Senior Data Scientist: ALM & Risk Modeling Leader

Citizens Financial Group; United States; On-site; USD 124,000 - 165,000; Full time

Benefits offered by this job

Comprehensive medical, dental and vision coverage

Retirement benefits

Flexible work arrangements

Education reimbursement

Job summary

Citizens Financial Group is seeking a skilled individual to develop and maintain Asset Liability Management and CCAR/PPNR models. Responsibilities include providing analytical support, collaborating with teams for model governance, and implementing enhancements to existing models.

The ideal candidate will have a Master’s degree or PhD in a related field, proficiency in analytical programming languages like Python and R, and strong modeling skills. A competitive salary between $124,000 to $165,000 per year is offered.

Qualifications

• Experience applying statistical analysis in Treasury modeling or risk management.
• Proficient in Python, R, or similar analytical programming languages.
• Experience developing and maintaining financial or risk models.

Responsibilities

• Develop and maintain ALM and CCAR/PPNR models.
• Monitor model performance and recommend enhancements.
• Provide analytical support for liquidity strategy decisions.

Skills

Business Data Analysis

Statistical Analysis

Financial Modeling

Programming and Scripting Languages

Technical Writing

Education

Master’s degree or PhD in Finance, Economics, Mathematics, Statistics, or related STEM field

Tools

Python

R

QRM

Bloomberg

Job description

Citizens Financial Group is seeking a skilled individual to develop and maintain Asset Liability Management and CCAR/PPNR models. Responsibilities include providing analytical support, collaborating with teams for model governance, and implementing enhancements to existing models.

The ideal candidate will have a Master’s degree or PhD in a related field, proficiency in analytical programming languages like Python and R, and strong modeling skills. A competitive salary between $124,000 to $165,000 per year is offered.