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Model/Analysis/Validation Senior Analyst
| Company | Citigroup |
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| Location | Tampa, FL, USA |
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| Salary | $97901.29 – $122600 |
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| Type | Full-Time |
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| Degrees | Master’s |
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| Experience Level | Senior |
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Requirements
- Master’s degree, or foreign equivalent, in Finance, Financial Risk Management, or related field
- 1 year of experience as a Model/Analysis/Validation Analyst, Risk Analyst, or related position involving counterparty credit risk modeling and management in the global financial services industry
- Modeling and quantitative analytics
- Programming skills and data analysis capability and coding in Java, C/C++, Python, and SQL databases
- Debugging code of model configuration files stored in Linux
- Understanding of counterparty credit risk modeling including pricing, simulation, and margin models
- Model life cycle, model risk management and BASEL regulations
Responsibilities
- Execute counterparty credit risk model implementation
- Perform model change assessments of model purpose, background and mathematical construction
- Translate model change quantitative specifications into functional requirements to the model control platform
- Assist in user interface design of the model control platform
- Liaise between modelers and technology software engineers to design system integration tests, user acceptance tests, and test success criteria prior to the changes implemented in the production system
- Interpret and validate test results of pricing, simulation, margin, and risk aggregation models
- Update and maintain changes to model configuration tables and reference tables
- Respond to questions related to the model control platform and assist in internal/external reviews
Preferred Qualifications
No preferred qualifications provided.
