Uros Markovic
Model Developer (VP) - Market Risk Analytics @ Citi
About
• Experienced model developer specialized in Credit Spread (CDS index basis and volatility) and Securitized Products (CMBS, CMBX, RMBS, ABS, CLO, Leveraged Loans), with additional exposure to short-term interest Rate Products (LIBOR transition). Within Market Risk Analytics, I am responsible for developing, enhancing, and maintaining market risk models and translating quantitative analysis into robust analytics used for global risk management.• Strong working knowledge of probability/statistics, time-series modeling, Monte Carlo simulation, structured products, and derivatives, including Greeks, swaps, tranches, and volatility products, alongside market risk methodologies such as VaR, SVaR, stress testing, backtesting, and scenario generation. Advanced proficiency in Python (NumPy, pandas, SciPy, scikit-learn), with experience building reusable libraries, and working with large, complex time-series data pipelines.• Current interests include quantitative / machine learning research, MBS prepayment modeling, systematic credit and securitized product strategies.
United States
Tampa
Financial Services
Microsoft Office, High Analytical Skills, High Logical thinking, Manageable, Team Work, Exceptional computer skills, Ability to multi-task, Microsoft Excel, Value at Risk (VAR), Stress Testing, Financial Analysis, Capital Markets, Credit Risk, Bloomberg, Backtesting, Monte Carlo Simulation, Fixed Income, Derivatives, Equity Derivatives, Option Pricing Models
Experience
Model Developer (VP) - Market Risk Analytics
Citi
Tampa, Florida, United States
Model Development • ABS (Auto, Consumer, Student Loans).
Model Developer (AVP) - Market Risk Analytics
Citi
Model Development • Credit Spread products. • Leveraged Loans. • Securitized and other Credit products (NA RMBS, CMBX, European ABS, CLO, Distressed Debt). • CDS index basis & CDS index volatility. • Short-term interest rates (LIBOR transition to SOFR).
Mortgage Underwriter II
J.P. Morgan Private Bank
Greater Chicago Area
Mortgage Underwriting • High-net-worth (HNW). • Ultra-high-net-worth (UHNW).
Processing Specialist
J.P. Morgan Private Bank
Greater Chicago Area
Mortgage processing
Contractor
J.P. Morgan Private Bank
Greater Chicago Area
Document Support
Internship - Credit Analyst | Corporate Relationship Manager
Societe Generale Corporate and Investment Banking - SGCIB
Belgrade, Serbia
Corporate Banking • Mid-market.
Education
Johns Hopkins Whiting School of Engineering
Applied and Computational Mathematics
• Coursework: Calculus I, Calculus II, Multivariable Calculus and Complex Analysis, Linear Algebra and Its Applications, Introduction to Programming using Python, Data Structures, Algorithms for Data Science, Statistical Methods and Data Analysis, Statistical Models and Regression, Matrix Theory, Monte Carlo Methods (Spring ’26), Principles and Methods in Machine Learning (Spring ’26). • Cumulative Grade: GPA 4.000/4.000 Focus area on Probability and Statistics
Northern Illinois University
Financial Risk Management
• Coursework: Derivatives, Fixed Income Securities, Portfolio Analysis, Data Analysis, Invest- ment Management (Risk Measurement and Analysis), Financial Management Strategies (Op- tions), Financial Analysis (Mergers & Acquisition), Risk Management I (Market Risk, Credit Risk, Liquidity Risk), Fundamentals of Financial Markets, Time Series Analysis (Forecast- ing). • Activities & Societies: Graduate Economics Students Association (GESA), Soccer Team - Department of Economics. • Cumulative GPA: 3.934/4.000.
University of Novi Sad, Faculty of Economics in Subotica
Economics
• Coursework: Macroeconomics, Microeconomics, Econometrics, Statistics, Risk Management, Project Management, Economics of Enterprise, Mathematics for Economists, Finance, Bank- ing, International Economics, Accounting, Strategic Management, Information Technologies, English 1, English 2, Philosophy, Entrepreneurship, Sport and Physical Education, Economic System and Economic Politics, Principles of Management, Theory of Organization, Manage- ment of Human Resources, Business Law, Environment Management, Economics in Tourism and Hospitality, Managerial Information Systems, Urban Environment Management, Final Seminar Work, Principles of Marketing, Business Finance, Political Economy, Organization of Tourist amp; Hospitality Enterprises, Organization Project, Organisational Behavior, Busi- ness Analysis. • Activities & Societies: Association of Undergraduate Students, Soccer Team - Department of Economics. • Cumulative GPA: 3.434/4.000.
Uros Markovic's Contact Information
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