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AVP – Quantitative Market Risk Analyst
| Company | Citigroup |
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| Location | Irving, TX, USA |
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| Salary | $96400 – $144600 |
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| Type | Full-Time |
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| Degrees | Master’s |
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| Experience Level | Junior, Mid Level |
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Requirements
- Master’s degree in Finance, Computer Science, Statistics, or another quantitative field (Mathematics, Engineering, Econometrics, Economics, etc.) is required.
- Demonstrable interest in applying sophisticated mathematical and analytical techniques to solve real-world problems—especially in banking, finance, or risk management—is required.
- Solid programming skills, with experience of statistical/data analysis techniques and numerical implementations and some familiarity of modern software development tools, is required.
- Good written and verbal communication skills, with ability to synthesize complex technical information and explain it clearly, is required.
Responsibilities
- With oversight/guidance from senior staff, research, analyze, develop codes, and document market risk models for Basel 3 FRTB projects.
- Conduct data exploration on historical market data to understand data features.
- Provide comprehensive interpretations, explanations, and conclusions based on a set of analytic results.
- Develop, validate, and improve SQL queries for all kinds of market data.
- Develop models and validate Python and PySpark codes.
- Execute consistently to Model Risk Management heightened standards.
- Assist others in technology issues on Hadoop platform, Linux, and Windows OS systems.
Preferred Qualifications
- Experience or knowledge of big data development is highly advantageous.
- Specific experience in Python, PySpark, Hadoop, using statistical packages and regression models, Linux, databases, SQL, and git is particularly advantageous.
- 2+ years quantitative analytical experience preferred. Other experience in financial institutes considered.
