Citigroup Head of Multi-asset Risk Platform in New York, New York
Advance Data Analytics and Services (ADA) Team is a group within Risk Modeling and Analytics (RMA) Organization, responsible for developing libraries, models, and applications centered around the in-house big data platform. The team works closely with Risk technology and the RMA analytical model teams to leverage big-data modelling and solutions to complement the core modelling work. The team applies expertise across data management, cloud architecture and risk analytics to streamline the risk management processes. The initial scope of the work is on FRTB, providing tools and solutions to facilitate validation by model sponsors, reporting, understanding, and what-if analysis. The scope will then be extended across all product areas including RWA, CCAR, CECL/IFRS9.
We are looking for a senior product manager and architect for the development of an cloud-based risk management system that supports Market Risk analytics and model development:
Lead the design, development and operation of analytical libraries, models, and applications on a cloud-native data platform.
Provide analytical and operational expertise to establish an effective data and model management framework, and to address analytic use cases applying dashboard reports, scripts and automations, quantitative methods and machine learning approach when appropriate
Partner with core risk modeling and business teams to develop use cases and to provide data driven information solution with a focus on performance and scalability throughout the cloud architecture and data infrastructure
Drive various regulatory and governance based projects across the full range of market traded asset classes
Our ideal candidate is a highly competent professional with 10 years of experience in building complex analytical solution involving a cross section of models, excellent communication skills and a deep understanding of the cloud architecture:
Bachelors or higher degree in Business, Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, etc.) is required. Master or higher degrees are advantageous, as is exceptional academic record (rewards, recognition, etc.)
Proven ability to develop risk management solutions that identify and assess market risk inherent in a portfolio across different asset classes
Professional experience with large data technologies such as cloud computing, workflow orchestration, data reporting/visualization solutions
Professional experience with market risk modeling and the general regulatory framework
Seasoned team and project manager skilled at motivating, training, and growing team members
Job Family Group:
Risk Analytics, Modeling, and Validation
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