Stress Loss & Capital Analytics Lead

Citigroup Inc.; United States; Hybrid; USD 119,000 - 159,000; Full time

Benefits offered by this job

27 days annual leave

Discretional annual bonus

Private Medical Care & Life Insurance

Employee Assistance Program

Pension Plan

Paid Parental Leave

Special discounts for employees

Job summary

Citigroup Inc. in London seeks a data scientist specialized in stress loss and capital computations to help Markets manage capital and Tangible Capital Equity. The role focuses on analytics, dashboarding, and collaboration with traders, finance, and tech teams.

The candidate will analyze data, identify drivers, maintain data pipelines, and contribute to regulatory submissions, with hybrid working options and a strong compensation package.

Qualifications

• Very strong SQL and Python skills required.
• Demonstrated data analytics experience with large datasets.
• Comfort with derivatives modelling concepts is a plus.

Responsibilities

• Build tools and frameworks for data analytics to understand stress loss data across asset classes.
• Develop frameworks to identify key drivers of stress loss on TCE and regulatory submissions.
• Identify and resolve data quality and methodology issues and enhance data coverage.
• Build and host dashboards and visualizations on capital and related datasets to drive actions.

Skills

SQL

Python

Data analytics

Education

Bachelor's degree

Master's degree

Tools

Streamlit

Job description

Citigroup Inc. in London seeks a data scientist specialized in stress loss and capital computations to help Markets manage capital and Tangible Capital Equity. The role focuses on analytics, dashboarding, and collaboration with traders, finance, and tech teams.

The candidate will analyze data, identify drivers, maintain data pipelines, and contribute to regulatory submissions, with hybrid working options and a strong compensation package.