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Citigroup Algorithmic Trading Risk Manager - Model Risk in New York, New York

Working as a part of the Business Controls and Supervision eTrading team, the role would entail working with eTrading businesses, MQA and Model Risk Management to identify model components within eTrading strategies, completing model documentation (MDDT) including detailed testing to the required standard, assist businesses with model change management process and on-going performance assessment (OPA).

Responsibilities:

  • Work with eTrading businesses, quants and Model Risk Management (MRM) to identify model components within eTrading strategies.

  • Assist with documentation of models (MDDT) including model inputs, outputs, design specifications, use of mathematical, statistical or econometric methods, testing etc.

  • Assist with model change process and on-going performance assessment

  • Assist with semi-annual model attestation for eTrading strategies

  • Significant input into LTA governance framework including maintenance of LTA strategy and application inventory, new strategy and application approval, maintenance of LTA related documents, challenge at governance forums

Qualifications:

  • Knowledge of model validation frameworks is desired but would consider relevant work experience in Business Risk & Controls, Model Risk Management and Internal Audit

  • Strong technical background with developer (JAVA, Python) and/or model validation/quant experience preferred

  • Strong financial skills, analytical skills and problem solving skills

  • Track record of project management

Education:

  • Bachelor’s/University degree or equivalent experience, potentially Masters degree

Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.


Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - US


Time Type :Full time


Citi is an equal opportunity and affirmative action employer.

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

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 CLICK HERE at https://www.citigroup.com/citi/accessibility.html .

To view the "EEO is the Law" poster CLICK HERE at https://www.dol.gov/ofccp/regs/compliance/posters/pdf/eeopost.pdf . To view the EEO is the Law Supplement CLICK HERE at https://www.dol.gov/ofccp/regs/compliance/posters/pdf/OFCCPEEOSupplementFinalJRFQA508c.pdf .

To view the EEO Policy Statement CLICK HERE at http://citi.com/citi/diversity/assets/pdf/eeoaapolicy.pdf .

To view the Pay Transparency Posting CLICK HERE at https://www.dol.gov/ofccp/pdf/pay-transp_unformattedESQA508c.pdf .

Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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