Citi Group Model/Anlys/Valid Officer 

United States, New York, New York 

932797322

Requirements: Master’s degree, or foreign equivalent, in Financial Engineering, Applied Mathematics, Statistics, Data Science, or a related field, and two (2) years of experience in the job offered or in a related quantitative occupation developing and implementing models within the financial industry. Two (2) years of experience must include: Modeling sources and mitigants of Counterparty Credit Risk; Working with financial derivatives and pricing methods to recognize their risk factors and evaluate their risk profiles and pricing performance characteristics; Utilizing Numerical Methods and applying Statistical Analysis to design counterparty risk simulation models and to evaluate their out-of-sample performance; Using Python and C++ to write efficient and clean production-grade code and working with source control management systems to contribute such code into quantitative libraries developed jointly; and Working with parallel computing techniques to design scalable CPU-intensive applications for numerical and statistical analysis on enterprise-scale volume of financial transactions. Employer will accept pre- or post- Master’s degree experience. 40 hrs./wk. Applicants submit resumes at . Please reference Job ID# 25834275. EO Employer.

Wage Range: $142,500.00 to $142,500.00

Anticipated Posting Close Date:

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