Model Developer for Capital Planning

2 days ago


London, Greater London, United Kingdom Citigroup Global Markets Limited Full time
Job Description

We are seeking a highly skilled Model Developer for Capital Planning to join our Enterprise Risk Management team. This individual will be responsible for designing, implementing, and monitoring ICAAP controls, as well as automating data controls in Python for the models used in the CGML ICAAP.

Responsibilities
  • Designing, implementing, and monitoring ICAAP controls.
  • Automating data controls in Python for the models used in the CGML ICAAP.
  • Liaising with Model Sponsor and Reporting teams to enhance the CGML ICAAP.
  • Ensuring compliance with Citi's Model Risk Management Policy.
Requirements
  • Advanced degree in a quantitative discipline, such as economics, finance, statistics/mathematics, sciences, or engineering.
  • Solid experience in financial services, with excellent problem-solving analytical capabilities.
  • Experience in model development, preferably in Market Risk modelling or Counterparty Credit Risk.
  • Proficiency in at least one programming language, with Python being highly preferred.
What We Offer

This role offers an exciting opportunity to work on a wide range of strategic and analytical topics within capital planning and stress testing frameworks. You will interact with a diverse team of quantitative risk analysts, risk management professionals, and senior management.

Estimated Salary: £90,000 - £120,000 per annum

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