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Citi · 21 hours ago

Model/Analysis/Validation Senior Analyst

New York, NY

Full-time

Hybrid

Mid, Senior Level

$136K/yr - $175K/yr

2+ years exp

Citi is a global financial services company, and they are seeking a Model/Analysis/Validation Senior Analyst. The role involves partnering in Counterparty Credit Risk Quantitative Development, analyzing risk models, and developing analytical solutions for risk management.

BankingFinanceFinancial Services

H1B Sponsor Likely

Responsibilities

Serve as a strategic business partner in Counterparty Credit Risk Quantitative Development, working closely with the global management teams throughout the Institutional Clients, Global Consumer Bank, and Global Functions groups

Analyze risk and exposure models to derive mathematical and statistical implications and markets scenarios

Add value to the business by researching, analyzing, problem solving, stress testing, assessing risk and developing solutions

Develop analytical models used for derivatives risk and exposure calculations

Conduct research into the mathematical derivation of the model

Develop code, test, and document models for formal validation and approval

Deliver the model for incorporation into the Firm’s internal and regulatory risk management processes

Qualification

Quantitative analysisRisk modelingC++ programmingPython programmingData analysisStatistical analysisModel validationLinux developmentWindows developmentBash scriptingRegulatory reportingQuantitative toolbox development

Required

Master's degree, or foreign equivalent, in Financial Engineering, Mathematics, Statistics, Computer Science, or related field

2 years of experience as a Quantitative Developer, Quantitative Analyst, or related position involving risk and exposure models analysis and development in a global financial services institution

Data gathering and analysis for pricing

Risk and exposure models formulation, testing and validation

Quantitative toolbox development using C++ and Python programming, algorithms, and numerical techniques

Development and maintenance of quantitative infrastructure and databases

Incorporating risk and exposure models development into regulatory risk management processes

Production of regulatory reporting

In-house model library development, optimization and maintenance

Development using Linux and Windows

Bash scripting

Benefits

Medical, dental & vision coverage

401(k)

Life, accident, and disability insurance

Wellness programs

Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Company

Citi

Glassdoor3.8

Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Founded in 1812

San Antonio, Texas, USA

10001+ employees

https://www.citi.com

H1B Sponsorship

Citi has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

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2025 (1386)

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2020 (901)