Modeling/Scoring/Analyst Manager


Company:: Citi
Location:: Tampa, FL
Job Type:: Full Time
Category:: Risk Management

Yrs of Exp:: 2+ to 5 years
Posted:: 5/3/2013

Related Jobs

APPLY NOW

Job Description

Citi is today's pre-eminent financial services company and was built to create a highly diversified financial services company that could act as one to deliver solutions to clients throughout the world. With the most diverse array of products and the greatest distribution capacity of any financial firm in the world, our employees manage 200 million customer accounts across six continents in more than 100 countries.

Citigroup Inc. and its subsidiaries ("Citigroup") are equal opportunity employers M/F/D/V and do not discriminate on the basis of any legally protected status or characteristic.

• Research quantitative pricing and risk models for PST (product Stress Testing), counterparty risk and Basel RWA.

• Work with multiple credit risk management applications to leverage system functionalities for PST, EAD, ETE/EPV, etc, to improve model coverage for various services and reduce punitive RWA treatment.

• Interact confidently with other risk management teams, with the front office and with various technology groups to implement improvements to risk models and also support any related production processes.

• Understand Citi's credit risk management systems, data flow, data definition and data requirement for various trading products. Utilize this knowledge to perform various analyses to meet risk managers and business needs.

• Prepare reports and analysis for presentation to senior management and regulators.

• Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, etc.). Master or higher degree is strongly preferred.

• Good programming skill and data analysis capability are essential, especially in Perl, C/C++, VBA and basic database skills in either Oracle or Sybase. Good communication skill is required.

• Experience of one or more of the following is an advantage but not essential: derivative pricing and exotic products; risk management practices and procedures; numerical methods; Monte Carlo simulations; statistical hypotheses testing.

• 2+ years working experience in financial industry.

• Keen interest in banking and finance, especially in the field of Risk Management.

APPLY NOW