- Citigroup (Queens, NY)
- …to develop new markets, increase share of market and obtain competitive position. 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...strategy, program management, governance, and continuous enhancement of the Model Risk Management System (MRMS). We are seeking a… more
- Citigroup (New York, NY)
- …Quantitative Analyst for its New York, NY location. Duties: Develop fixed income models used by trading professionals to trade, hedge, and risk-manage Local Market ... of processes and workflow. Conduct extensive tests on the performance of new models or new features developed. Build, configure, and maintain nominal yield curves… more
- Citigroup (New York, NY)
- …AI System Development: Oversee the design, development, and deployment of AI models and algorithms, ensuring solutions are robust, efficient, and scalable. + ... Cloud Architecture, and broader tech teams to integrate AI models into existing and future architectures. + Stay Current...Human Feedback (RLHF) and multi-task learning is essential. + Model Optimization: Expertise in model compression and… more
- Citigroup (New York, NY)
- …exchange and rates solutions for derivatives and loans. Build quantitative models for valuation of financial instruments to account for amortization schedules, ... terms, and any optionality embedded within the solution. Organize, manipulate, model , and visualize numerical and statistical data. Analyze performance of asset,… more
- Citigroup (New York, NY)
- …that ignite Citi's talent ecosystem, deploying digital tools and simplifying operating models and processes that transform our business and Functions. The Senior ... Productivity's knowledgebase + Optimize and design business and operating models , streamline organization structures, analyze, simplify, re-design, and rationalize… more
- Citigroup (New York, NY)
- …Enterprise Technology Solutions (ETS) Organization, responsible for developing the analytical models which are used for derivatives risk and exposure calculations ... of this work extends from the research into the mathematical derivation of the model , through the coding, testing, and documentation of the model for formal… more
- Citigroup (New York, NY)
- …of stakeholders in first and second line of defense teams, ERM governance, model development, reporting, technology and Internal Audit. He/ She will have the ... to leverage the analytics expertise on both the loss models and scenario models to support the...portfolio/ risk management experience in market trading, XVA, IDL, model validation, or model analytics. + Understand… 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)
- …York, NY location. Duties: Develop and maintain capital market forecast models and compute/generate strategic return estimates across global asset classes. Create ... evaluate asset class attractiveness. Write financial technical documents including model validations. Analyze risk of various companies/asset classes through modern… 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