Citigroup Model/Anlys/Valid Officer - VP in Long Island City, New York
• Minimum of 3 years or equivalent in a quantitative role in risk management at a financial institution with experience in either model development or validation.
• Graduate degree (preferable Ph.D.) in a highly quantitative field (e.g. Mathematics, Statistics, Physics, Economics, Engineering, Finance, etc.).
• Sound knowledge of Calculus, Numerical Analysis, Statistics, and Linear Algebra.
• Good understanding of financial products, risk management, regulatory requirements (e.g. BASEL, CCAR, CECL, IFRS9, ICAAP, etc).
• Statistical modeling and database experience or training in the area of risk management.
• Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models.
• Strong communication and writing skills as the work involves frequent interaction with model developers, risk managers, other stakeholders as well as internal / external audit and regulators.
• Ability to work independently as well as collaborate with colleagues.
• Solid writing skills. Publications in peer-reviewed journals are considered as good evidence.
• Programming skills: SAS, SQL, R, Python, Matlab, C/C++, Java, Oracle.
• Curiosity, diligence, and a healthy skepticism about received wisdom are all desirable.
• Team work and commitment a must
Job Family Group:
Risk Analytics, Modeling, and Validation
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