Quantitative Risk Modeler

3 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 team, you will be responsible for developing and enhancing quantitative models for risk capital and stress testing.

Key Responsibilities

  • Develop and enhance quantitative models for risk capital and stress testing
  • Enhance the firm's concentration risk capital measurement approach
  • Streamline the report of Internal Capital Adequacy Assessment Process (ICAAP)
  • 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 Java

About Citigroup Inc.

Citigroup Inc. is an equal opportunity and affirmative action employer. We are committed to diversity and inclusion in the workplace.



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