10000 Quantitative finance Jobs

The Model/Anlys/Valid Sr Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Involved in coaching and training of new recruits

Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.

Responsibilities:

• Develops, enhances, and validates the loss severity models for Citi's wholesale portfolio.

• Manages model risk across the model life-cycle including model validation, ongoing performance evaluation, and annual model reviews.

• Applies quantitative and qualitative data analysis methods in Python, R, or SAS, using Structured Query Language (SQL) to extract, transform and analyze data.

• Conducts analysis and packages it into detailed technical documentation in accordance with model risk management policy and regulatory guidelines.

• Identifies modeling opportunities that yield measurable improvement.

• Manages stakeholder interaction with model risk management, internal audit, and business counterparts throughout the model life-cycle.

• Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results.

• Validates assumptions; escalates identified risks and sensitive areas in methodology and process.

• Automates data extraction and data preprocessing tasks, performs ad hoc data analyses, designs and maintains complex data manipulation processes, and provides documentation and presentations.

• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

• 5-8 years of experience

• Proficient in Python, R, SAS, or similar software to build and test statistical models

• Experience working with large datasets

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

• Self-motivated and detail oriented

• Excellent problem-solving and communication skills

Education:

Bachelor's, Master's, or Ph.D. in Quantitative Finance, Financial Engineering, Computer Science, or related technical field

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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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Primary Location:

Tampa Florida United States

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Primary Location Full Time Salary Range:

$87,280.00 - $130,920.00

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:

Nov 22, 2024

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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.

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