Citi Group Model Validation Analyst Hybrid 

United States, Florida, Tampa 

271690448

Responsibilities

• Contribute to the strategic development of the model benchmarking framework and provide support and assistance to users of the system.
• Support and streamline validation workflows for new and existing models by helping validators automate and run various tests efficiently.
• Manage the end-to-end model review and validation workflows for new and existing models, under the supervision of the validation lead.
• Provide effective challenge on the conceptual and technical soundness of the models design, theory, and framework through various testing.
• Interact with stakeholders such as model developers, model sponsors, model users, and production, for model risk management related activities.
• Assist the validation lead on quarterly and annual model performance review/revalidation, model inventory reconciliation, etc.

Qualifications

• A Master's degree in a quantitative field (statistics, mathematics, physics, or financial engineering).
• Demonstrated understanding of mathematical finance, with experience in interest rate derivative modeling.
• Demonstrated programming skills in languages such as Python, R, SQL, C++, SAS, etc.
• Good communication skills to communicate technical information verbally and in writing to both technical and non-technical audiences.
• Ability to work independently and collaborate with colleagues. Team work and commitment is a must.
• Curiosity, diligence, and a healthy skepticism about received wisdom are desirable.
• Demonstrated project management and organizational skills and ability to handle multiple projects at a time.

Anticipated Posting Close Date:

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