We are looking for model risk manager and validator for validating Risk models, which includes Credit Risk, Structured Risk, Operational Risk, Liquidity Risk, Insurance and Pension models for assessing the adequacy of risk capital and estimated losses for regulatory or business requirements.
Our rigorous validations include the technical assessment of adequacy of the modeling data and assumptions, conceptual soundness and mathematical formulation, and model performance, as well as the assessment of using the model for regulatory and business applications. Responsibilities of this position include performing validation tests, discussing findings with internal and external stakeholders, writing validation reports, and managing model risk.
Qualifications:
Minimum of Master’s degree in a quantitative field (physics, mathematics, statistics, finance, economics, computer science, etc.) with 3+ years of relevant experience
Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master’s degree, CPA or CFA
Sound knowledge of Calculus, Numerical Analysis, Statistics, and Linear Algebra.
Strong communication skills both verbal and written.
Knowledge of financial products, pricing methodologies, risk management, Basel/CCAR regulatory requirements.
Ability to work independently as well as collaborate with colleagues.
Solid writing skills. Publications in peer-reviewed journals are considered as good evidence.
Programming skills: C/C++, SAS, R, Python, Matlab, Java, Oracle and SQL.
Curiosity, diligence, and a healthy skepticism about received wisdom are all desirable;
Team work and commitment a must.
——————————————————
Job Family Group:
Risk Management
——————————————————
Job Family:
Risk Analytics, Modeling, and Validation
——————————————————
Time Type:
Full time
——————————————————
Primary Location:
Tampa Florida United States
——————————————————
Primary Location Full Time Salary Range:
$87,280.00 – $130,920.00
In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & 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. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
——————————————————
Anticipated Posting Close Date:
Oct 25, 2024
——————————————————
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.
Citigroup Inc. and its subsidiaries (“Citi”) invite 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.
View the “EEO is the Law” poster. View the EEO is the Law Supplement.
View the EEO Policy Statement.
View the Pay Transparency Posting
Apply now
To help us track our recruitment effort, please indicate in your cover/motivation letter where (jobs-near-me.eu) you saw this job posting.
Environmental and Social Development Specialist Job #: req29825 Organization: IFC Sector: Environment Grade: GF Term…
Job title: Director of Sales & Marketing Company Hotel Eleo at The University of Florida…
GENERAL RESPONSIBILITIES Under direction of the school principal, plan and provide for appropriate learning experiences…
Position Snapshot Business area : Nestlé Canada Job title: Applications Web Developer Intern Location :…
Aperçu du poste Secteur d’activité : Nespresso Titre du poste: Stagiaire en communication de marque…
Who We Are: lululemon is an innovative performance apparel company for yoga, running, training, and…
This website uses cookies.