Skip to main content

Careers

COVID-19:

The health and safety of our colleagues and candidates for employment are our highest priority. Accordingly, Citi continues to monitor the COVID-19 situation closely. We have implemented precautionary measures across our firm globally, including conducting all candidate interviews virtually on a temporary basis until further notice where needed.

Model/Anlys/Valid Sr Analyst, AVP- Market Risk Analytics

Job Req ID 22588937 Location(s) New York, New York; Tampa, Florida Job Category Risk Management
Apply Now

Excited to grow your career?

We value our talented employees, and whenever possible strive to help one of our associates grow professionally before recruiting new talent to our open positions. If you think the open position you see is right for you, we encourage you to apply!

Our people make all the difference in our success.

--------------------------------------------------------------

About Citi

Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.

Citi’s Mission and Value Proposition  explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients’ and the public’s trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

Responsibilities:

  • 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 requirements

Qualifications:

  • A post-graduate degree (master’s or above) in a field with solid quantitative background, such as applied mathematics, statistics, computer science, physics or engineering.
  • 2-3 years relevant experience. Candidates with less than two years of relevant experience will be considered if they have additional academic and/or professional credentials such as a PhD, a second Master’s degree, or a CFA designation
  • Strong technical skills, proficiency in a computational language such as Python or R is required; familiarity with SQL and UNIX is a plus;
  • Experience with analyzing large and complex data sets;
  • Good verbal and written communication skills

-------------------------------------------------

Job Family Group:

Risk Management

-------------------------------------------------

Job Family:

Risk Analytics, Modeling, and Validation

------------------------------------------------------

Time Type:

Full time

------------------------------------------------------

Primary Location:

New York New York United States

------------------------------------------------------

Primary Location Salary Range:

$105,510.00 - $158,270.00

------------------------------------------------------

Citi is an equal opportunity and affirmative action employer.

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.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting

-----------------------------

Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.

Apply Now
  • Join our team
    of 220,000+
    strong diverse employees

  • Socially minded employees volunteering in communities across 90 countries

  • Meaningful career opportunities thanks to a physical presence in over 95 markets

We foster a culture that embraces all individuals and encourages diverse perspectives, where you can make an impact and grow your career. At Citi, we value colleagues that demonstrate high professional standards, a strong sense of integrity and generosity, intellectual curiosity, and rigor. We recognize the importance of owning your career, with the commitment that if you do, we promise to meet you more than half way.

Saved Jobs

You have no saved jobs

Previously Viewed Jobs

You have no viewed jobs