Job Information

Citigroup Model/Anlys/Valid Officer - VP in Long Island City, New York

Requirements: •            Minimum of 3 years or equivalent in a quantitative role in risk management at a financial institution with experience in either model development or validation. •            Graduate degree (preferable Ph.D.) in a highly quantitative field (e.g. Mathematics, Statistics, Physics, Economics, Engineering, Finance, etc.). •            Sound knowledge of Calculus, Numerical Analysis, Statistics, and Linear Algebra. •            Good understanding of financial products, risk management, regulatory requirements (e.g. BASEL, CCAR, CECL, IFRS9, ICAAP, etc). •            Statistical modeling and database experience or training in the area of risk management. •            Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models. •            Strong communication and writing skills as the work involves frequent interaction with model developers, risk managers, other stakeholders as well as internal / external audit and regulators. •            Ability to work independently as well as collaborate with colleagues. •            Solid writing skills. Publications in peer-reviewed journals are considered as good evidence. •            Programming skills:  SAS, SQL, R, Python, Matlab, C/C++, Java, Oracle. •            Curiosity, diligence, and a healthy skepticism about received wisdom are all desirable. •            Team work and commitment a must ------------------------------------------------- Job Family Group: Risk Management ------------------------------------------------- Job Family: Risk Analytics, Modeling, and Validation ------------------------------------------------------ Time Type: ------------------------------------------------------ Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi . View the " EEO is the Law " poster. View the EEO is the Law Supplement . View the EEO Policy Statement . View the Pay Transparency Posting

Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.