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Citi is an American multinational investment bank and financial services corporation headquartered in New York City, NY.
(more about Citi)Quantitative Risk Sr. Officer / SVP
The Model/Anlys/Valid Sr Officer I is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Typically a small number of people within the business that provide the same level of expertise. Excellent communication skills required in order to negotiate internally, often at a senior level. 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. Accountable for significant direct business results or authoritative advice regarding the operations of the business. Necessitates a degree of responsibility over technical strategy. Primarily affects a sub-function. Responsible for handling staff management issues, including resource management and allocation of work within the team/project.
Responsibilities:
- Develops, enhances, and validates the methods of measuring and analyzing market risk models, Also, may develop and strategize uses of FRTB SA and IMA models.
- Develop models and oversee market risk model development, validation, and deployment efforts.
- Advances Market Risk Management methodology and integrate models into business decisions and planning.
- Works with large datasets and complex algorithms to solve data science challenges.
- Leverages big data to develop innovative deployable solutions.
- Help introduce best-in-class, cutting edge Model techniques to drive profitability through innovation.
- Ensures the compliance of development and validation of models with respect to internal and external guidelines.
- Supports the development of training curriculum and standards
- Partners with Risk and Decision Management organizations to understand the source of new data and continue to improve the process of defining, extracting and utilizing the new data
- Interacts with senior levels of management to facilitate understanding of usage of risk models and inform critical decisions.
- Provide leadership and guidance for junior modelers.
Qualifications:
- 5+ years experience
- Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or application risk scoring.
- Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.
- Experience with analytical or data manipulation tools.
- Ability to deliver compelling presentations and influence executive audiences.
- Excellent communicator; ability to engage and inspire team forward.
- Ability to drive innovation via thought leadership while maintaining end-to-end view.
- Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators.
- Experience working in Big data environments; Intellectual curiosity to stay abreast of technological advances.
Education:
- Master degree or equivalent experience, potentially Ph.D degree
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Job Family Group:
Risk Management-------------------------------------------------
Job Family:
Risk Analytics, Modeling, and Validation------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location:
New York New York United States------------------------------------------------------
Primary Location Salary Range:
$170,880.00 - $256,320.00------------------------------------------------------
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.
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