Citibank N.A.
Tampa, FL
Model/Analysis/Validation Officer for Citibank, N.A. (Tampa, FL) Build market risk models for regulatory capital calculation & stress testing to ensure compliance w/ global regulatory frameworks, providing insights into firm's exposure to mrkt fluctuations. A telecommuting/hybrid work sched may be permitted w/in a commutable distance from the worksite in accordance w/ Citi policies. Reqs Masters or foreign equiv in Financl Math, Math, Stats or related & 4 yrs exp as Model/Anlysis/Validatn Officr, Model/Anlysis/Validatn Sr Analyst, Model/Anlysis/Validatn Intermed Anlyst or related position developing tools for measuring financl models to ensure reliability, accuracy & stability of quant models used in risk mgmt. Alt, will accept Bachelors & 6 yrs of progressive post-bach exp. Full span of exp must incld: supporting mrkt risk analytics projects in FRTB, CCAR & ICAAP; devlping mkt risk models for quantifying mkt risk exposure for trading books; calculating...