Model/Anlys/Valid Sr Analyst

Citigroup

Tampa, Florida, United States
Base: $103,500.00 to $130,920.00; bonus/equity: di...
Hybrid
Python and r for financial modeling
Stochastic processes and ito's lemma
Sas, sql, and visual basic programming
Citigroup is seeking a Model/Analyst/Validation Senior Analyst to join its Tampa, Florida team. This hybrid position involves developing, enhancing, and validating risk measurement methods, utilizing statistical analysis, and programming skills to support financial risk management

Job Summary

  • This role involves developing, enhancing, and validating methods for measuring and analyzing market, credit, and operational risks.
  • Candidates will apply advanced quantitative techniques including stochastic processes like Brownian motion and Markov processes to build robust financial models.
  • The position offers a hybrid work schedule in Tampa, Florida, along with competitive benefits including medical coverage, 401(k), and paid time off.

Matching Summary

Match Score: 85

Citigroup is seeking a Model/Analyst/Validation Senior Analyst to join its Tampa, Florida team. This hybrid position involves developing, enhancing, and validating risk measurement methods, utilizing statistical analysis, and programming skills to support financial 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

Skills & Requirements

Must-have

  • Python and R for financial modeling
  • Stochastic processes and Ito's Lemma
  • SAS, SQL, and Visual Basic programming
  • Derivatives markets and risk-neutral pricing
  • Statistical hypothesis testing and probability distributions

Nice-to-have

  • Experience with predictive modeling methods
  • Ability to present results to non-technical audiences
  • Data mining and data quality validation skills
  • Strong documentation and reporting capabilities

Key Requirements

  • Bachelor's degree in Financial Engineering or related field
  • Five years of experience in quantitative statistical analysis
  • Master's degree accepted in lieu of five years experience
  • Experience building financial models using Python and R

Work Rights

Not specified

Tailored Resume

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