Citi Group Model/Analysis/Validation Officer 

United States, New York, New York 

416277440

Requirements: Requires a Master’s degree or foreign equivalent in Mathematics, Statistics, Finance, Financial Mathematics, Computer Science, or related quantitative field and 2 years of experience as Model/Analysis/Validation Analyst or related position involving conducting risk management for a global financial services institution. 2 years of experience must include: Quantitative modeling; Mathematics and statistical techniques; Leveraging Univariate/Multivariate Regression for CCAR,CECL, and ICAAP; Programming in R; and Drafting technical validation reports. 1 year of experience must include: Conducting data and financial analysis; Leveraging Time Series Regression, Vector Error Correction Model and Principal Component Analysis for CCAR,CECL,ICAAP, IFRS9 and other usages; Validating models used in stress-testing under guidelines for CCAR, DFAST, CECL, and ICAAP; and; Programming in Python and SAS. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #24772502. EO Employer.

Wage Range: $178,000 to $182,000

Anticipated Posting Close Date:

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