Citi

Market Risk Senior Analyst

Citi(28 days ago)

HybridFull TimeSenior$60,438 - $102,913Risk Management
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About this role

An experienced risk analyst role within Citi’s Model Development and Analytics team focused on model maintenance and implementation for global and EMEA market risk analytics. The position sits at the intersection of technology, risk management, business and governance and involves working with multiple Citigroup legal entities. The role offers exposure to senior management and requires strong communication and stakeholder engagement.

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Required Skills

  • Python
  • SQL
  • Bash
  • Perl
  • Risk Modelling
  • Monte Carlo
  • Covariance Matrices
  • PCA
  • CAPM
  • VaR Backtesting

+5 more

Qualifications

  • Postgraduate Degree in Quantitative Field
  • PhD (Optional)
Citi

About Citi

citi.com

Citibank offers multiple banking services that help you find the right credit cards, open a bank account for checking, & savings, or apply for mortgage & personal loans.

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