Model/Anlys/Valid Officer - VP

Requirements:

•            Minimum of 3 years or equivalent in a quantitative role in risk management at a financial institution with experience in either model development or validation.

•            Graduate degree (preferable Ph.D.) in a highly quantitative field (e.g. Mathematics, Statistics, Physics, Economics, Engineering, Finance, etc.).

•            Sound knowledge of Calculus, Numerical Analysis, Statistics, and Linear Algebra.

•            Good understanding of financial products, risk management, regulatory requirements (e.g. BASEL, CCAR, ICAAP, Operational Risk, Liquidity Risk, etc).

•            Statistical modeling and database experience or training in the area of risk management.

•            Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models.

•            Strong communication and writing skills as the work involves frequent interaction with model developers, risk managers, other stakeholders as well as internal / external audit and regulators.

•            Ability to work independently as well as collaborate with colleagues.

•            Solid writing skills. Publications in peer-reviewed journals are considered as good evidence.

•            Programming skills:  SAS, SQL, R, Python, Matlab, C/C++, Java, Oracle.

•            Curiosity, diligence, and a healthy skepticism about received wisdom are all desirable.

•            Team work and commitment a must

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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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Anticipated Posting Close Date:

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