Join to apply for the Quantitative Risk Analyst, Assistant Vice President role at Citi1 day ago Be among the first 25 applicantsJoin to apply for the Quantitative Risk Analyst, Assistant Vice President role at CitiGet AI-powered advice on this job and more exclusive features.Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in numerical computation and Quantitative Risk Modelling to our Market Risk Analytics team in Dublin.By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.Team/Role OverviewWe have an excellent opportunity available for a Quantitative Risk Analyst, Assistant Vice President to join our Market Risk Analytics team in Citi’s office in Dublin. This person will be responsible for critical deliverables involving complex market risk models related to the bank's “Fundamental Review of the Trading Book” (FRTB) and Basel 2.5 implementations.Currently, Citi is focusing on the end-to-end implementation of the FRTB Standardised Approach (FRTB-SA). During the transition to FRTB, work continues on the Basel 2.5 models. Therefore, for someone with the right competency, keen interest, high degree of motivation and energy, the role offers an excellent opportunity to be at the centre of market risk model methodology developments. This role creates a broad set of opportunities for interaction with a wide range of internal functions as well as senior management within the bank.What You'll DoDevelop methodology for quantitative analysis required on various work streams for FRTB-SA and Basel 2.5 implementation within the bank.Provide robust, controlled, reusable, and scalable analytics capabilities for the rapid variations of FRTB-SA rules applied in the various regulatory jurisdictions in which Citi operates.Produce high quality documentation for the FRTB-SA and Basel 2.5 processes, interact with the model validation team.Work with existing market risk models as required, and provide solutions where weaknesses are identified in testing, or where new business needs require model enhancements.Interact confidently with other risk management teams, the front office, technology and control groups in order to implement improvements to the market risk models and to support any related production processes.Prepare reports and detailed quantitative analysis for presentation to senior management and regulators.What We’ll Need From YouExperience in one or more of the following is an advantage: derivatives pricing, exotic products, risk management practices, regulation, numerical computation, statistics, FRTB: BCBS, CRR2, CRR3, etc. regulations, Basel 2.5 regulations.Ability to interpret and translate regulations into technical specification to serve as foundation for the implementation, testing, validation, and compliance.Strong hands-on IT skills, for example, with Python, R, VBA, C/C++, SQL, Unix.Keen interest in banking and finance, especially in the field of Quantitative Risk Modelling.Excellent oral and written communication skills.Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, data science and engineering).PhD or equivalent degree / MSc level qualification is strongly preferred.What We Can Offer YouA 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 environmentInclusive and friendly corporate culture where gender diversity and equality is widely recognizedA supportive workplace for professionals returning to the office from childcare leaveAn enjoyable and challenging learning path, which leads to a deep understanding of Citi’s products and services.We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.By joining Citi Dublin, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well. Discover more here.Alongside these benefits, Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energised to join us, motivated to stay, and empowered to thrive.Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.------------------------------------------------------Job Family Group:Risk Management------------------------------------------------------Job Family:Risk Analytics, Modeling, and Validation------------------------------------------------------Time Type:Full time------------------------------------------------------Most Relevant SkillsAnalytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.------------------------------------------------------Other Relevant SkillsCredible Challenge, Laws and Regulations, Management Reporting, Referral and Escalation, Risk Remediation.------------------------------------------------------Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.View Citi’s EEO Policy Statement and the Know Your Rights poster.Seniority levelSeniority levelNot ApplicableEmployment typeEmployment typeFull-timeJob functionJob functionFinance and SalesIndustriesBanking, Financial Services, and Investment BankingReferrals increase your chances of interviewing at Citi by 2xGet notified about new Quantitative Risk Analyst jobs in Dublin, County Dublin, Ireland.Dublin, County Dublin, Ireland 2 days agoExpression of Interest - Quant Trading & Quant Research – 2026 Graduate Programmes (Dublin Office)Dublin, County Dublin, Ireland 3 days agoDublin, County Dublin, Ireland 3 days agoDublin, County Dublin, Ireland 1 month agoAssociate Director /Manager –Risk Advisory Quantitative ValuationsDublin, County Dublin, Ireland 1 week agoDublin, County Dublin, Ireland 1 week agoData Analytics & AI - AI Analyst - Senior ConsultantDublin 2, County Dublin, Ireland 1 day agoDublin, County Dublin, Ireland 1 week agoSenior Analyst - Data, Science & EngineeringDublin, County Dublin, Ireland 1 week agoData Governance Foundation Senior Lead AnalystDublin, County Dublin, Ireland 2 weeks agoGoldman Sachs Asset & Wealth Management - Risk Governance - Analyst - DublinDublin, County Dublin, Ireland 4 days agoDublin, County Dublin, Ireland 2 weeks agoDublin, County Dublin, Ireland 3 weeks agoDublin, County Dublin, Ireland 4 days agoDublin, County Dublin, Ireland 2 days agoDublin, County Dublin, Ireland 2 weeks agoDublin, County Dublin, Ireland 2 months agoDublin, County Dublin, Ireland 16 hours agoDublin, County Dublin, Ireland 4 days agoInvestment Data Analyst, Senior AssociateDublin, County Dublin, Ireland 2 days agoDublin, County Dublin, Ireland 3 months agoSenior Quantitative Analyst, Decision Analytics & Insights, Dublin, London, Northampton, Belfast.Dublin, County Dublin, Ireland 1 week agoDublin, County Dublin, Ireland 4 days agoDublin, County Dublin, Ireland 18 hours agoDublin, County Dublin, Ireland 3 days agoDublin, County Dublin, Ireland 3 weeks agoDublin, County Dublin, Ireland €75,000.00-€90,000.00 2 weeks agoDublin, County Dublin, Ireland 21 hours agoDublin, County Dublin, Ireland 20 hours agoDublin, County Dublin, Ireland 23 hours agoDublin, County Dublin, Ireland 2 days agoSenior Director Analyst, Data & Analytics Governance (Remote Europe)Dublin, County Dublin, Ireland 3 days agoDublin, County Dublin, Ireland 2 weeks agoWe’re unlocking community knowledge in a new way. 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