AVP, Model/Analysis/Valid Manager (Hybrid)

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here.  At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks.  We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning.  You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Shape your Career with Citi

Citi’s Risk Management organization oversees risk-taking activities and assesses risks and issues independently of the front line units.  We establish and maintain the enterprise risk management framework that ensures the ability to consistently identify, measure, monitor, control and report material aggregate risks.

We’re currently looking for a high caliber professional to join our team as AVP, Model/Analysis/Valid Manager- Hybrid (Internal Job Title:  Model/Anlys/Valid Sr Analyst  - C12) based in Taguig, Philippines.  Being part of our team means that we’ll provide you with the resources to meet your unique needs, empower you to make healthy decision and manage your financial well-being to help plan for your future.  For instance:

• Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.

• We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.

• We empower our employees to manage their financial well-being and help them plan for the future.

• Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.

• We have a variety of programs that help employees balance their work and life, including generous paid time off packages.

• We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world.

In this role, you’re expected to:

• Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book, the next generation of market risk regulatory framework) CCAR (Comprehensive Review of the Trading Book), and LIBOR transition;

• Develop market risk models critical for quantifying the market risk exposures of Citi’s trading book and calculating regulatory capital;

• Collaborate with other teams include Risk IT to implement new models, resolve production issues and enhance existing implementation;

• Calibrate model parameters, perform variance analysis to explain the changes in model output due to parameter updates;

• Perform ongoing analysis of models, including backtesting and profit attribution analysis (PAA);

• On a regular basis, engage market risk managers and the businesses on analytics-related matters;

• Develop and maintain technical documentation;

• Support various tasks in response to regulatory and internal risk management requirement.

​ As a successful candidate, you’d ideally have the following skills and exposure:

• Bachelor’s Degree in STEM or other quantitative fields required (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.)

• With 4+ years of Quantitative experience  

• Plus points for candidates with higher academic qualifications and/or certifications such Master’s Degree, PhD, CFA, FRM, or equivalent.

• Strong technical skills, proficiency in a computational language - Python is required; familiarity with SQL and UNIX is a plus;

• Experience with analyzing large and complex data sets;

• Good verbal and written communication skills

• Must be willing to work in mid shift

Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Take the next step in your career, apply for this role at Citi today

https://jobs.citi.com/dei

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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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