Citi Jobs – Risk Product Manager

Website Citi

Job Description:

We are a diverse group of professionals with backgrounds in Physics, Engineering and Computer Science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. You will build skills in building products from the ground up for solving real life problems and develop a career as a risk model expert.

Job Responsibilities:

  • Interact with clients and translate their outcomes into product features
  • Engage risk managers, clients, and partners and articulate the platform’s capabilities
  • Participant in the analysis and interpretation of model results, incorporate partners’ feedback as appropriate into the implementations.
  • Own the Wholesale forecast platform product roadmap and work with the implementation team to realize it.
  • Develop and maintain technical documentation including model descriptions, mathematical derivations, implementation framework, and quality controls.
  • Develop methodologies to test implementation stability and performance for wholesale credit models such as stress testing, and associated PD/LGD/EAD models.
  • Knowledge of ICAAP/IFRS9/CCAR/CECL methodologies and regulatory reporting.

Job Requirements:

  • Experience in handling large and complex data sets, analyzing data reliability, and able to use the data to find answer to business questions.
  • Interest in developing a career in product development in risk management.
  • Bachelors or Masters in a quantitative discipline like financial engineering, economics, mathematics, physics, statistics, etc.
  • Fluency in Python, R and Linux.

Job Details:

Company: Citi

Vacancy Type: Full Time

Job Location: London, England, United Kingdom

Application Deadline: N/A

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