Model Validation Analyst at Citi validating models for measuring risks in financial markets. Collaborating on regulatory compliance and improvement of risk management processes.
Responsibilities
Perform model validations, annual model reviews, ongoing monitoring reviews
Evaluate testing approach and results for individual models
Assess ongoing performance monitoring of models
Contribute to regulatory and internal audit related responses
Collaborate with other teams within Risk and the Business
Assist with preparing reports for MRM senior management
Support design, development, delivering, and maintaining model validation process standards
Take ownership for helping others see a better future
Set high expectations and invest necessary effort to deliver excellence
Requirements
5-8 years of experience
Master in Statistics, Economics or Mathematics or Operational research
Excellent partnership and teamwork skills
Ability to formulate findings clearly and concisely in written form
Good verbal communication skills
Good analytic, creative thinking, and problem-solving abilities
Programming skills in languages like Python, MATLAB, C/C++/C#, VBA or other coding language
Knowledge of financial markets and products
Qualitative or quantitative model risk management experience is a plus
Attention to detail
Benefits
access to telehealth options
health advocates
confidential counseling
Paid Parental Leave Policy
array of learning and development resources
generous paid time off packages
resources and tools to volunteer in the communities
Job title
Senior Model Validation Analyst, 2nd Line of Defense
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