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