Counterparty Quantitative Risk Analyst
Citigroup · mumbai, IN
FinanceBanking/Financequantitativeriskpythonstatisticalmodelingdataanalysisfinancialregulatory
The Counterparty Credit Risk Modelling team at Citi is seeking a model developer to contribute to counterparty credit risk model development and perform rigorous model testing. Responsibilities include conducting statistical analysis on financial data, preparing model documentation, and supporting regulatory capital model approvals. The role requires solid programming skills in Python and experience in counterparty credit risk modelling.