Base: $134,000 to $180,218; bonus/equity: discreti...
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Market risk model development
Python r sql programming
Frtb ccar icaap analytics
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Citibank, N.A. is seeking a Model/Analysis/Validation Officer for their Tampa, Florida location. The role involves building and validating market risk models to ensure regulatory compliance and enhance model performance.
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Job Summary
The role involves building market risk models to ensure compliance with global regulatory frameworks while providing critical insights into the firm's exposure to market fluctuations.
Candidates will develop methodologies and diagnostic tools including backtesting, sensitivity analysis, and Monte Carlo simulations to assess model robustness.
Citi offers competitive benefits including medical, dental, vision coverage, 401(k), and paid time off packages alongside a salary range of $134,000 to $180,218.
Matching Summary
Match Score: 75
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Citibank, N.A. is seeking a Model/Analysis/Validation Officer for their Tampa, Florida location. The role involves building and validating market risk models to ensure regulatory compliance and enhance model performance.
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Salary
Base: $134,000 to $180,218; Bonus/Equity: Discretionary and formulaic incentive awards available; Benefits: Medical, dental, vision, 401(k), life insurance, wellness programs
Skills & Requirements
Must-have
Market risk model development
Python R SQL programming
FRTB CCAR ICAAP analytics
Backtesting and stress testing
Model validation and limitations analysis
Nice-to-have
Collaboration with internal auditors
Experience with trading products
Technical documentation skills
Key Requirements
Master's degree in Financial Mathematics or related field
4 years experience as Model/Analysis/Validation Officer
Bachelor's degree with 6 years progressively responsible experience
Proficiency in linear/non-linear regression and numerical analysis