Citibank, N.A. seeks a Model/Analysis/Validation Senior Analyst for its Wilmington, DE location.

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 https://jobs.citi.com/. Please reference Job ID #24795322. EO Employer.

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

Job Family Group: Risk Management

Job Family: Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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Primary Location:

Wilmington Delaware United States

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Primary Location Full Time Salary Range:

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Anticipated Posting Close Date:

Jan 28, 2025

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