Model/analysis/validation Senior Analyst

Citibank, N.A.

Tampa, Florida, United States
$103,590 to $130,920 py
Hybrid
Market risk analytics
Frtb, ccar, libor transition
Develop market risk models
Support market risk analytics projects in multiple areas, including FRTB, CCAR, and LIBOR transition

Job Summary

  • Support market risk analytics projects in multiple areas, including FRTB, CCAR, and LIBOR transition.
  • Develop market risk models critical for quantifying market risk exposures and calculating regulatory capital.
  • Citi offers competitive employee benefits, including medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.

Matching Summary

Support market risk analytics projects in multiple areas, including FRTB, CCAR, and LIBOR transition.

Salary

$103,590 to $130,920

Skills & Requirements

Must-have

  • market risk analytics
  • FRTB, CCAR, LIBOR transition
  • develop market risk models
  • Python, R, SQL programming
  • Value-at-Risk calculations
  • technical documentation

Nice-to-have

  • collaborate with other teams
  • engage risk managers and businesses
  • resolve production issues

Key Requirements

  • Master's degree or foreign equivalent
  • 2 years of experience
  • Bachelor's degree and 5 years of experience
  • conceptualizing, designing, implementing models
  • testing and parameterizing models
  • advanced analytics and risk model development
  • computer programming and database languages
  • risk model development for market risk
  • advanced research in financial products
  • understanding regulatory requirements
  • technical writing, presentation & documentation

Work Rights

Not specified

Tailored Resume

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