Citi Group Model/Analysis/Validation Officer 

United States, Florida, Tampa 

166036694

Requirements: Master’s degree, or foreign equivalent, in Financial Engineering, Applied Mathematics, Statistics, Data Science, or a related quantitative field, and two (2) years of experience in the job offered, or in a related occupation developing and implementing models in the financial services industry. Two (2) years of experience must include: Identifying sources and mitigants of counterparty credit risk (CCR); Integration of exchange-traded STIR and Government Bond futures and options to Monte-Carlo simulation framework for CCR; Integration of OTC FX and Interest Rates derivatives including exotics such as Barrier/Knock-out options and callable swaps in Monte-Carlo simulation framework for CCR; Pricing methods of FX and Interest Rates derivatives, understanding of their risk factors and computational complexity; Application of numerical and statistical analysis for out-of-sample evaluation of predictive models; Development of quantitative libraries and applications in Python and C++ under Linux and Windows; Utilization of Git source control systems in a team development environment; and Application of parallel computing for data and CPU-intensive process scaling. 40 hrs./wk. Applicants submit resumes at . Please reference Job ID #25833256. EO Employer.

Wage Range: $124,200.00 to $124,200.00

Anticipated Posting Close Date:

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