Citi Group AVP - Qualitative Models Validation Senior Analyst 

United States, Delaware, Wilmington 

186854380

:

• Performing independent validation of qualitative models across the firm, in line with the Citi Model Risk Management Policy and procedures. This includes:oCritically reviewing the appropriateness of a Qualitative Model versus alternative quantitative approach with respect to the modeling objective and the available model development dataoProducing high value models validation reports, including highlighting risks and limitations of the model.oEvaluating testing approach and results for individual models in accordance with MRM guidanceoAssessing the ongoing performance monitoring of the modelsoContributing to regulatory and internal audit related responsesoCollaborating with other teams within Risk and the Business regarding qualitative models to facilitate compliance with our policies, procedures, and guidance.oAssisting with preparing the reports and other meeting materials to MRM senior management.oSupporting the process of designing, developing, delivering, and maintaining best-in-class qualitative model validation process standards, guidance, practices, templates, and other documentation.

• Minimum Bachelor’ degree in Finance, Economics, or other quantitative discipline (statistics, quantitative finance, econometrics, etc.). Masters’ degree or above is preferred.
• 3 years of experience of Banking, Treasury, Finance, Risk management, Analytics preferred. However, talented candidates with fewer years of experience will be considered.
• Demonstrate excellent partnership and teamwork skills.
• Ability to formulate findings clearly and concisely in a written form and good verbal communication skills.
• Good analytic, creative thinking, and problem-solving abilities.
• Adept and meticulous at analysis and documentation of results.
• Ability to multi-task, work well under pressure, and deliver results under tight deadlines.
• Knowledge of financial markets and products.
• Qualitative or quantitative model risk management experience is a plus.
• Experienced user of Microsoft Office Suite, especially Excel, PowerPoint and Word. Knowledge of SAS, Python or R language a plus.
• Solid knowledge of time series analysis, statistics and econometrics preferred.

Anticipated Posting Close Date:

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