Quantitative Market Risk Analyst, Citi

Citi

Location:
Ireland, Dublin

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The Quantitative Market Risk Analyst role at Citi involves preparing quantitative modeling and analysis for risk managers and senior stakeholders, developing risk models, and conducting statistical analysis. The position is part of the DART team in Dublin, Ireland, which focuses on risk modeling and analytics to ensure the bank has adequate capital during crises. Strong analytical skills, proficiency in Python and SQL, and an academic background in quantitative fields like mathematics or physics are required. The role offers a hybrid work environment and various professional development opportunities.

Job Responsibility:

Prepare detailed quantitative modelling and analysis for risk managers and senior management
Synthesize and communicate complex risk models and results
Conduct statistical analysis, quantitative modelling, and model risk controls
Work with Risk Managers, businesses, and tech to design and build models for risk capture and stress testing
Research, support, enhance and maintain market risk models
design and develop in-house software for quantitative analysis
Develop methodology for quantitative analysis required on various work streams for 'Fundamental Review of the Trading Book (FRTB)' implementation within the bank

Requirements:

Educated at postgraduate level or equivalent, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, or financial engineering)
PhD or equivalent degree is preferred although MSc applicants will be considered
Knowledge of or interest in finance, markets, risk management
Prior experience not required
Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems
Excellent oral and written communication, strong project management skills and ability to confidently interact with stakeholders at all levels are required
Proficient in Python, SQL, Unix/Linux environment

What we offer:

A chance to develop in a highly innovative environment where you can use the newest technologies in a top-quality organizational culture
Professional development in a truly global environment
Inclusive and friendly corporate culture where gender diversity and equality is widely recognized
A supportive workplace for professionals returning to the office from childcare leave
An enjoyable and challenging learning path, which leads to a deep understanding of Citi’s products and services
Competitive base salary (which is annually reviewed)
A whole host of additional benefits that support you (and your family) to be well, live well and save well

Additional Information:

Job Posted:
July 04, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Quantitative Market Risk Analyst