Quantitative Risk Modeler

2 weeks ago


Tampa, Florida, United States Citigroup Inc Full time

Job Summary:

Citigroup Inc. is seeking a highly skilled Quantitative Risk Modeler to join its team in Tampa, FL. As a key member of the risk management department, you will be responsible for developing and enhancing quantitative models for risk capital and stress testing covering wholesale banking book products.

Key Responsibilities:

  • Develop and enhance quantitative models for risk capital and stress testing
  • Enhance the firm's concentration risk capital measurement approach
  • Implement wholesale risk capital model libraries and associated analytical tools
  • Manage code in IT recommended code management system
  • Support end-to-end model related work, including data sourcing, model development documentation, and model implementation in IT system

Requirements:

  • Masters degree in Mathematics, Statistics, Finance, Economics, or a related quantitative field
  • Two years of experience in the job offered or a related occupation in the financial services industry
  • Utilizing quantitative financial modeling, including Monte Carlo Simulation, numerical methods, statistical and regression modeling
  • Working with credit risk, market risk, and financial products
  • Utilizing programming languages such as Python, SQL, and C++

What We Offer:

Citigroup Inc. offers a competitive salary range of $138,178 to $152,238.77, as well as a comprehensive benefits package, including medical, dental, and vision coverage, 401(k), life, accident, and disability insurance, and wellness programs.

How to Apply:

Applicants should submit their resumes to the provided link, referencing Job ID #. Citi is an equal opportunity and affirmative action employer, committed to diversity and inclusion.



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