessary.
• Knowledge of or interest in finance, markets, and risk management.
• Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems.
• Proficient in Python, Java, or Scala in a Unix/Linux environment.

Time Type:

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