Risk Quantitative Analyst

Citibank - More jobs by this advertiser
Risk Quantitative Analyst-19029767
  • Understand credit risk management systems, data flow, data definition and data requirement for various trading products. Utilize this knowledge to perform various analyses to meet risk managers and business needs.
  • Conduct counterparty credit risk model analysis and backtesting required by regulators and model performance reviewers.
  • Specify exposure calculation methods for counterparty risk management and regulatory capital requirement.
  • Interact with other risk management teams, with the front office and with various technology groups to coordinate implementation of improvements to risk models and also support any related production processes.
  • Conduct Ad-hoc data analysis to support regulatory inquiries, internal capital optimization.
  • Prepare reports and analysis for presentation to senior management and regulators.


  • Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, etc.). Master or higher degree is strongly preferred.
  • Good programming skill and data analysis capability are essential, especially in Perl, C/C++, VBA, and basic database skills in either Oracle or Sybase.
  • Good communication skill is required.
  • Experience of one or more of the following is an advantage but not essential: derivative pricing and exotic products; risk management practices and procedures; numerical methods; Monte Carlo simulations; statistical hypotheses testing.
  • Keen interest in banking and finance, especially in the field of Risk Management.



9 September 2019
Location: China Shanghai Shanghai
Work type:
Full time
Banking and Financial Services
PLEASE! No enquiries from Recruitment Agencies or Headhunters.

Only direct applications will be considered.

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