Citi is seeking an experienced Risk Capital Model Developer to lead model development and implementation for economic risk capital models. The role involves developing quantitative models for banking book Interest Rate and Foreign Exchange risks, maintaining model methodologies, and supporting production processes in a dynamic financial risk environment.
Primary responsibilities include developing, implementing, and testing risk capital model methodologies, managing model risk across the lifecycle, monitoring production processes, identifying key risk drivers, and developing analytic engines for model implementation in production.
Required experience includes 3-5 years in financial industry with MSc or PhD, strong mathematical knowledge in statistics and quantitative fields, solid understanding of risk metrics and management practices, experience in quantitative risk roles, and programming skills in Python or C++.
Citi offers a competitive compensation package with benefits including private medical care, life insurance, pension plan contributions, employee assistance program, flexible working model, learning and development resources, performance bonuses, and opportunities to make a difference through diverse networks and initiatives.
