Model/Analysis/Validation Senior Analyst

Model/Analysis/Validation Senior Analyst for Citibank, N.A. (Tampa, Florida) Provide financial derivative trading support. A telecommuting/hybrid work schedule may be permitted w/in a commutable distance from worksite in accordance w/ Citi policies. REQS: Req a Mast deg, or frgn equiv, in Quantitative Finance, Finance Engrng, or rltd fld & 3 yrs of exp performing risk analytics for a global financial srvces firm. Full term of exp must incld: Fin products pricing model validation, incld Equity, Derivatives, & Fixed Income); Using programming languages incld Python, R, SQL, C++; Writing code for model testing, large scale data analysis under various scenarios; Technical writing for model validation & model perf reports preparations; Applying knwl of finance math, stats, Monte Carlo simulation & econometrics in model validation, design testing plans & id model weakness; Using stochastic calculus for options, swaps & other derivatives pricing models; Fixed income sec analysis for bond & mortgage pricing models validation; Machine learning, validating K-Nearest Neighbors (KNN) pricing models; Python Analytical Packages incld Numpy, Pandas, Matplotlib; & Excel add-ins for pricing model data monitoring analysis. Salary range: $99,500 to $130,920/yr; 40 hrs/wk. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #26947143. Citi offerings may include discretionary incentive & retention awards for eligible employees. Citi also offers competitive benefits. See citibenefits.com. EO Employer.
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