Model/Analysis/Validation Senior Officer, Citi

Citi

Location:
United States, Tampa

Category:
Finance

Contract Type:
Not provided

Salary:

159000.00 - 185000.00 USD / Year

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Job Description:

Citibank, N.A. seeks a Model/Analysis/Validation Senior Officer for its Tampa, Florida location. The role involves developing, validating, and reviewing market risk models, improving the model development process, and ensuring compliance with regulatory requirements.

Job Responsibility:

Develop, validate, and review essential market risk models to measure and manage risks of the trading book
Improve the model development process, and recalibrate model parameters to align with the changing needs of the business
Develop, enhance, maintain and document the mathematical and quantitative risk models across multiple asset classes, and interpret model output into actionable business insights
Develop, implement, and enhance methodologies, algorithms and diagnostic tools for testing model robustness, stability, reliability, performance, and quality control of modelling data, including historical market data used for model parameter calibration, and participate in annual model reviews
Work with market risk management, trading, and IT teams on model implementation and enhancement
Assume extensive responsibility in the model implementation process, facilitating and coordinating model implementation across different lines of business and geographical regions while adhering to different regulatory requirements
Perform quantitative analysis on models developed in response to inquiries from external regulatory bodies, including U.S. financial market regulators, and internal business units
Perform stress testing in response to regulatory including CCAR and internal risk management requirements
Ensure compliance to regulatory requirements, including Basel II, II.5, and III
Use Python, C++, R, SQL to develop, test, analyze risk models and access various databases
Leverage Windows/Linux language commands to perform various analytics tasks in local Windows environment or Linux servers for risk analytics
Use derivatives pricing theory to design and develop corresponding risk quantification models across multiple asset classes and interpret model output into actionable business insights
Use Quantitative Financial Modeling to develop models for market risk analytics including scenario generation models, data filling models, and Value-at-Risk models for RWA (Risk-Weighted Assets) calculation

Requirements:

Master’s degree, or foreign equivalent, in Analytics, Statistics, Engineering (any) or related field and 2 years of experience as a Quantitative Risk Analyst, Model/Analysis/Validation Senior Analyst or related position involving quantitative financial modelling for a global bank
Alternatively, employer will accept a Bachelor’s degree or foreign equivalent in the stated fields and 5 years of the specified progressive, post-baccalaureate experience
Mathematical and Statistical theories and modelling
Python, C++, R, SQL
Windows/Linux language commands
Basel market risk framework and CCAR regulatory stress testing
Derivatives pricing theory
Risk model development, implementation and maintenance
Quantitative analysis and enhancement of models
Quantitative Financial Modeling

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

Additional Information:

Job Posted:
July 25, 2025

Expiration:
September 09, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Model/Analysis/Validation Senior Officer

Citi

Location:United States, Tampa

Category:Finance

Contract Type:Not provided