Model Validation 2nd Line Of Defense Senior Analyst, Avp (hybrid)
Citi
Gurgaon, India
Hybrid
Model validation and review
Risk management framework
Data analysis and interpretation
Citi’s Risk Management organization oversees risk-taking activities and assesses risks and issues independently of the front line units
Job Summary
Citi’s Risk Management organization oversees risk-taking activities and assesses risks and issues independently of the front line units.
The role involves performing model validations, ongoing monitoring, and providing effective challenge to model development processes under the supervision of a Validation Lead.
Citi provides extensive on-the-job training, access to health and well-being programs, and opportunities for career growth and community engagement.
Matching Summary
Citi’s Risk Management organization oversees risk-taking activities and assesses risks and issues independently of the front line units.
Skills & Requirements
Must-have
Model validation and review
Risk management framework
Data analysis and interpretation
Programming skills in Python or MATLAB
Credit risk modeling
Regulatory and audit response
Statistical and econometric analysis
Nice-to-have
Teamwork and partnership skills
Creative problem-solving abilities
Project management skills
Effective communication and diplomacy
Process improvement and efficiency
Change management and adaptability
Community volunteering and engagement
Key Requirements
5-8 years of experience
Master’s degree in Statistics, Economics, Mathematics or Operational Research
Programming skills in Python, MATLAB, C/C++, C#, VBA or similar
Knowledge of financial markets and products
Experience in qualitative or quantitative model risk management