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Citigroup Model Analysis Counterparty Risk Analytics Sr. Analyst, AVP (Hybrid) in Tampa, Florida

  • The Model Analysis Sr. Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Involved in coaching and training of new recruits

  • Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.

  • Responsibilities:

  • Bachelor’s/University degree or equivalent experience. Master or higher degree is strongly preferred

  • Works on critical deliverables for Citi's counterparty credit risk model applications to regulators (FRB/OCC/SEC/PRA/BaFin/CEB) and for CCAR/ICAAP

  • Perform data quality control on historical market data and calibrates model input parameters (covariance matrices) for regulatory capital calculation for all IMM legal entities (US Consolidated Book, CBNA, CGML, CET, etc.)

  • Enhance data quality control mechanism to meet high standards set by the various regulators, especially Germany regulator BaFin

  • Conducts statistical analysis for risk related projects and data modeling/validation.

  • Prepares statistical and non-statistical data exploration, validate data, identify data quality issues.

  • Conducts data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues.

  • Analyzes and interprets data reports, make recommendations addressing business needs.

  • Uses Predictive modeling methods, Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences; write formal documentation using statistical vocabulary.

  • Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results.

  • Validates assumptions; escalate identified risks and sensitive areas in methodology and process.

  • Automates data extraction and data pre-processing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations.

  • Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency. Qualifications:

  • 2+ years experience

  • Good programming skill and data analysis capability are highly recommended.

  • Experience of one or more of the following is an advantage but not essential: derivative pricing and exotic products; risk management practices and procedures; numerical methods; Monte Carlo simulations; statistical hypotheses testing.

  • Consistently demonstrates clear and concise written and verbal communication skills.

  • Self-motivated and detail oriented.

  • Demonstrated project management and organizational skills and capability to handle multiple projects at one time. Education:

  • Minimum of Master’s degree in a quantitative field (physics, mathematics, statistics, financial engineering, computer science, etc.) with 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

Job Family Group:

Risk Management

Job Family:

Risk Analytics, Modeling, and Validation

Time Type:

Full time

Primary Location:

Tampa Florida United States

Primary Location Salary Range:

$84,410.00 - $126,620.00

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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .

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View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf)

Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.