Hybrid Senior Model Validation Analyst, 2nd Line of Defense

Posted 12 hours ago

Apply now

About the role

  • 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

Job type

Experience level

Senior

Salary

Not specified

Degree requirement

No Education Requirement

Tech skills

Location requirements

Report this job

See something inaccurate? Let us know and we'll update the listing.

Report job