Model/Analysis/Validation Officer

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Job Overview

Citigroup Global Markets Inc. seeks a Model/Analysis/Validation Officer for its Tampa, FL location.

Duties: Develop and implement quantitative models of Counterparty Credit Risk (CCR). Simulate stochastic market factor evolution across multiple asset classes. Develop analytics libraries used for pricing and risk-management. Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, and C++ including STL, C#, .NET, Java, object-oriented software design, Python, Structured Query Language (SQL), mathematical finance/programming and statistics and probability. Integrate derivatives pricing libraries for use in the simulated market context. Evaluate counterparty exposure profiles generated by derivative portfolios and model the effect of collateral exchange between counterparties. Drive the effort for implementation of completed model enhancements for production. Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, and Finance to ensure appropriate governance and control infrastructure. Appropriately assess risk/reward of transactions when making business decisions and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation. Develop appropriate mathematical framework to address limitations, non-modeled risk, and other deficiencies in models in response to internal, business, risk management, or regulatory findings. Identify, evaluate, and report on the nature, purpose, and expected impact of changes introduced to models. Produce prototype implementations to be used throughout model lifecycle. Evaluate impact of pricing model changes on major CCR metrics. Enhance and support periodic upgrades of Front Office Integration derivative pricing models. Review changes in Front Office pricing models, categorize, design, and assign appropriate model testing, conduct such testing, and document results. 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 Mathematics, Statistics, Economics, or a related field, and two (2) years of experience in the job offered or in a related quantitative occupation analyzing financial data. Employer will accept pre- or post- Master’s degree experience. Two (2) years of experience must include: Utilizing technical and programming skills in Python, C/C++, and UNIX/Linux; Working with Market Data and Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; Working with Financial products, Investments and Quantitative Methods; Developing and implementing quantitative simulations, pricing models of Counterparty Credit Risk and integrating OTC/ETD derivatives pricing libraries for use in the simulated market context; Evaluating counterparty exposure profiles generated by derivative portfolios and modeling the effect of collateral exchange between counterparties; and Creating and maintaining technical model development documentation for modeling methodologies and applications including project plans, model descriptions, mathematical derivations, mathematical and markets assumptions, data analyses, processes, quality controls, calibration procedures, and testing results. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/.  Please reference Job ID #25908297. EO Employer.

Wage Range:                $117,700.00 to $180,000.00

Job Family Group:         Risk Management

Job Family:                   Risk Analytics, Modeling, and Validation

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Job Family Group:

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Job Family:

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Time Type:

Full time

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Primary Location:

Tampa Florida 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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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Anticipated Posting Close Date:

Nov 21, 2025

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