Citi · 22 hours ago
Interest Rate Risk Banking Book Model Sr Analyst - AVP
NC-CHARLOTTE (BALLANTYNE)
Full-time
Hybrid
Mid, Senior Level
$90K/yr - $135K/yr
5+ years expCiti is a global bank that provides various financial services. They are seeking a Senior Analyst to develop and validate methods for measuring and analyzing risk across multiple domains, including market, credit, and operational risk.
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
Conducts statistical analysis for risk related projects and data modeling/validation
Applies quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL) to extract, transform and analyze data and Visual Basic programming language
Prepares statistical and non-statistical data exploration, validate data, identify data quality issues
Conducts data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues
Analyzes and interprets data reports, make recommendations addressing business needs
Uses Predictive modeling methods, Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences; create formal documentation using statistical vocabulary
Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results
Validates assumptions; escalate identified risks and sensitive areas in methodology and process
Automates data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations
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
5-8 years' experience with 2 years' experience in IRRBB
Knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or application risk scoring
Proficient in Microsoft Office with an emphasis on MS Excel
Consistently demonstrates clear and concise written and verbal communication skills
Self-motivated and detail oriented
Demonstrated project management and organizational skills and capability to handle multiple projects at one time
Bachelor's/University degree or equivalent experience
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
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
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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