Citi Group AVP Risk Capital Model Analyst Hybrid 

United States, Florida, Tampa 

55320804

Key Responsibilities:

• Develops, enhances, and validates the methods of measuring economic risk capital, for all risk types including market, counterparty credit, wholesale credit, and retail risk.
• Applies quantitative and qualitative data analysis methods using python/SQL to extract, transform, and analyze data for model development and model performance analysis.
• Implement model analytics, model libraries/engine/executables and associated analytical tools, using programming languages such as C++ and Python
• Conduct model performance analysis, implement testing suites, and develop automated tools for model performance and output monitoring.
• Maintain model documents, support requirements from Model Risk Management, and lead the full model development process including model validation and ongoing performance monitoring cycles
• Partner with IT to ensure that Risk Capital enhancements are correctly implemented and integrated in Citi’s Risk and Finance systems, and provide production supports for reporting, business, and other model users.

Qualifications:

• Master’s Degree or higher in STEM or other quantitative fields (Mathematics, Statistics, Physics, and etc.) with 3+ years of experience in quantitative modeling experience in financial industry.
• Experience in analytics/quantitative programming/implementation roles in a financial institution for market risk, wholesale credit risk, or counterparty credit risk, and in-depth understanding to various risk metrics.
• Experienced in model development life-cycle in financial institutions.
• Fewer years of relevant experience may be considered for candidates with higher academic qualifications such as a PhD who exhibit outstanding quantitative and programming skills.
• Proficient in Python or C++/C.
• Strong communicator, self-starter, and team player
• Eagerness & ability to grasp complex analytical or mathematical concepts quickly

Anticipated Posting Close Date: