Enterprise Risk Analytics Specialist

3 weeks ago


Tampa, Florida, United States Citigroup Inc Full time
Job Summary

The Senior Model Developer SVP is a strategic professional responsible for developing, enhancing, and implementing counterparty credit risk (CCR) models. This role requires strong software development experience, particularly with Python and Linux, as well as sound knowledge of statistical modeling concepts and industry best practices.

Key Responsibilities
  • Develops, enhances, and implements CCR models
  • Develops models and oversees model development, validation, and deployment efforts
  • Advances Risk Management methodology and integrates models into business decisions and planning
  • Manages successful annual quantitative and qualitative assessments and submissions
  • Works with large datasets and complex algorithms to solve data science challenges
  • Leverages big data to develop innovative deployable solutions
  • Helps introduce best-in-class, cutting-edge Model techniques to drive profitability through innovation
  • Ensures timely model performance tracking and assists in process automation to improve process/operation efficiencies
  • Ensures compliance of development and validation of models with respect to internal and external guidelines
  • Supports the development of training curriculum and standards
  • Partners with Risk and Decision Management organizations to understand the source of new data and improve the process of defining, extracting, and utilizing new data
  • Interacts with senior levels of management to facilitate understanding of usage of risk models and inform critical decisions
  • Provides leadership and guidance for junior modelers
Qualifications
  • 10+ years of experience
  • Strong software development experience, particularly with Python and Linux
  • Sound knowledge of statistical modeling concepts and industry best practices
  • Experience with econometric and statistical modeling or application risk scoring
  • Excellent quantitative and analytic skills
  • Ability to deliver compelling presentations and influence executive audiences
  • Excellent communication and leadership skills
  • Ability to drive innovation via thought leadership while maintaining an end-to-end view
  • Effective cross-functional project, resource, and stakeholder management
Education

MSc or PhD degree in mathematics, statistics, quant finance, physics, or computer science

Job Family

Risk Management

Job Family Group

Risk Analytics, Modeling, and Validation

Time Type

Full time

Primary Location

Tampa, Florida, United States

Primary Location Full Time Salary Range

$141,212.00 - $212,160.00

Citi offers competitive employee benefits, including medical, dental, and 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.



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