Citi Group AVP Quantitative Risk Analyst Hybrid 

United States, Texas, Irving 

101813075

Job description AVP (RRA Irving Texas US)

• With oversight/guidance from senior staff, research, analyze, coding and document wholesale credit risk models for model development, annual model review and model’s ongoing performance assessment.
• Provide Ad Hoc Wholesale portfolio analysis and conduct deep research on selected risk related topics guided by the team lead.
• Work with Citi Risk to define the analytical scope and provide case studies.
• Conduct data analysis and document preliminary findings through data exploration.
• Prepare model development document, model performance metrics and perform default analysis, rating migration analysis, impact analysis, root cause analysis and statistical analysis.
• Provide comprehensive interpretations, explanations, and conclusions based on a set of analytic results.
• Work with industry specific experts and incorporate industry knowledge into analytical work.
• Execute consistent with Model Risk Management heightened standards.
• Assist others in designated tasks in response to regulatory and internal risk management requirements.

Qualifications

• Master’s degree in Statistics, Finance or another quantitative field (Mathematics, Engineering, Computer Science, Econometrics, Economics, etc.) is required. Advanced degree (PhD) is advantageous, as is exceptional academic record (rewards, recognition, etc.),
• Other qualifications such as Financial Risk Manager (FRM), Chartered Financial Analysts (CFA), Certificate in Quantitative Finance (CQF), etc. are advantageous
• Demonstrable interest in applying sophisticated mathematical/analytical techniques to solve real-world problems—especially in banking, finance, or risk management—is required.
• Experience or knowledge of one or more of the following topics is highly advantageous but not essential: derivative pricing, risk management practices, numerical methods including Monte Carlo simulation, statistical hypothesis testing, banking- or trading-book products, accounting and corporate finance, credit risk modelling, market risk modelling, counterparty risk modelling, risk capital modelling, stress testing.

Skills

• Solid programming skills, with experience of statistical/data analysis techniques and numerical implementations and some familiarity of modern software development tools, is required. Specific experience in Python, SAS, R, using statistical packages and regression models, C/C++, UNIX, databases, and version control systems is particularly advantageous.
• Good written and verbal communication skills, with ability to synthesize complex technical information and explain it clearly, is required.

Personal traits

• Highly motivated, with ability to work both independently and collaboratively.
• Highly responsible with good sense of timelines.
• Organized with good records management skills.
• Logical and thoughtful approach to work, with ability to perform well under pressure to meet tight deadlines.
• Giving careful attention to detail, with capability to deliver high quality results.
• Potential to build trusted relationships confidently.

Experience Required for AVP (C12)

• 2 to 6 years’ quantitative analytical experience preferred. Other experience in financial institutes considered.
• Sound theoretical knowledge and some practical experience.
• Fewer years’ experience considered with advanced degrees.

Anticipated Posting Close Date:

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