Model Validation 2nd Line Of Defense Senior Analyst, Avp (hybrid)
Citi
Gurgaon, India
Hybrid
Model validation and reviews
Risk management
Data analysis and interpretation
The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational
Job Summary
The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational.
Perform model validations, annual model reviews, ongoing monitoring reviews and model limitation remediation reviews for one or more model / product type under the supervision of a Validation Lead.
Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more.
Matching Summary
The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational.
Skills & Requirements
Must-have
Model validation and reviews
Risk Management
Data analysis and interpretation
Statistics and econometrics
Programming in Python or MATLAB
Nice-to-have
Credible challenge
Influence decisions
Teamwork and collaboration
Adaptability to change
Community volunteerism
Key Requirements
5-8 years of experience
Master in Statistics, Economics or Mathematics or Operational research
Bachelor's/University degree or equivalent experience