Market Risk Analytics Senior Analyst, AVP

4 weeks ago


Tampa, Florida, United States Citigroup Inc Full time
About the Role

We are seeking a highly skilled Senior Risk Analyst to join our Market Risk Analytics team in Tampa, Florida. As a key member of our team, you will be responsible for supporting market risk analytics projects in multiple areas, including FRTB, CCAR, and LIBOR transition.

Key Responsibilities

Develop market risk models critical for quantifying the market risk exposures of Citigroup's trading book and calculating regulatory capital.
Collaborate with other teams, including 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).
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.

Requirements

A post-graduate degree in a field with a solid quantitative background, such as applied mathematics, statistics, computer science, physics, or engineering.
2-3 years of 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.

What We Offer

Citi offers competitive employee benefits, including medical, dental, and vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. We also offer 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 https://www.citi.com/careers/benefits.

Citi is an Equal Opportunity Employer

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. Citi invites 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.

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

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