Quantitative Sr. Lead Analyst

Citibank, N.A. seeks a Model/Analysis/Validation Senior Officer for its Tampa, Florida location.

Duties: Develop, validate, and review essential market risk models to measure and manage risks of the trading book. Improve the model development process, and recalibrate model parameters to align with the changing needs of the business. Develop, enhance, maintain and document the mathematical and quantitative risk models across multiple asset classes, and interpret model output into actionable business insights. Develop, implement, and enhance methodologies, algorithms and diagnostic tools for testing model robustness, stability, reliability, performance, and quality control of modelling data, including historical market data used for model parameter calibration, and participate in annual model reviews. Work with market risk management, trading, and IT teams on model implementation and enhancement. Assume extensive responsibility in the model implementation process, facilitating and coordinating model implementation across different lines of business and geographical regions while adhering to different regulatory requirements. Perform quantitative analysis on models developed in response to inquiries from external regulatory bodies, including U.S. financial market regulators, and internal business units. Perform stress testing in response to regulatory including CCAR and internal risk management requirements. Ensure compliance to regulatory requirements, including Basel II, II.5, and III. Use Python, C++, R, SQL to develop, test, analyze risk models and access various databases. Leverage Windows/Linux language commands to perform various analytics tasks in local Windows environment or Linux servers for risk analytics. Use derivatives pricing theory to design and develop corresponding risk quantification models across multiple asset classes and interpret model output into actionable business insights. Use Quantitative Financial Modeling to develop models for market risk analytics including scenario generation models, data filling models, and Value-at-Risk models for RWA (Risk-Weighted Assets) calculation. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master’s degree, or foreign equivalent, in Analytics, Statistics, Engineering (any) or related field and 2 years of experience as a Quantitative Risk Analyst, Model/Analysis/Validation Senior Analyst or related position involving quantitative financial modelling for a global bank. Alternatively, employer will accept a Bachelor’s degree or foreign equivalent in the stated fields and 5 years of the specified progressive, post-baccalaureate experience.  Full term of experience must include: Mathematical and Statistical theories and modelling; Python, C++, R, SQL; Windows/Linux language commands; Basel market risk framework and CCAR regulatory stress testing; Derivatives pricing theory; Risk model development, implementation and maintenance; and Quantitative analysis and enhancement of models; and Quantitative Financial Modeling. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25874162. EO Employer.

Wage Range:                $159,000 to $185,000

Job Family Group:        Risk Management

Job Family:                  Risk Analytics, Modeling, and Validation

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Job Family Group:

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Job Family:

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Time Type:

Full time

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Primary Location:

Tampa Florida United States

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Primary Location Full Time Salary Range:

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.

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Anticipated Posting Close Date:

Sep 09, 2025

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

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