Citi Group Model/Analysis/Validation Senior Analyst 

United States, Delaware, Wilmington 

557646914

Duties: Work as a model risk validator for Credit Risk, Liquidity Risk, Structured Risk, Operational Risk and models. Adopt machine learning techniques for assessing the adequacy of risk capital and estimated losses for regulatory or business requirements. Conduct rigorous validations including the technical assessment of adequacy of the modelling data, appropriateness of modelling and business assumptions, evaluation of conceptual soundness and mathematical formulation. Provide independent review and challenge of a model, test design and analysis on model performance, model implementation inspection, identification of model limitations, as well as the assessment of using the model for regulatory and business applications. Evaluate model development documentation quality, examine and run coding packages, perform validation tests independently, discuss findings with internal and external stakeholders, and write validation reports to manage model risks through the entire life cycle of a model. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Master’s degree, or foreign equivalent, in Financial Engineering, Quantitative Finance, Mathematics, or a related field, and one (1) year of experience with Model Risk Management in the job offered, or in a related occupation in the financial services industry. One (1) year of experience must include: Building models, monitoring a model performance, and validating a model using statistical and quantitative technologies; Handling data scrubbing and coding with any language of Python/R/SAS; Using programming languages including R, Python, SAS and Matlab to perform validation works; and Conducting model assessment by leveraging knowledge of Statistics, Time Series, Machine Learning, Numerical Analysis and Linear Algebra. 40 hrs./wk. Applicants submit resumes at . Please reference Job ID #24795322. EO Employer.

Wage Range: $108,821.62 to $130,947.90

Anticipated Posting Close Date:

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