Model/Analysis/Validation Senior Analyst

Citibank, N.A. seeks a Model/Analysis/Validation Senior Analyst for its Irving, Texas location.

Duties: Maintain and upgrade Non-Modellable Risk Factor (NMRF) shock generation models and execute them within Hadoop ecosystem to meet Fundamental Review of the Trading Book (FRTB) regulatory expectations. Enhance shock generation model functionality using Python built-in libraries and functions and apply parallel processing,  enhance overall processing speed, and avoid memory leaks. Update Risk Factor Eligibility Test (RFET) intermediate and final results to ensure regulatory compliance. Monitor tasks running on Cloud platforms and analyze execution logs enabling timely intervention of any problems and interruptions. Identify job bottlenecks and failures, and optimize job execution and performance. Develop Python codes and Spark SQL queries capable of systematically assessing data integrity and identifying anomalies and inconsistencies. Implement validation rules across diverse tables within a large-scale data environment. Perform basic market risk and quantitative modelling. Develop Python codes and Spark SQL queries to verify big data quality generated by shock generation models. Use Tableau and Matplotlib to develop visualization packages to visualize numerous tables, detect data discrepancies, and correct data issues. Use Linux and Oracle. Design programmatic code and database tables in SQL for efficient data storage and to curtail repetitive querying tasks while enabling swift insertion of new results. Develop Python code and SQL queries for profit and loss calculation and data accuracy verification. Develop code for automatic chart and report generations. Use data visualization techniques to transform large datasets into visually engaging representations of the underlying patterns and trends that support stakeholders’ decision-making process. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master’s degree, or foreign equivalent, in Data Analytics, Computer Science, Statistics, Financial Engineering, Economics, or related field and 2 years of experience as a Database Engineer, Oracle Database Developer, Data Analyst, Data Scientist, or related position involving data analytics, data modeling, and database systems engineering for the financial services industry. Alternatively, employer will accept a Bachelor’s degree in the specified fields and 5 years of the progressive, post-baccalaureate experience in the above positions. Full span of experience must include: Develop code in Python and Spark SQL languages; Utilize SQL databases by creating database schema, developing functional procedures and queries, manipulating data, and generating analytical reports; Cloud platforms to execute large-scale data; Machine learning techniques including Data Retrieval and Transformation, Data Exploration and Analysis, Feature Engineering, Data Filtering and Cleaning, and Joining and Merging Data to design models and enhance data quality; Utilize Linux for Oracle database management, and automated jobs schedule; and Applying financial engineering principles including basic market risk and quantitative modelling skills. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #24804557. EO Employer.

Wage Range:                $140,109 to $140,109

Job Family Group:        Risk Management

Job Family:                  Risk Analysis, Modeling , and Validation

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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