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Model/Analysis/Validation Senior Analyst

https://www.citi.com/ Logo

Citi

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Location:
United States , New York

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Category:

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Contract Type:
Not provided

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Salary:

136500.00 - 175000.00 USD / Year

Job Description:

Citigroup Global Markets Inc. seeks a Model/Analysis/Validation Senior Analyst for its New York, New York location. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Job Responsibility:

  • Serve as a strategic business partner in Counterparty Credit Risk Quantitative Development, working closely with the global management teams throughout the Institutional Clients, Global Consumer Bank, and Global Functions groups
  • Analyze risk and exposure models to derive mathematical and statistical implications and markets scenarios
  • Add value to the business by researching, analyzing, problem solving, stress testing, assessing risk and developing solutions
  • Develop analytical models used for derivatives risk and exposure calculations
  • Conduct research into the mathematical derivation of the model
  • Develop code, test, and document models for formal validation and approval
  • Deliver the model for incorporation into the Firm’s internal and regulatory risk management processes

Requirements:

  • Master’s degree, or foreign equivalent, in Financial Engineering, Mathematics, Statistics, Computer Science, or related field
  • 2 years of experience as a Quantitative Developer, Quantitative Analyst, or related position involving risk and exposure models analysis and development in a global financial services institution
  • 2 years of experience must include: Data gathering and analysis for pricing
  • Risk and exposure models formulation, testing and validation
  • Quantitative toolbox development using C++ and Python programming, algorithms, and numerical techniques
  • Development and maintenance of quantitative infrastructure and databases
  • Incorporating risk and exposure models development into regulatory risk management processes
  • Production of regulatory reporting
  • In-house model library development, optimization and maintenance
  • Development using Linux and Windows
  • and Bash scripting
What we offer:
  • medical, dental & vision coverage
  • 401(k)
  • life, accident, and disability insurance
  • wellness programs
  • paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
  • discretionary and formulaic incentive and retention awards

Additional Information:

Job Posted:
December 28, 2025

Expiration:
February 03, 2026

Employment Type:
Fulltime
Work Type:
Hybrid work
Job Link Share:

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