VP Model/Anlys/Valid Officer

    Citigroup Inc.
    Tampa, FL 33601
    Full-time, Part-time
    Refer friends, get paid!

    Job Description



    Requirements:

    • Minimum of 3 years 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. Physics, Mathematics, Statistics, Finance, Economics or Engineering).

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

    • Good understanding of financial products, risk management, Basel/CCAR regulatory requirements.

    • 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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    Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - US

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    Citi is an equal opportunity and affirmative action employer.
    Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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    Posting ID: 555229766Posted: 2020-07-14