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Model/Anlys/Valid Sr Analyst

Job Req ID 21370174 Primary Location Tampa, Florida; Wilmington, Delaware Job Category Risk Management
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  • Responsibilities:

    We are looking for model risk manager and validator for validating Risk models, which includes Credit Risk, Structured Risk, Operational Risk, Liquidity Risk, Insurance and Pension models for assessing the adequacy of risk capital and estimated losses for regulatory or business requirements.

    Our rigorous validations include the technical assessment of adequacy of the modeling data and assumptions, conceptual soundness and mathematical formulation, and model performance, as well as the assessment of using the model for regulatory and business applications. Responsibilities of this position include performing validation tests, discussing findings with internal and external stakeholders, writing validation reports, and managing model risk.

Requirements

  • Minimum of Master’s degree in a quantitative field (physics, mathematics, statistics, finance, economics, computer science, engineering etc.) with 2 years or equivalent of relevant experience
  • Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master’s degree, CFA, FRM, or CPA.
  • Sound knowledge of Calculus, Numerical Analysis, Statistics, and Linear Algebra.
  • Strong communication skills.
  • Knowledge of financial products, risk management, regulatory requirements (e.g. BASEL, CCAR, CECL, IFRS9, ICAAP, etc.).
  • Ability to work independently as well as collaborate with colleagues.
  • Solid writing skills. Publications in peer-reviewed journals are considered as good evidence.
  • Programming skills: SAS, SQL, R, Python, C/C++, MATLAB, Java, Oracle.
  • Curiosity, diligence, and a healthy skepticism about received wisdom are all desirable;
  • Team work and commitment a must.

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.

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