Citi Group Quantitative Market Risk Analyst Hybrid 

United States, Texas, Irving 

663994926

• Gain understanding of the current market risk model framework, perform model analysis and model parameters updates as required.
• Develop and enhance the current models and processes according to Model Risk Management Policy requirement.
• Contribute to the new model and process development for FRTB (the future market risk regulatory capital rule).
• Interact with stakeholders in model life cycle, including market risk managers (as model sponsor), front office data provider, technology (for model implementation), and model validation team.Interactionwith regulators may be required.
• Provide support to risk managers and businesses on market risk model related topics.

Qualifications:

• Good quantitative skills with the knowledge and experience of building mathematical models
• Good programming skills in programming language such as Python, Spark, R, C++. Familiarity with Windows and UNIX/Linux operating environment.
• Clear and concise communication skills, both written and verbal
• Self-motivated and detail oriented, capability to handle multiple projects at the same time.
• Prior knowledge of trading book products is a plus.

• Master’s Degrees (Ph.D.’s degree preferred) in a quantitative area (Mathematics, Statistics, Financial Engineering) or computer science with 0-1yrs experience