Quantitative Risk Modeller

Senior Risk Model DeveloperThis is an exciting opportunity to join our team as a Senior Risk Model Developer. The successful candidate will be responsible for developing and implementing risk models and analytics in a high-performance environment.About the RoleThe Senior Risk Model Developer role is critical to the success of our counterparty credit risk...

Role name: Quant Analytics Sr. Associate- Model Risk As a Senior Quantitative Analytics Associate, you will be responsible for leading independent validations and reviews of the

Role name: Quant Analytics Sr. Associate- Model RiskAs a Senior Quantitative Analytics Associate, you will be responsible for leading independent validations and reviews of the bank's various risk models. This role ensures that models are functioning as intended, comply with regulatory requirements, and that their risks are accurately identified, measured,...

Overview: Credit Risk Models Expert **Responsibilities**: - Lead the **design and execution of model testing strategies** for PD, LGD, and EAD models across retail, SME, and corporate portfolios. - Build and manage a **testing framework** including input validation, model recalculation, performance tracking, stress testing, and documentation. -...

Develop and validate credit risk models - Using SAS, R, Python for model building and model validation - Compile and analyze the results from modeling output and translate into actionable insights - Prepare PowerPoint presentations and document preparation for the entire credit risk modeling process - Collaborate, Support, Advise and Guide in development of...

Project descriptionThe Risk Engine Engineer role is in the counterparty credit risk (CCR) modelling and analytics team within R&C model development group. The candidate is joining our global team for the counterparty credit risk modelling covering all assets classes, and in particular, for FX and interest rate derivatives.ResponsibilitiesNew platform...

Role SummaryThe Risk Engine Engineer will play a pivotal role in our global team, responsible for counterparty credit risk modelling across all asset classes, with a focus on FX and interest rate derivatives.Key ResponsibilitiesIntegrate new platforms into existing risk and pricing systems seamlessly.Develop APIs and adapters for internal applications and...

Project description The Risk Engine Engineer role is in the counterparty credit risk (CCR) modelling and analytics team within R&C model development group. The candidate is joining our global team for the counterparty credit risk modelling covering all assets classes, and in particular, for FX and interest rate derivatives. Responsibilities New platform...

Project description The Risk Engine Engineer role is in the counterparty credit risk (CCR) modelling and analytics team within R&C model development group. The candidate is joining our global team for the counterparty credit risk modelling covering all assets classes, and in particular, for FX and interest rate derivatives. Responsibilities New platform...

Whether you re at the start of your career or looking to discover your next adventure your story begins here At Citi you ll have the opportunity to expand your skills and make a difference at one of the world s most global banks We re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to...