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in: AVP, Risk Analytics and Modeling

             
Apr
26
Citigroup Inc.; Mumbai, India
Obtain and conduct QA/QC on all data required for CCAR/CECL model development; Develop segment and/or account level CCAR/CECL stress loss models; Perform all required tests (e.g. sensitivity and back-testing); Validate/recalibrate all models annually to incorporate latest data. Redevelop as needed; ...      Advanced Degree (Bachelors required, Masters/PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline; 7-15 years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss rese...

us: Model/Analysis/Validation Officer

             
Apr
26
Citigroup Inc.; New York, United States
Conduct hands on analytics and perform model development procedures independently to support the model development and analytics efforts across customer lifecycle (Acquisitions, Customer Management, Collections). Develop model in compliance with Global Risk and external regulatory guidelines. Explor...      Bachelor’s degree, or foreign equivalent, in Statistics, Mathematics, Applied Analytics, Economics or a related field, and six (6) years of experience

us: Quantitative Analyst

             
Apr
24
Citigroup Inc.; New York, United States
Develop analytical libraries used for pricing, market analysis and risk-management for Fixed Income Market business. Develop optimization tools for calculating optimal balance sheet, liquidity, and capital charges. Develop web-based front-end interface for stakeholders to view and interact with anal...      Requires a Master’s degree, or foreign equivalent in Financial Engineering, Financial Mathematics, Operations Research and Information Engineering, or related quantitative field and 2 years of experience as a Quantitative Analyst, or related position involving quantitative statistical modeling and...

us: VP/Data Science Lead Analyst

             
Apr
24
Citigroup Inc.; Tampa, Florida, United States
Lead end-to-end data science Enterprise Excellence projects, from problem formulation to model deployment to address Citi Line of Business challenges and opportunities; Collaborate closely with cross-functional teams, including technology, re-engineering, product management, and business stakeholder...      Bachelor’s or advanced degree in Computer Science, Statistics, Mathematics, or related field; 6 to 8 years of relevant experience, with 4+ years of professional experience in data science, with strong foundation in statistical analysis, machine learning, and data visualization; Proficiency in prog...

us: VP, Senior AML Expert Statistician Officer

             
Apr
24
Citigroup Inc.; Tampa, Florida, United States
Prepare and validate data, and then build and validate a scoring model using logistic regression or alternative quantitative/machine learning methods; Conduct data-driven analysis and create reports. Apply quantitative and qualitative data analysis methods; prepare statistical and non-statistical da...      3+ Years of relevant experience in strong statistical academic background, knowledge of quantitative methods, including predictive modeling techniques; Experience in creating and assessing Statistical Models; Highly-skilled and good working knowledge of Python/SAS & MS Office Suite; Experience i...

us: Quantitative Risk, Model Developer - Market Risk Analytics - VP

             
Apr
24
Citigroup Inc.; Irving, Texas, United States
Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book, the next generation of market risk regulatory framework) CCAR (Comprehensive Review of the Trading Book), and LIBOR transition; Develop market risk models critical for quantifying the ma...      Master’s Degree or equivalent in STEM or other quantitative fields required (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.) with 6+ years of Quantitative experience; Fewer years of relevant experience will be considered for candidates with higher academic qualifications...

pl: Cross Asset Markets and Risk Models Validation

             
Apr
22
Citigroup Inc.; Warsaw, Poland
Manage model risk across the model lifecycle including model validation, ongoing monitoring and annual reviews; Independent model validation work, providing effective challenge in regards to mathematical formulation, model assumptions and limitations, calibration, implementation, numerical performan...      Master’s Degree required, preferably in quantitative field (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.) with 2 years of experience in model validation; Experience in model validation in one or more of Credit Risk, Market Risk or etrading models; A firm understanding ...

in: Generative AI Research Research Engineer

             
Apr
20
Citigroup Inc.; Pune, India
Contribute to the 0-1 build of multiple AI products; Design and build high-quality, highly reliable products with user experience at the centre; Be responsible for engineering innovative, best in class AI platforms for the bank; Creating firsts in the Generative AI space for Citi as part of the team...      Deep hands on knowledge of Kubernetes, developing backend platforms and engineering APIs that scale; Fluency in at least two programming language, with preference for Python, Javascript/Typescript, Golang; Experience designing control and sandboxing systems for AI research; Pytorch, TensorFlow exper...

us: AI/ML Engineer - Lead Analyst

             
Apr
19
Citigroup Inc.; United States
Design, test, deploy and maintain machine learning use cases leveraging IBM Watson SaaS environment and toolset, and integrate with the audit management systems; Enhance existing AI/ML capabilities through ideation, exploration, testing, prioritization, and implementation; Design, test, and refine p...      Bachelor’s degree in Data Science, Computer Science, MIS, or related discipline; 5+ years’ experience in AI, machine learning, and model development and deployment; Extensive experience in machine learning use case design, testing and deployment in IBM SaaS/Watson environment

us: Model/Analysis/Validation Officer

             
Apr
19
Citigroup Inc.; United States
Develop credit risk models (scorecards) applying statistical analysis, credit life cycle principles, predictive modeling, machine learning and Big Data and using programming languages such as SAS, Python and SQL for international and U.S. business risk management. Develop, enhance, and validate meth...      Requires a Master’s degree (or foreign equivalent), in Mathematics, Statistics, Business Analytics or related field and 3 years of experience as a Senior Specialist, Credit Risk Analyst, Business Analyst, Data Analyst or related position involving credit risk analysis for the financial services in...