rohq - qrs - model/analysis/validation Analyst ii - c10Citigroup

The Model/Anlys/Valid Analyst II is a developing professional role. Applies specialty area knowledge in monitoring, assessing, analyzing and/or evaluating processes and data. Identifies policy gaps and formulates policies. Interprets data and makes recommendations. Researches and interprets factual information. Identifies inconsistencies in data or results, defines business issues and formulates recommendations on policies, procedures or practices. Integrates established disciplinary knowledge within own specialty area with basic understanding of related industry practices. Good understanding of how the team interacts with others in accomplishing the objectives of the area. Develops working knowledge of industry practices and standards.
Limited but direct impact on the business through the quality of the tasks/services provided. Impact of the job holder is restricted to own team.
Responsibilities:
Be part of a sub-team tasked search for actionable insights, performing deep-dives and solving common problems via statistical studies and research.
Initiate statistical studies and research to supplement or revise the Target Operating Model
Manage or participate in projects (from business requirements to UAT), to work closely with IT developers and global project managers.
Participate in the Data analytics and governance, building up the risk & control (R&C) structure and audit-readiness.
Will be in the unique position of being at the forefront of FRTB regulation and implementation, opportunities to learn concepts of Risk, Market Insight, Financial Products, etc.
Become the part of a core group who has the mastery and specialized knowledge of the asset class/risk type, providing thought-leadership in the areas of market insight and risk & product analytics. This group is the primary face-off of risk managers and traders.
To identify, investigate, escalate exceptions to the risk managers, and to recommend course of action.
To conduct the VAR/ES Impact Assessments to relevant Volcker desks - identifying and investigating exceptions and recommending course of actions to risk managers.
Will have the opportunity to interact with stakeholders across geographies.
Qualifications:
Quantitative background (possibly in areas of Applied Mathematics, Quantitative Finance, Financial Engineering, Actuary & Statistics, etc.)
Financial modelling and working-knowledge of programming language such as Python and R
Big data Analytics, Machine Learning, Artificial Intelligence
Excellent communication and presentation skills
Previous experience in valuations, product control, or risk management will be an advantage
Job Family Group: Risk Management
Job Family: Risk Analytics, Modeling, and Validation
Time Type: Full time
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 .
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Citigroup

Taguig City, Metro Manila
Permanent
Full-time