Citi

Model/Analysis/Validation Sr. Analyst

Citi(19 days ago)

HybridFull TimeSenior$103,590 - $130,920Risk Management
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About this role

A Senior Analyst role supporting market risk analytics projects at Citibank, mainly focusing on developing and validating models to quantify trading book risk and comply with regulatory frameworks. The position involves collaboration with IT teams and ongoing model performance analysis.

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Required Skills

  • Python
  • SQL
  • Matlab
  • PDEs
  • Risk Modelling
  • VaR
  • Backtesting
  • Regulatory Compliance
  • Financial Analysis
  • Model Calibration
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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