Citi · 16 hours ago
Interest Rate Risk Banking Book Model Sr Officer - SVP
NC-CHARLOTTE (BALLANTYNE)
Full-time
Hybrid
Senior Level, Lead/Staff
$146K/yr - $219K/yr
10+ years expCiti is a leading global bank, and they are seeking a Senior Officer for Interest Rate Risk Banking Book Model. The role involves developing and validating risk measurement methods, managing model development, and ensuring compliance with internal and external guidelines while overseeing a team of junior modelers.
BankingFinanceFinancial Services
Responsibilities
Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models and scoring model related policies
Develop models and oversee model development, validation, and deployment efforts
Advances Risk Management methodology and integrate models into business decisions and planning
Manage successful annual quantitative and qualitative assessments and submissions
Works with large datasets and complex algorithms to solve data science challenges
Leverages big data to develop innovative deployable solutions
Help introduce best-in-class, cutting edge Model techniques to drive profitability through innovation
Ensures timely model performance tracking, and assist in process automation to drastically improve process/operation efficiencies (where possible) that will enable the business to make rapid decisions against market condition changes
Ensures the compliance of development and validation of models with respect to internal and external guidelines
Supports the development of training curriculum and standards
Partners with Risk and Decision Management organizations to understand the source of new data and continue to improve the process of defining, extracting and utilizing the new data
Interacts with senior levels of management to facilitate understanding of usage of risk models and inform critical decisions
Provide leadership and guidance for junior modelers
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency
Qualification
Required
10+ years experience with 6 plus years of experience in IRRBB
Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or application risk scoring
Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis
Experience with analytical or data manipulation tools (e.g. SAS, SQL, R, C Programming in UNIX) Proficient with MS Office suite
Ability to deliver compelling presentations and influence executive audiences
Excellent communicator; ability to engage and inspire team forward
Ability to drive innovation via thought leadership while maintaining end-to-end view
Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators
Experience working in Big data environments; Intellectual curiosity to stay abreast of technological advances
Bachelor's/University degree or equivalent experience, potentially Masters degree
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
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
10001+ employees
H1B Sponsorship
Citi has a track record of offering H1B sponsorships. Please note that this does not
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reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
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Trends of Total Sponsorships
2025 (1386)
2024 (849)
2023 (1375)
2022 (1117)
2021 (876)
2020 (901)
Funding
Current Stage
Late StageLeadership Team
James Monahan
Managing Director / Global Head of Asset Servicing
Naveed Sultan
Managing Director, Chairman, Institutional Clients Group
Recent News
2026-01-20
2026-01-15
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