Citi Group AVP Qualitative Models Validation Senior Analyst - Hybrid 

United States, Texas, Irving 

421180704

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 approaches 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 the developmental testing approach and results for individual models in accordance with MRM guidance.
• Supporting the process of designing, developing, delivering and maintaining best-in-class qualitative model validation process standards, guidance, practices, templates, and other documentation.
• Contributing to regulatory and internal audit related responses
• Collaborating with other teams within Risk and the Business to facilitate compliance with policies, procedures, and guidance.
• Preparing reports and other meeting materials for MRM senior management.
• Having an enthusiastic attitude and adopting important changes early;
• Demonstrating curiosity and actively apply learning from failures.
• Challenging self and others to seek out and communicate alternative views;
• Be welcoming of diverse ideas to improve outcomes.
• Proactively seeking to understand and act in alignment with organizational decisions; help others prioritize team and enterprise success over their own personal agenda

Qualifications:

• 5-8 years of experience
• Minimum Bachelor’ degree in Finance, Economics, or other quantitative discipline (statistics, quantitative finance, econometrics, etc.). Masters’ degree or above is preferred.
• Experience in Quantitative Finance, Risk management, Analytics, Model Development or Model Validation is preferred.
• Demonstrate excellent partnership and teamwork skills.
• Ability to clearly and concisely formulate findings in a written form and good verbal communication skills.
• Good analytic, creative thinking, and problem solving abilities
• Ability to multi-task, work well under pressure, and deliver results under tight deadlines.
• Knowledge of financial markets and products.
• Model risk management experience is a plus.
• Experienced user of Microsoft Office Suite, especially Excel, PowerPoint and Word. Knowledge of SAS or R language a plus. Programming knowledge, (e.g.python) a plus.
• Solid knowledge of time series analysis, statistics and econometrics preferred.

Education:

Bachelor's/University degree or equivalent experience

Anticipated Posting Close Date: