Citi Group VP Model/Anlys/Valid Officer Hybrid 

United States, Texas 

458341800

Key Activities include:

• Performing independent validation of qualitative models across the firm, in line with the Citi Model Risk Management Policy and procedures. This includes:
  • Critically reviewing the appropriateness of a Qualitative Model versus alternative quantitative approach with respect to the modeling objective and the available model development data
  • Producing high value models validation reports, including highlighting risks and limitations of the model.
  • Evaluating testing approach and results for individual models in accordance with MRM guidance
  • Assessing the ongoing performance monitoring of the models
  • Contributing to regulatory and internal audit related responses
• Collaborating with other teams within Risk and the Business regarding qualitative models to facilitate compliance with our policies, procedures, and guidance.
• Performing complex analyses of comparative data, preparing and presenting reports and other meeting materials to MRM senior management.
• Working with the MRM Governance and Inventory teams to design, develop, deliver and maintain best-in-class qualitative model validation process standards, guidance, practices, templates, and other documentation

Qualifications:

• Master’s degree in Finance or Economics, or quantitative discipline (statistics, quantitative finance, econometrics)
• 5+ years of experience / knowledge of Banking, Treasury, Finance / Risk management preferred
• Demonstrate excellent partnership and teamwork skills
• Strong written and verbal communication skills
• Good analytic, creative thinking and problem solving abilities
• Adept and meticulous at analysis and documentation
• Ability to multi-task, work well under pressure and committed to deliver 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 or R language would be a plus.
• Solid knowledge of time series analysis, statistics and econometrics would be highly advantageous.

Anticipated Posting Close Date:

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