Model Validation 2nd Lod Senior Analyst

Citi Handlowy

Tampa, Florida, United States
Base: $118,100.00 to $125,900.00; bonus/equity: di...
Hybrid
Xva model validation
Quantitative review of models
Model risk management
Review the underlying theory, assumptions, limitations, implementation, and testing of XVA models used by Citi

Job Summary

  • Review the underlying theory, assumptions, limitations, implementation, and testing of XVA models used by Citi.
  • Manage stakeholder interaction with model developers and business owners during model lifecycle including discussions concerning model limitation severity and compensating controls.
  • In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.

Matching Summary

Review the underlying theory, assumptions, limitations, implementation, and testing of XVA models used by Citi.

Salary

Base: $118,100.00 to $125,900.00; Bonus/Equity: discretionary and formulaic incentive and retention awards; Benefits: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.

Skills & Requirements

Must-have

  • XVA model validation
  • quantitative review of models
  • model risk management
  • financial product knowledge

Nice-to-have

  • stakeholder interaction
  • telecommuting/hybrid schedule

Key Requirements

  • Bachelor’s degree or foreign equivalent
  • 2 years of experience
  • Calculus, Monte-Carlo simulation, linear algebra, probability theory and stochastic calculus
  • C++, Python, R, and MATLAB
  • Regulatory requirements
  • Risk measures, financial markets, financial institutions, and financial products

Work Rights

Not specified

Tailored Resume

Cover Letter