Citibank, N.A. seeks a Model/Analysis/Validation Officer for its New York, New York location.Duties: Develop and contribute enhancements to advanced credit risk capital, stress testing and loss forecasting models for trading book and wholesale credit portfolios. Utilize R, SAS, SQL, C/C++, and Python to perform advanced statistical analysis. Develop or enhance quantitative risk metric models based on mathematical theories to predict credit loss in highly stressed market environment due to obligor defaults. Estimate loss severity and portfolio risk based on simulation. Utilize knowledge pertaining to risk assessment, risk monitoring and risk modeling and techniques to develop, test, document, and enhance our risk capital models. Develop visualization and diagnostic tools for testing model robustness, stability and performance. Research and analyze financial loss data, identify risk drivers, as well as perform reliability analysis to assess quality control of modeling methodology, calibration of model parameters, and soundness of model inputs. Develop and maintain technical documentation for methodologies and applications, including project plans, model descriptions, mathematical derivations, data analysis, production process and quality controls. Support the implementation of analytical tools for reporting functions, as well as the migration of models to the production environment. Improve risk reporting, as well as internal and external regulatory compliance by developing profit and loss attribution analysis tools and sensitivity analysis tools. Actively participate in the analysis and interpretation of model results, incorporating feedback from users as appropriate, and plan for model revisions. Provide timely and accurate responses to business, management and regulators and will participate in discussions relating to model validation, internal and external audits and regulatory reviews. Prepare and deliver training materials, presentations and reports on credit risk analytics for technical and non-technical audiences.Requirements: Requires a Master’s degree (or foreign equivalent) in Financial Engineering, Quantitative Finance, Finance, Mathematics or related field and 3 years of experience as a Risk Analyst, Quantitative Financial Analyst, Application Developer or related position involving risk data extraction and transformation, modeling for risk metrics, validation of risk models, and generating regulatory risk reports in the financial services industry. 3 years of experience must include: Repurchase agreement, security financing transactions, traded loans, over-the-counter derivatives; Financial data analysis, transformation, and manipulation; Risk management and regulatory reporting; MS Office, Zoom; SQL, R. At least 2 years of experience must include: Quantitative Risk Model development and validation; Linux Server, AWS; Git, Vscode, Pycharm, Anaconda; JavaScript, Python, SAS. Salary range: $155,300 to $198,480/yr; 40 hrs/wk. Applicants submit resumes at https://jobs.citi.com/ or by email to Citigroup Recruiting Dept. at [email protected]. Please reference Job ID #23704087. EO Employer.
Minimum Salary: 155,300
Maximum Salary: 198,480
Salary Unit: Yearly
Company : Highmark Health Job Description : JOB SUMMARY This job directly supervises and is responsible for the day to...
Apply For This JobPT CLEANER/ WEEKENDS- near Mt Carmel East Location: Columbus, OH Job Id: 840 # of Openings: 1 Legacy Commercial Cleaning...
Apply For This JobThe Representative performs general clerical functions and other duties as assigned. This position may be assigned to any department, division...
Apply For This JobAdecco is seeking an Administrative Assistant for a local client in Erie, PA. Apply now for instant consideration! Responsibilities for...
Apply For This JobWhen you join our team as a Stocker, you’ll be responsible for stocking, organizing new incoming inventory and safely operating...
Apply For This JobLOCATION 9550 South Western Ave Evergreen Park IL US 60805 Overview If you want an exciting job with one of...
Apply For This Job