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Model/Analysis/Validation Senior Analyst

https://www.citi.com/ Logo

Citi

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Location:
United States , Tampa

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Category:

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Contract Type:
Not provided

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Salary:

103590.00 - 130920.00 USD / Year

Job Description:

Citibank, N.A. seeks a Model/Analysis/Validation Senior Analyst for its Tampa, Florida 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:

  • Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book), CCAR (Comprehensive Review of the Trading Book), and LIBOR (London Interbank Offered Rate) transition
  • Develop market risk models critical for quantifying the market risk exposures of Citi’s trading book and calculating regulatory capital
  • Collaborate with other teams, including Risk IT, to implement new models, resolve production issues and enhance existing implementation
  • Calibrate model parameters, perform variance analysis to explain the changes in model output due to parameter updates
  • Perform ongoing analysis of models, including backtesting and profit attribution analysis
  • Engage market risk managers and businesses on analytics-related matters
  • Develop and maintain technical documentation
  • Support various tasks in response to regulatory and internal risk management requirements

Requirements:

  • Master’s degree or foreign equivalent in Mathematics, Finance, Statistics, Engineering (any) or related field and 2 years of experience as a Quantitative Risk Analyst, Model/Validation/Analysis Analyst, Adjunct Lecturer, Research Officer or closely related position involving analyzing large and complex data sets
  • Alternatively, employer will accept a Bachelor’s degree in the stated fields and 5 years of the specified progressive, post-baccalaureate experience
  • Full span of experience must include: Conceptualizing, designing and implementing mathematical and statistical models
  • Testing and parameterizing models against measured data to assess model performance
  • Advanced analytics and risk model development in order to assess potential outliers, extreme values, staleness and other data quality issues
  • Computer programming and database languages, including Python, Visual Studio Code, GitHub Copilot, Structured Query Language, R, Windows and Linux
  • Risk model development for market risk, including Value-at-Risk and Risk-Weighted-Assets calculations
  • Advanced research in financial products and understanding regulatory requirements in order to address portfolio construction, optimization, performance management, attribution, profit and loss measurement and pricing models
  • and Technical writing, presentation & documentation
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:
March 18, 2026

Expiration:
April 24, 2026

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

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