Model/Analysis/Validation Senior Analyst

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

Duties: Execute counterparty credit risk model implementation, perform model change assessments of model purpose, background and mathematical construction. Translate model change quantitative specifications into functional requirements to the model control platform. Assist in user interface design of the model control platform. Liaise between modelers and technology software engineers to design system integration tests, user acceptance tests, and test success criteria prior to the changes implemented in the production system. Interpret and validate test results of pricing, simulation, margin, and risk aggregation models. Update and maintain changes to model configuration tables and reference tables. Respond to questions related the model control platform and assist in internal/external reviews. 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 Finance, Financial Risk Management, or related field and 1 year of experience as a Model/Analysis/Validation Analyst, Risk Analyst, or related position involving counterparty credit risk modeling and management in the global financial services industry. 1 year of experience must include: Modeling and quantitative analytics; Programming skills and data analysis capability and coding in Java, C/C++, Python, and SQL databases; Debugging code of model configuration files stored in Linux; Understanding of counterparty credit risk modeling including pricing, simulation, and margin models; and Model life cycle, model risk management and BASEL regulations. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25849980. EO Employer.

Wage Range:               $97,901.29 to $122,600

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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