Model Analysis Validation Officer

Citibank, N.A. seeks a Model Analysis Validation Officer for its Irving, TX location.

Duties: Perform and administer validations of Consumer Decision models, Anti-Money Laundering models and various business judgmental models using Predictive and Machine Learning modeling techniques that include logistic regression, decision trees, Random Forest, and GBM/XGBoost using SAS, R, and Python statistical software. Ensure execution follows global methodology and is compliant with policy and guidelines. Perform critical review of the model development process and obtain results. Apply statistical methods to organize, analyze, and interpret data to perform model validation. Conduct ongoing model performance assessments to ensure existing models are working as intended and meet criteria. Make model improvement recommendations as needed. Prepare model validation reports in a detailed, structured, and clear manner highlighting the risks and limitations of the model. Use visualization techniques to display data and results of analysis in clear, straightforward presentations that can be understood by non-technical readers. Train junior validators, share knowledge, provide feedback, and ensure adherence to respective policy and guidelines. Distribute validation reports and consult with model and business owners and other stakeholders on model validation results. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.

Requirements: Bachelor’s degree, or foreign equivalent, in Statistics, Mathematics, Technical Science, Economics, or a related field, and five (5) years of experience in the job offered or in a related quantitative occupation performing model development and validation activities within the financial services industry. Five (5) years of experience must include: Validating and developing Consumer Decision models and Anti-Money Laundering models using Predictive and Machine Learning modeling techniques including generalized linear models, logistic regression, decision trees, Random Forest, and GBM/XGBoost; Performing SAS, R, and Python statistical analysis and preparing and processing data using Oracle, SQL Server and Data Warehouses for model development and validation; Assessing and quantifying model risk across the model lifecycle by performing statistical, data, and quantitative analysis for model development using business tools: Supporting external regulatory examinations and internal audits related to Consumer Decision and Anti-money Laundering models; Coordinating the completion of assigned tasks and projects with stakeholders related to model lifecycle, and planning strategic and cross-functional initiatives; Designing technical solutions supporting complex data reporting and analytical tasks as well as generating complex graphic data reports including data crosstabs, descriptive statistics, and charts; and Creating statistical documentation with supporting analyses, testing results, and rationales for key decisions and ensuring documentation meets regulatory guidelines and industry standards. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/.  Please reference Job ID #25863083. EO Employer.

Wage Range:                $144,900 to $169,110.50/year

Job Family Group:        Risk Management

Job Family:                  Risk Analytics, Modeling, and Validation

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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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