Citi Group Model/Analysis/Validation Officer 

United States, Texas, Irving 

793330759

Requirements: Master’s degree, or foreign equivalent, in Business Analytics, Economics, Mathematics, Statistics, or a related field, and three (3) years of experience in the job offered or in a related quantitative occupation performing modeling and forecasting activities in the finance industry. Three (3) years of experience must include: Performing quantitative review of mathematical and statistical model documentation and testing results utilizing knowledge of calculus, k-means clustering, linear algebra, probability theory and stochastic calculus, focusing on modeling approach, justification, mathematical and market assumptions, and calibration procedures; Implementing risk models using programming languages including C/C++, Python, R, and MATLAB; Applying quantitative and qualitative data analysis methods including SAS programming, Python, R, and Visual Basic programming language to extract, transform, and analyze data; Automating data visualization, extraction and preprocessing tasks used to perform ad hoc data analyses and design, maintaining complex data manipulation processes, and providing documentation for presentations; and Designing scenarios for stress testing exercises, calibrating shocks to key driver variables for stress testing scenarios, and benchmarking severity of key driver variables against historical recessionary periods using quantitative and statistical methods. 40 hrs./wk. Applicants submit resumes at . Please reference Job ID # 25849910. EO Employer.

Wage Range: $145,300 to $169,119.50/year

Anticipated Posting Close Date: