Citi Trends
Model/Anlys/Valid Officer
NEW YORK, New York, United States of America · Full-time
Sponsorship not specified$225k-$250kDetected 1 day ago
PythonJavaC++SQLData AnalysisData ScienceValuation
About the role
- Citigroup Global Markets Inc. seeks a Model/Anlys/Valid Officer for its New York, New York location.
- Apply mathematical techniques, including copula models and stochastic calculus for computing the Credit Value Adjustment, Funding Valuation Adjustment and other affine metrics for portfolios of Credit, Municipal and Mortgage derivatives.
- Improve the calculation speed and performance for production batch run to make sure trading desks can get the profit and loss, market risk factors sensitivities accurately and in time.
Requirements
- 3 years of experience must include: Java, Python
- Implement the models and tools required by the business within the analytics library, using C++ and Python.
- Write the necessary documentation of the models used by the business for model validation and implement the necessary tests for the ongoing performance analysis required by regulation.
Skills
- Our automated processing and AI do not involve relying on automatic or autonomous decision-making.
- Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.
- View Citi's EEO Policy Statement and the Know Your Rights poster.
Compensation
- In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.
Benefits
- Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
- Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.
- For additional information regarding Citi employee benefits, please visit citibenefits.com.
Equal opportunity
- 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.
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