Model/anlys/valid Sr Analyst

Citibank, N.A.

Tampa, Florida, United States
Base: $103,500.00 to $130,920.00; bonus/equity: di...
Hybrid
Python and r for financial modeling
Stochastic process modeling expertise
Derivatives market knowledge
Citibank, N.A. is seeking a Model/Anlys/Valid Senior Analyst in Tampa, Florida, to develop, validate, and enhance risk measurement methodologies across various risk types. The role requires extensive experience in statistical analysis, financial modeling, and data science, with a focus on risk management

Job Summary

  • The role involves developing and validating complex risk models for market, credit, and operational risks using advanced statistical methods.
  • Candidates must possess five years of experience building financial models in Python and R or a Master's degree with three years of experience.
  • Citi offers competitive benefits including medical coverage, 401(k), and paid time off packages alongside a salary range of $103,500.00 to $130,920.00.

Matching Summary

Match Score: 85

Citibank, N.A. is seeking a Model/Anlys/Valid Senior Analyst in Tampa, Florida, to develop, validate, and enhance risk measurement methodologies across various risk types. The role requires extensive experience in statistical analysis, financial modeling, and data science, with a focus on risk management.

Salary

Base: $103,500.00 to $130,920.00; Bonus/Equity: Discretionary and formulaic incentive awards available; Benefits: Medical, dental, vision, 401(k), life insurance, wellness programs, and paid time off

Skills & Requirements

Must-have

  • Python and R for financial modeling
  • Stochastic process modeling expertise
  • Derivatives market knowledge
  • SAS and SQL data extraction
  • Statistical hypothesis testing

Nice-to-have

  • Visual Basic programming skills
  • Experience with predictive modeling
  • Ability to present to non-technical audiences
  • Data mining capabilities
  • Hybrid work schedule flexibility

Key Requirements

  • Bachelor's degree in Financial Engineering or related field
  • Five years of experience in quantitative risk analysis
  • Master's degree with three years of relevant experience
  • Proficiency in stochastic processes like Brownian motion
  • Understanding of derivative markets and risk-neutral pricing

Work Rights

Not specified

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