Model Validation 2nd Lod Senior Analyst

Citibank, N.A.

Tampa, FL, United States
Base: $118,100.00 to $125,900.00; bonus/equity: no...
Hybrid
Quantitative review of mathematical models
Programming in c++, python, r, matlab
Model risk management lifecycle
Citibank seeks a Model Validation 2nd LOD Sr. Analyst to review and validate XVA models covering technical and functional aspects including assumptions, calibration, and performance

Job Summary

  • Citibank seeks a Model Validation 2nd LOD Sr. Analyst to review and validate XVA models covering technical and functional aspects including assumptions, calibration, and performance.
  • The role involves managing stakeholder interactions, writing validation reports, and ongoing model risk management throughout the model lifecycle.
  • Citi offers competitive salaries, comprehensive employee benefits including medical, dental, vision, 401(k), insurance, wellness programs, and paid time off.

Matching Summary

Citibank seeks a Model Validation 2nd LOD Sr. Analyst to review and validate XVA models covering technical and functional aspects including assumptions, calibration, and performance.

Salary

Base: $118,100.00 to $125,900.00; Bonus/Equity: Not specified; Benefits: Medical, dental, vision, 401(k), insurance, wellness programs, paid time off

Skills & Requirements

Must-have

  • Quantitative review of mathematical models
  • Programming in C++, Python, R, MATLAB
  • Model risk management lifecycle
  • Validation of XVA models
  • Stakeholder interaction and reporting
  • Financial product modeling expertise

Nice-to-have

  • Knowledge of regulatory requirements
  • Experience with credit default swaps and options
  • Hybrid/telecommuting work schedule
  • Experience in financial markets and institutions

Key Requirements

  • Bachelor’s degree in quantitative field
  • Two years experience in risk analysis and modeling
  • Experience with calculus, Monte-Carlo simulation, linear algebra
  • Programming experience in C++, Python, R, MATLAB
  • Experience delivering model validation reports
  • Experience with financial products like credit default swaps
  • Experience managing model risk lifecycle

Work Rights

Not specified

Tailored Resume

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