Quant jobs / Citi

AVP, Risk Model Senior Analyst

A modelling and validation role in Citi's risk analytics team, which builds the quantitative models and dashboards used to size risk across the bank's largest portfolios. You work with risk managers and technology on stress testing and risk capture models.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build quantitative models and analysis packs for risk managers
Run statistical analysis and model risk controls on existing models
Help design risk capture and stress testing models with technology partners
Explain complex model results to senior management

What they ask for

Required

4-5 years creating, validating or reviewing models
Quantitative or technical degree
Strong Python
Python, Java or Scala on Unix/Linux
Interest in finance, markets and risk
Applying advanced maths to practical problems

Preferred

Master's degree or higher in a quantitative subject

Education: Undergraduate degree in computer science, engineering, physics, statistics or quantitative finance; master's or above a plus
Experience: 4-5 years building, validating or reviewing models
Languages and tools: Python
Java
Scala

How to prepare

Build a VaR and stress-testing notebook in Python for a sample portfolio
Review how model risk controls work, including validation and ongoing monitoring
Practise explaining a model's assumptions and limits in plain language
Get comfortable with Linux command line workflows

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Citi’s site before applying: requirements, location and pay can change after we check them.

View the posting on Citi’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Citi and doesn’t handle applications.