Model/Anlysis/Validation Officer at City Group Global Markets Inc. in Tampa, Florida

Job Description:

Model/Anlysis/Validation Officer for Citigroup Global Markets Inc. in Tampa, FL, to dvlp & implement quant models of Counterparty Credit Risk (CCR). Simulate stochastic mrkt factor evolution across multiple asset classes. Telecommuting/hybrid work sched may be permitted w/in commutable distance from worksite, in accordance w/ Citi policies & protocols. Reqmnts: Masters, or foreign equiv, in Fincl Engg, Applied Math, Stats, Data Sci, or reld quant field, & 2 yrs exp in job offered, or rel occupation dvlpg & implementing models in fincl srvcs industry. 2 yrs exp must incl: Identifying sources & mitigants of CCR; Integration of exchange-traded STIR & Government Bond futures & options to Monte-Carlo simulation framework for CCR. 40 hrs./wk. Sal range: $124,200-$124,200/yr. Applicants submit resumes at https://jobs.citi.com/. Ref Job ID# 25833256. EOE.
recblid tdlesr9x25rmr5sni4duqc4ytilc5r

Apply Now