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Quantitative Risk, Model Developer - Market Risk Analytics - VP (Hybrid)
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- Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers.
- 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 market risk exposures of Citi's trading book and calculating regulatory capital;
- On a regular basis, engage market risk managers and the businesses on analytics-related matters;
- Support various tasks in response to regulatory and internal risk management requirements
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