Model/Analysis/Validation Sr. Officer, Citi

Citi

Location:
United States, Tampa

Category:
Finance

Contract Type:
Employment contract

Salary:

170000.00 - 185000.00 USD / Year

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Job Description:

Citibank, N.A. seeks a Model/Analysis/Validation Sr. Officer to research, develop, and maintain wholesale credit loss models used for regulatory stress testing and credit reserves. Engage with risk analytics teams, management, and stakeholders on stress testing activities. The role includes hybrid work at the Tampa, FL location.

Job Responsibility:

Research, develop, and maintain wholesale credit loss models used for regulatory stress testing including Comprehensive Capital Analysis and Review (CCAR), Dodd-Frank Act Stress Test (DFAST), Internal Capital Adequacy Assessment Process (ICAAP), European Banking Authority (EBA), internal stress testing, and audited credit reserves subject to Current Expected Credit Loss (CECL), and/or International Financial Reporting Standards (IFRS) 9
Serve as subject matter expert relating to credit portfolios held for sale or at fair value
Support business, finance, risk managers, fundamental credit risk, model validation, internal and external auditors, and banking supervisors for stress testing and reserves-related discussions
Help to coordinate activities of other modeling team members in development, testing, and documentation of credit loss models
Participate in the analysis and interpretation of results, incorporating feedback as appropriate into models and metrics
Engage across all model development teams within Citi’s Credit, Climate and Obligor Risk Analytics (CORA) organization, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models
Participate in development CCAR Stress Testing, Global Systemic Stress Testing, and CECL Credit Reserves models, including default loss, pricing, and balance forecasting models
Build and maintain scalable analytical tools and dashboards that support stress testing, risk management, and reporting for internal and external stakeholders

Requirements:

Master’s degree, or foreign equivalent, in Econometrics, Statistics, Mathematics, Finance, or a related field, and three (3) years of experience in the job offered or in a related quantitative occupation validating credit risk measures
Coding with Python, C++, and R in Linux/Windows environments, including software development collaboration technologies Git and Bitbucket
Developing credit loss models and pricing models using regression analysis and forward curve models applied to large-scale portfolios
Calculating credit metrics and measures including Value-at-Risk (VaR) and Expected Shortfall
Utilizing knowledge of GAAP accounting treatments and fixed income securities, including structured products and associated collateral
Testing model assumptions and sensitivity of credit risk models to macroeconomic risk drivers
Analyzing and visualizing model results using Python, Excel, and visualization tools including Tableau for reporting and senior management discussion purposes

What we offer:

medical, dental & vision coverage
401(k)
life, accident & disability insurance
wellness programs
paid time off packages including vacation, sick leave, and paid holidays

Additional Information:

Job Posted:
September 23, 2025

Expiration:
November 06, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Model/Analysis/Validation Sr. Officer

Citi

Location:United States, Tampa

Category:Finance

Contract Type:Employment contract