Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.
Citi’s Mission and Value Proposition explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients’ and the public’s trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.
Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.
The Quantitative Risk and Stress Testing (QRS) group’s objective is to provide analytics and analyses to colleagues within Risk as well as our partners across Citi.
QRS is comprised of the following departments:
Counterparty Risk Analytics
Credit and Obligor Risk Analytics (Wholesale and Retail Credit Risk Analytics)
Market Risk Analytics
Model Governance and Strategy
Risk Capital Analytics
Stress Testing and Risk Appetite
Experience in an analytics/quantitative research role in a financial institution preferred.
Strong communicator, self-starter, and team player.
Eagerness & ability to grasp complex risk concepts quickly.
Proficient in C/C++, Python, R, Excel VBA, SAS and/or other statistical/programming languages.
Masters or PhD in a quantitative discipline (Economics, Finance, Statistics, Mathematics, Accounting, Physics, Engineering).
Work Authorization: All work authorization accepted