## Key Role Overview
This senior quantitative analyst role focuses on developing, enhancing and validating models and methods to measure and analyze interest rate risk in the banking book (IRRBB) as well as other risk types (market, credit, operational). The position combines statistical modeling, data engineering and programming (SAS, SQL, VBA) with business-facing communication to produce recommendations, automation and documented solutions. The role also includes mentoring junior staff, project leadership and ensuring governance and compliance in model development and deployment.
## What are the Key Responsibilities?
- Develop, enhance, and validate methods for measuring and analyzing risk across market, credit and operational risk types, including scoring models and related policies.
- Conduct statistical analysis, econometric and predictive modeling, and data modeling/validation to support risk-related projects.
- Use SAS, SQL, Visual Basic and other tools to extract, transform and analyze data, automate data extraction/preprocessing, and design/maintain complex data manipulation processes.
- Prepare statistical and non-statistical data exploration, validate data quality, identify issues, and work with Technology to resolve them.
- Produce formal statistical documentation and reports, present findings and optimization solutions to non-technical audiences, and create documentation using appropriate statistical vocabulary.
- Generate models to identify relationships and trends in data, validate assumptions, and escalate identified methodological or process risks.
- Perform ad hoc analyses, design monitoring/optimization systems, and provide documentation, presentations and recommendations addressing business needs.
- Apply risk-aware decision making, ensure compliance with laws, policies and controls, and escalate and report control issues transparently.
## What are the Required Qualifications?
- Bachelor’s/University degree or equivalent experience; 5–8 years of relevant experience with at least 2 years in IRRBB.
- Knowledge of statistical modeling concepts, econometric and statistical modeling techniques, and industry best practices for model development and risk scoring.
- Hands-on experience with SAS, SQL and Visual Basic; proficient with Microsoft Office, especially Excel.
- Strong analytical, written and verbal communication skills; self-motivated, detail oriented, with demonstrated project management and organizational ability to handle multiple projects concurrently.
## What are the Preferred Qualifications?
- Advanced experience in predictive modeling, model monitoring/optimization, and automation of data processes.
- Deeper subject-matter experience in Model Development and Analytics or risk model governance frameworks.
- Experience presenting technical results to non-technical stakeholders and producing formal statistical documentation.
## Compensation & Benefits
- Salary range: $90,080 - $135,120 per year.
- Key benefits include medical, dental and vision coverage, 401(k), life/accident/disability insurance, wellness programs, paid time off (vacation, sick leave) and paid holidays.
- Eligible employees may receive discretionary and formulaic incentive and retention awards; offerings vary by jurisdiction, job level, and date of hire.
## Additional Information
- Time type: Full time. Primary location: NC
- CHARLOTTE (BALLANTYNE) — work is based in Charlotte, NC.
- Anticipated posting close date: Jan 30, 2026.
- Citi is an equal opportunity employer and provides reasonable accommodations for applicants with disabilities.