Model/Analysis Validation Officer

Citibank, N.A. seeks a Model/Analysis/Validation Officer for its Tampa, Florida location.

Duties: Conduct complex risk analysis including pre-settlement exposure investigations to determine accuracy of risk calculations, identify variations, and initiate corrective actions. Provide training on how to conduct basic exposure investigations using risk systems and the impact of internal processes on exposure allocations and calculations. Review and approve pre-settlement exposure adjustments. Present monthly adjustments in Senior Management forums along with analysis of the trend and escalations. Work with technology and model development teams in system/model changes and raise margin/legal concerns to margin operations and legal. Ensure that operational processes and system infrastructure is working efficiently. Support development of risk analytics tools and systems, including defining the interface requirements and logic, as well as testing and post-release training. Conduct exposure analysis at the transaction and portfolio level and assist in risk mitigation efforts for a wide range of products including Over The Counter (OTC) derivatives, Securities Financing Transactions (SFTs), Mortgage Backed Securities, and ABS Fixed income and cash securities. Liaise with various business and technology partners to develop, manage and assist with data acquisition and data correction related projects to ensure accuracy and timely delivery of data. Maintain accurate documentation for all local processes. Collaborate with various business stakeholders and senior management on other ad hoc requests related to regulatory requests and data analysis. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master’s degree, or foreign equivalent, in Statistics, Mathematics, Quantitative Methods or related field and 3 years of experience as a Financial Risk Analyst, Computational Risk Analyst, Counterparty Risk Analyst or related position involving both security financial transactions and over-the-counter derivatives/transactions. 3 years of experience must include: Analyzing credit risk exposure for Securities Financing Transactions and Over the Counter derivatives; Credit risk concepts and processes including pre-settlement exposure, risk weighted assets, initial/variation margin; Counterparty Credit Risk Model lifecycle; Project Manager experience (project lifecycle, writing requirements, working with multiple stakeholders); and Industry experience developing and maintaining technical documentation for processes, systems or models in a risk management organization. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25828198. EO Employer.

Wage Range:                $97,576.62 to $125,000

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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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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