Citibank N.A.
Tampa, FL
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...