Citi Group SVP Model/Analysis/Valid Sr Officer - C14 Hybrid 

United States, New York, New York 

14954329

This Model/Analyst/Validation Sr Officer I position is a model validation role in the Consumer Valuation Models and Anti-Money Laundering Model Validation Group within Citi Model Risk Management. This is a critical role for ensuring models comply and meet regulatory (SR 11-7) guidance and expectations. The role is responsible for model validation activities of consumer credit and fraud risk models. Responsibilities range from new model validations, ongoing model validations, annual model reviews & ongoing monitoring, limitation management. The role requires ongoing interactions with stakeholders, such as, model sponsors, developers, and other business partners.

Responsibilities:

• Conduct end-to-end model validation activities across the model life cycle for new and existing models, including initial model validation, ongoing monitoring, annual model review, and ongoing validation
• Provide independent review and effective challenge on the soundness and fit-for-purpose of models used in Citi; perform independent testing/analysis
• Identify weaknesses and limitations of models and inform sponsors/developers of their risk profiles and recommend compensating controls
• Prepare detailed technical validator reports, which includes model assessment, testing results, validation findings and outcome
• Communicate validation results to diverse audiences such as model sponsors and developers and senior management
• Manage stakeholder interactions with model developers and sponsors across the model review lifecycle
• Provide guidance to junior validators, review and enhance their work products
• Contribute to strategic, cross-functional initiatives within the Model Risk Management

Qualifications:

• 7 years of experience in analytical positions with models in banking or related industries
• Knowledge of statistical modeling concepts and industry best practices; In-depth technical knowledge of common ML techniques and strong understanding of risks associated with models and corresponding mitigants
• Ability to collaborate with peers and stakeholders with various background, and to effectively explain technical terms to audience with different levels of technical knowledge
• Self-motivated and detail oriented
• Excellent writing and communication skills
• Proficiency in programs such as SAS, R and Python

:

• Master’s (or PhD) in Economics, Statistics, Mathematics, Physics, Engineering, Computer Science, or related field

Anticipated Posting Close Date:

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