Model/Analysis/Validation Senior Analyst, Citi

Citi

Location:
United States, Tampa

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The role involves counterparty credit risk modeling, implementing and assessing changes to credit risk models, and collaborating with teams related to system integrations, validations, and testing of models. Additional responsibilities include maintaining configuration tables and responding to platform-related queries.

Job Responsibility:

Execute counterparty credit risk model implementation, perform model change assessments of model purpose, background and mathematical construction
Translate model change quantitative specifications into functional requirements to the model control platform
Assist in user interface design of the model control platform
Liaise between modelers and technology software engineers to design system integration tests, user acceptance tests, and test success criteria prior to the changes implemented in the production system
Interpret and validate test results of pricing, simulation, margin, and risk aggregation models
Update and maintain changes to model configuration tables and reference tables
Respond to questions related to the model control platform and assist in internal/external reviews

Requirements:

Master’s degree, or foreign equivalent, in Finance, Financial Risk Management, or related field and 1 year of experience as a Model/Analysis/Validation Analyst, Risk Analyst, or related position involving counterparty credit risk modeling and management in the global financial services industry
Modeling and quantitative analytics
Programming skills and data analysis capability and coding in Java, C/C++, Python, and SQL databases
Debugging code of model configuration files stored in Linux
Understanding of counterparty credit risk modeling including pricing, simulation, and margin models
Model life cycle, model risk management and BASEL regulations

What we offer:

Medical, dental & vision coverage
401(k)
Life, accident, and disability insurance
Wellness programs
Paid time off packages including vacation, sick leave, and paid holidays
Discretionary and formulaic incentive and retention awards

Additional Information:

Job Posted:
May 06, 2025

Expiration:
June 23, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Model/Analysis/Validation Senior Analyst

Citi

Location:United States, Tampa

Category:Finance

Contract Type:Employment contract