Senior Market Risk Modeling & Validation Lead

Citigroup; Taguig; Vor Ort; PHP 1.800.000 - 3.200.000; Vollzeit

Zusammenfassung

Citigroup Manila is seeking a senior Model/Anlys/Valid Officer to govern and monitor a portfolio of market risk models, including VaR and related metrics. You will interface with Model Development, Risk IT, and senior management to ensure models remain fit for purpose and well governed.

The role requires 6–10 years of quantitative experience, strong Python skills, and ability to lead cross-functional initiatives within the model risk organization.

Qualifikationen

• Bachelor's or Master’s degree in a quantitative field; relevant certifications a plus.
• 6–10 years of experience in risk modeling or validation in a financial institution.
• Strong Python programming and data analysis skills.

Aufgaben

• Governance, monitoring, and performance oversight of market risk models.
• Develop model health frameworks and management reporting.
• Communicate findings to senior management and stakeholders.

Kenntnisse

Python

Communication

Project management

Detail oriented

Risk management

Model validation

Ausbildung

Bachelor's degree

Masters degree

Tools

Cloud computing

BI dashboards

Generative AI

Jobbeschreibung

Citigroup Manila is seeking a senior Model/Anlys/Valid Officer to govern and monitor a portfolio of market risk models, including VaR and related metrics. You will interface with Model Development, Risk IT, and senior management to ensure models remain fit for purpose and well governed.

The role requires 6–10 years of quantitative experience, strong Python skills, and ability to lead cross-functional initiatives within the model risk organization.