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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.

Wholesale Quant Analyst

Job Req ID 22431690 Primary Location New York, New York; Tampa, Florida; Irving, Texas Job Category Risk Management
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QRL (Quant Risk Libraries) implements risk models to ensure that the bank’s lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi.

We are a diverse group of professionals with backgrounds in Physics, Engineering and Computer Science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. You will build skills in building products from the ground up for solving real life problems and develop a career as a risk model expert.

Key Responsibilities:

· Develop methodologies, algorithms, and diagnostic tools to test implementation stability and performance for wholesale credit models such as loss forecast, stress testing, and associated PD/LGD/EAD models.

· Knowledge of implementation for ICAAP/IFRS9/CCAR/CECL methodologies and regulatory reporting.

· Develop and maintain technical documentation including model descriptions, mathematical derivations, implementation framework, and quality controls.

· Perform reliability analysis and quality control of modeling data and model results for credit risk and stress testing models.

· Engage business risk managers, clients, and other partners to present the model, technology platform and tools.

· Participant in the analysis and interpretation of model results, incorporate partners’ feedback as appropriate into the implementations.

Qualifications:

· Bachelors or Masters in a quantitative discipline like financial engineering, economics, mathematics, statistics, etc.

· Basic fluency in Python, R and Linux.

· Experience in data analysis, analytical methods such as regression, machine learning, EDA.

· Experience in handling large and complex data sets, analyzing data reliability, and able to use the data to find answer to business questions.

· Interest in developing a career in finance, especially in the field of Risk Management.

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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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

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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.

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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.

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