Risk Model Development Specialist

3 days ago


Taguig, National Capital Region, Philippines Citigroup Inc. Full time

Citigroup Inc. is an equal opportunity and affirmative action employer. We invite all qualified interested applicants to apply for career opportunities.

In this role as a Risk Model Development Specialist, you'll have the opportunity to grow your career, give back to your community and make a real impact.

Our team oversees risk-taking activities and assesses risks and issues independently of the front line units. We establish and maintain the enterprise risk management framework that ensures the ability to consistently identify, measure, monitor, control and report material aggregate risks.

Responsibilities:

  • Build models and analytical applications to tackle real-world challenges, paving the way for a career as a risk management expert and leader.

  • Design and build models for risk capture and stress testing.

  • Communicate complex risk models and results to senior stakeholders.

Required Skills and Qualifications:

  • At least 4-5 years of relevant experience in creating, validating and reviewing models.

  • Undergraduate degree in a quantitative or technical discipline such as Computer Science, Engineering, Physics, Statistics, Quantitative Finance and the like.

  • Master's degree or higher in quantitative disciplines a plus.

  • Knowledge of or interest in finance, markets, risk management.

  • Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems.

  • Proficient in Python, Java, or Scala in a Unix/Linux environment.



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