Citi Group Model/Anlys/Valid Officer 

United States, Florida, Tampa 

742646061

Requirements: Master’s degree, or foreign equivalent, in Econometrics, Statistics, Mathematics, Finance, Applied Science, Engineering, or a related field, and two (2) years of experience in the job offered or in a related occupation. Must possess two (2) years of experience with all of the following: Coding with Python, C++, and R in Linux/Windows environments, including software development collaboration technologies Git and Bitbucket; Developing credit loss models and pricing models using regression analysis and forward curve models applied to large-scale portfolios; Calculating credit metrics and measures including Value-at-Risk (VaR) and Expected Shortfall; Utilizing knowledge of GAAP accounting treatments and fixed income securities, including structured products and associated collateral; Testing model assumptions and sensitivity of credit risk models to macroeconomic risk drivers; and Analyzing and visualizing model results using Python, expert-level Excel skills, and visualization tools including Tableau for reporting and senior management discussion purposes.40 hrs./wk. Applicants submit resumes at . Please reference Job ID #24725007. EO Employer.

Wage Range: $147,084.00 to $150,601.08

Anticipated Posting Close Date:

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