Model/Analysis/Validation Senior Analyst

Model/Analysis/Validation Senior Analyst for Citibank, N.A. (Tampa, Florida): Spprt mrkt rsk analytcs prjcts in mltiple areas, incldng FRTB, CCAR, & LIBOR trnstion. Telecmmtng/hybrd wrk schdule may be prmtted w/in commutble dstnce from wrkste, in accrdnce w/ Citi polcies & prtocols. REQS: Mast dgr or frgn equiv in Maths, Finc, Stats, Engirng (any) or rltd fld & 2 years of exp as Quant Rsk Alyst, Mdl/Validatn/Alysis Anlyst, Adjnct Lectrer, Rsrch Officr or clsely rltd positn invlvng alyzing large & cmplx dta sets. Alt, emplyr will accpt Bach dgr in statd flds & 5 yrs of spcfd progrsve, post-bac exp. Full spn of exp mst incld: Cncptulzng, desgnng & implmntng mathmtcl & statisticl mdls; Tstng & parametrizng mdls aganst measrd dta to assess mdl prfrmnce; Advncd alytics & rsk mdl dvlpmnt to assess potntial outlrs, extrme valus, stalenss & othr dta qualty issus; Comp prgrmmng & databse lngugs, incldng Pythn, Vsual Stdio Cde, Git Hub Coplt, Structrd Qury Lnguge, R, Wndws & Lnx; Rsk mdl dvlpmnt for mrkt rsk, incldng Valu-at-Rsk & Rsk-Wghtd-Assts calcs; Advncd resrch in finncial prdcts & undrstndng regultry reqs to addrss prtflo cnstructn, optmzatn, prfrmnce mngemnt, attributn, proft & loss measrmnt & pricng mdls; & Tchncl wrtng, prsntatn & dcumntn. Salary range: $103,590 to $130,920/yr; 40 hrs/wk. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #26939577. Citi offerings may include discretionary incentive & retention awards for eligible employees. Citi also offers competitive benefits. See citibenefits.com. EO Employer.

recblid rcvmg0ntqnb3mlfltcc26wityegelx