Model Validation Senior Analyst

Working at Citi is far more than just a job. A career with us means joining a team of more than 225,000 dedicated people from around the globe. At Citi, you will have the opportunity to grow your career, give back to your community and make a real impact. We offer a broad range of opportunities across multiple business lines, each contributing to our mission of driving global progress. Whether you're interested in banking, technology, or investment services, our teams collaborate to deliver innovative solutions that make a positive impact.

• Minimum Bachelor's degree in Finance, Economics, or quantitative discipline (statistics, quantitative finance, econometrics); Master's degree preferable.
• Ideally 3 years experience in Banking, Treasury, Finance or Risk management.
• Programming skills in Python, MATLAB, C, C++, C#, VBA, R, and SAS.
• Ability to clearly and concisely formulate findings in written form and good verbal communication skills.
• Good analytic, creative thinking, and problem solving abilities.
• Meticulous at analysis and documentation.
• Ability to multi-task, work well under pressure, and deliver under tight deadlines.
• Knowledge of financial markets and products.
• Experienced user of Microsoft Office Suite, especially Excel, PowerPoint, and Word.

Nice to have:

• Solid knowledge of statistics, econometrics, AI/Machine Learning, and Finance.
• Model validation experience.

• Performing independent validation of models in the Global Functions, in line with Citi Model Risk Management Policy and procedures, including critical review of model approaches.
• Producing high quality validation reports, including highlighting risks and limitations.
• Evaluating testing approach and results for individual models according to MRM guidance.
• Assessing ongoing performance monitoring of models.
• Contributing to regulatory and internal audit related responses.
• Collaborating with other teams within Risk and the Business regarding qualitative models to ensure compliance.
• Assisting with preparing reports and meeting materials to MRM senior management.
• Supporting the design, development, delivery and maintenance of qualitative model validation process standards, guidance, practices, templates and documentation.