IrvingRecruiter Since 2001
the smart solution for Irving jobs

Model Analytics Sr Officer - Risk Capital, SVP

Company: Citigroup
Location: Irving
Posted on: May 14, 2020

Job Description:

Risk Capital is a firm-wide metric to measure economic capital usage at the consolidated group and CBNA levels as well at the relevant detailed levels such as country, other legal entity and business unit. It is reported to regulators and the Board as a key capital adequacy metric for Citigroup and its major legal entities (MLE). Risk Capital is also used extensively in the ICG, CCB and GCRM to set risk limits and to assess the risk-adjusted profitability of large transactions.Risk Capital is increasingly visible to Citi's business leaders because it is being used to allocate Tangible Common Equity (TCE) on a firm-wide basis globally. Allocated TCE is a critical input in one of the core measures of business profitability (RoTCE). The go-live of this new measure will increase the visibility of Risk Capital as well as the priority for Risk Capital enhancements.Key Responsibilities:Develop new or enhancements to Risk Capital models, with active engagement of key internal clients in Credit Risk, Market Risk, Country Risk, Treasury, Finance and BusinessLead Risk Capital model initiatives for Market, Stress Scenario, IRRBB, Pension/Investment and other potential Risk areasSupport production Risk Capital model inquiries from internal clients and regulatorsImplement risk capital model libraries and associated analytical toolsPartner with Model Risk Management, participate in full model development, validation and ongoing performance monitoring cyclesPartner with Finance and Risk Infrastructure (FRI) and IT to ensure that Risk Capital enhancements are correctly implemented and integrated in Citi's Risk and Finance systemsQualifications:Master's degree or PhD preferred in a quantitative discipline (i.e. Math, Physics, Statistics)8+ years of experience in an analytics/quantitative research roles in a financial institution. Knowledgeable about risk measurement issues in market risk or credit risk (including wholesale credit and counterparty credit) - ideally bothExperience with risk capital concepts and issues.Knowledge of stress scenario design and markets productsStrong communicator, self-starter, and team playerEagerness & ability to grasp complex risk capital concepts quicklyProficient in C/C++, Python, R, Excel VBA and/or other statistical/programming languagesExperience with model coding, implementation and integration with technology systems, knowledge of distributed computing, Monte-Carlo simulationAbility to navigate through complex data and infrastructure environment a plusExceptional candidates who do not meet all these criteria may be considered for the role provided they have the necessary skills and experience

Keywords: Citigroup, Irving , Model Analytics Sr Officer - Risk Capital, SVP, Accounting, Auditing , Irving, Texas

Click here to apply!

Didn't find what you're looking for? Search again!

I'm looking for
in category
within


Other Accounting, Auditing Jobs


Associate, Business Control & Risk Management
Description: DescriptionJob Family: RiskMonitors activities to minimize the company's exposure to risk. Activities may include quantitative analysis, risk identification and remediation. Represents or supports the (more...)
Company: Santander Holdings USA Inc
Location: Coppell
Posted on: 06/1/2020

Personal Financial Advisor
Description: Job Description: APPLY. HIRING IMMEDIATELY This role is available for hire now and to start right away. We are looking for candidates who want to help clients and are ready to get going today.-- Virtual (more...)
Company: Fidelity Investments
Location: Dallas
Posted on: 06/1/2020

Full Time / Entry Level / Immediate Hire
Description: We are actively seeking customer service and appointment setting representatives. Your primary responsibility is to supply specialized assistance to our current client base. In this position, you will (more...)
Company: Morani Enterprise
Location: Argyle
Posted on: 06/1/2020


Financial Relationship Consultant
Description: Job Description: APPLY. HIRING IMMEDIATELY This role is available for hire now and to start right away. We are looking for candidates who want to help clients and are ready to get going today. Virtual (more...)
Company: Fidelity Investments
Location: Irving
Posted on: 06/1/2020

Associate, Business Control & Risk Management
Description: DescriptionJob Family: RiskMonitors activities to minimize the company's exposure to risk. Activities may include quantitative analysis, risk identification and remediation. Represents or supports the (more...)
Company: Santander Holdings USA Inc
Location: Garland
Posted on: 06/1/2020

Financial Planning
Description: Job Description: APPLY. HIRING IMMEDIATELY This role is available for hire now and to start right away. We are looking for candidates who want to help clients and are ready to get going today.-- Virtual (more...)
Company: Fidelity Investments
Location: Dallas
Posted on: 06/1/2020

Telemarketing Entry Level
Description: We are actively seeking customer service and appointment setting representatives. Your primary responsibility is to supply specialized assistance to our current client base. In this position, you will (more...)
Company: Morani Enterprise
Location: Carrollton
Posted on: 06/1/2020

Data Entry
Description: We are actively seeking customer service and appointment setting representatives. Your primary responsibility is to supply specialized assistance to our current client base. In this position, you will (more...)
Company: Morani Enterprise
Location: Euless
Posted on: 06/1/2020

Rethink Wealth, Fort Worth (HU): Financial advisor
Description: Job Description We are
Company: Rethink Wealth, Fort Worth (HU)
Location: Fort Worth
Posted on: 06/1/2020

Associate, Business Control & Risk Management
Description: DescriptionJob Family: RiskMonitors activities to minimize the company's exposure to risk. Activities may include quantitative analysis, risk identification and remediation. Represents or supports the (more...)
Company: Santander Holdings USA Inc
Location: Dallas
Posted on: 06/1/2020

Log In or Create An Account

Get the latest Texas jobs by following @recnetTX on Twitter!

Irving RSS job feeds