3 days old

Model Analysis, VP - Counterparty Valuation

Citigroup
New York, NY 10176
The Model/Anlys/Valid Officer is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.


**Responsibilities:**


+ Produces analytics and reporting used to manage counterparty credit risk.

+ Translates requests from the business into modeling, programming and data decisions or conducts research to explain reported results.

+ Develops, enhances, and validates the methods of measuring and analyzing counterparty credit risk.

+ Assists in the development of analytic engines for business product lines.

+ Communicates results to diverse audiences.

+ Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.

+ Participates in teams to solve business problems.

+ Identifies modeling opportunities that yield measurable business results.

+ Contributes to strategic, cross-functional initiatives within the counterparty credit risk organization.


**Qualifications:**


+ Significant experience in a quantitative role in risk management at a financial institution with emphasis on technical skills and financial product knowledge.

+ 3+ years in counterparty credit risk or related quantitative team or 6-10 years experience in finance industry

+ Proficient in Python. Expert knowledge of Microsoft Office with an emphasis on MS Excel/macros

+ Consistently demonstrates clear and concise written and verbal communication skills

+ Self-motivated and detail oriented

+ Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models.


**Education:**


+ Masters or PhD degree in quantitative disciplines such as Math, Physics, Engineering or Finance.


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**Job Family Group:**


Risk Management

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**Job Family:**


Risk Analytics, Modeling, and Validation

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**Time Type:**


Full time

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Citi is an equal opportunity and affirmative action employer.


Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.


Citigroup Inc. and its subsidiaries ("Citi) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review **Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .


View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .


View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .


View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)


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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Categories

Posted: 2022-05-13 Expires: 2022-06-12

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Model Analysis, VP - Counterparty Valuation

Citigroup
New York, NY 10176

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