Market Risk Analytics Senior Analyst
2 weeks ago
Citigroup Inc. is seeking a highly skilled Market Risk Analytics Senior Analyst to join our team. As a key member of our risk management group, you will play a critical role in supporting market risk analytics projects and developing market risk models.
Key Responsibilities- Support market risk analytics projects in multiple areas, including FRTB, CCAR, and LIBOR transition.
- Develop market risk models critical for quantifying market risk exposures and calculating regulatory capital.
- Collaborate with other teams to implement new models, resolve production issues, and enhance existing implementation.
- Calibrate model parameters, perform variance analysis, and explain changes in model output due to parameter updates.
- Perform ongoing analysis of models, including backtesting and profit attribution analysis.
- Engage market risk managers and businesses on analytics-related matters.
- Develop and maintain technical documentation.
- Support various tasks in response to regulatory and internal risk management 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.
- Strong technical skills, proficiency in a computational language such as Python or R, and familiarity with SQL and UNIX.
- Experience with analyzing large and complex data sets.
- Good verbal and written communication skills.
Citi is a leading global bank with approximately 200 million customer accounts and operations in over 160 countries. We provide a broad range of financial products and services to consumers, corporations, governments, and institutions.
Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
We strive to earn and maintain our clients' and the public's trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve.
Citi is an equal opportunity and affirmative action employer. We welcome applications from diverse candidates and are committed to creating an inclusive work environment.
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