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DART VP - Market Risk Quant Modeling_

Irving

**About DART**

DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis.

**About People in DART**

We are a diverse group of professionals with backgrounds in physics, engineering, finance, economics, and data science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. Your responsibilities will include building models and analytical applications to tackle real-world challenges, paving the way for a career as a risk management expert and leader.

**Key Responsibilities of the Role:**

As a member of DART Market & Counterparty Credit Risk Analytics (MCRA), the role will develop, implement, test, and maintain market risk FRTB IMA (the future market risk regulatory capital rule) models to measure market risk across all asset classes.

+ Gain understanding of the current market risk model framework, perform model analysis as required.

+ Develop and enhance the market risk models according to Model Risk Management Policy requirement. Specifically, contribute to the new model development for FRTB IMA.

+ Prepare detailed quantitative analysis for risk managers and senior management.

+ Synthesize and communicate complex risk models and results to stakeholders in model life cycle, including market risk managers (as model sponsor), front office data provider, technology (for model implementation), and model validation team. Interaction with regulators may be required.

+ Provide support to risk managers and businesses on market risk model related topics.

**Qualifications:**

+ Good quantitative skills with the knowledge and experience of building mathematical models.

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

+ Good programming skills in programming language such as Python, Spark, Java, or C++. Familiarity with Windows and UNIX/Linux operating environment.

+ Clear and concise communication skills, both written and verbal

+ Self-motivated and detail oriented, capability to handle multiple projects at the same time.

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

**Education:**

+ Master’s Degree or equivalent in STEM or other quantitative fields required (Mathematics, Statistics, Financial Engineering, Quantitative Finance, Engineering, Computer Science etc.) with 6+ years of Quantitative experience.

+ Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master’s degree, CPA or CFA

**Job Family Group:**

Risk Management

**Job Family:**

Risk Analytics, Modeling, and Validation

**Time Type:**

Full time

**Primary Location:**

Irving Texas United States

**Primary Location Full Time Salary Range:**

$125,760.00 - $188,640.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

**Anticipated Posting Close Date:**

Jul 08, 2024

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review **Accessibility at Citi (itigroup.com/citi/accessibility/application-accessibility.htm)** .

View the "EEO is the Law (ol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (ol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .

View the EEO Policy Statement (om/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .

View the Pay Transparency Posting (ol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)

Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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