| Company Information:
Citi, the leading global financial services company, has some 200 million customer accounts and does business in more than 100 countries, providing consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, and wealth management. Additional information may be found at www.citigroup.com or www.citi.com.
Position Title:
Model/Scoring/Analysis - Analyst 4-12032198
Duties & Responsibilities:
• Research quantitative pricing and risk models for PST (product Stress Testing), counterpart risk and Basel RWA. • Work with multiple credit risk management applications to leverage system functionality 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.
Position Qualifications:
• 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. • Keen interest in banking and finance, especially in the field of Risk Management.
Salary Range:
Benefits:
Web Site:
http://careers.citigroup.com/Careers/
Application Address:
https://citi.taleo.net/careersection/2/jobdetail.ftl
Contact Email:
Application Deadline:
MM/DD/YYYY
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