- Citigroup (Queens, NY)
- …specifications and scope of financial models ; Building and validating quantitative models , analyzing model data, and modifying underlying model code ... Island City, NY location. Duties: Lead the validation of financial or economic models in the areas of Capital Adequacy, HR, Pension, Insurance, and Climate Risk.… more
- Citigroup (New York, NY)
- …at least 2 years of experience in LLMs, diffusion models , or other generative models + Experience in model building, model parallelism, and deployment of ... Compliance Risk Management (ICRM), Retail Credit Risk, Operational Risk, and Model Risk. Enterprise Risk Management covers Risk Identification, Risk Measurement,… more
- Citigroup (Queens, NY)
- …decision-making skills **Education:** + Bachelor's degree/University degree. Master's degree preferred Model Risk Management (MRM) is a critical part of Citi's ... Global Risk Management organization, providing independent oversight of models used across the firm to manage risk and inform key business decisions. The System… more
- Citigroup (New York, NY)
- …effectiveness of the digital, phone channels and provide recommendations. Build models using traditional or advanced statistical techniques including Naive Bayes, ... use the learnings to recommend future offerings/strategy. Initiate improvements and new model roll outs to enhance the channel (digital, phone, branch) marketing… more
- Citigroup (New York, NY)
- …of data into actionable investment ideas. Create and maintain detailed financial models and industry models . Update and maintain the semiconductor database ... Using valuation methodologies including discounted cash flow analysis, dividend discount model , and relative valuation to assist in developing investment theses;… more
- Citigroup (New York, NY)
- …buyouts, construction finance, and other kinds of financing. Develop financial models to value debt and equity for infrastructure construction, mergers, ... experience in the job offered or in a related occupation developing financial models used to support strategic investment decisions. Two (2) years of experience must… more
- Citigroup (New York, NY)
- …and improve Citi's existing MBS prepayment and valuation analytical tools and models . Leverage quantitative skills to analyze vast amounts of data and identify ... and demand trends for MBS portfolios. Employ valuation tools, including prepayment models and Option Adjusted Spread frameworks to analyze the existing valuation… more
- Citigroup (New York, NY)
- …for enhancing existing and developing new algorithms (such as VWAP, liquidity seeking), models (such as optimal schedule, market impact model ) and short-term ... for various clients flows. + Provide data and analysis supporting initial model validation and ongoing performance analysis. + Implement algorithm enhancements and… more
- Citigroup (New York, NY)
- …fragmentation, support shared services, and move to a real-time, event-based consumption model + Engage with business, Ops, Finance, and technology teams to ... sourcing, consumption, transformation, and storage + Define / improve logical data models , identify issues with data in transit, and codify logical, physical … more
- Citigroup (New York, NY)
- …DART Solutions Engineering (DSE) is an end-to-end product engineering team developing model platforms for Risk. We use graph theory, compilers, parallel computing, ... minimal supervision. They will report to the Head of Model Implementation and Platform Engineering and lead a team...components + Design and writing test infrastructure for testing models **Qualifications** : + Bachelors or Masters in Computer… more