Model Analyst Validator Analyst, Citi

Model Analyst Validator Analyst

Citi

Location:
United States, New York

Category:
Finance

Contract Type:
Employment contract

Salary:

109120.00 - 163680.00 USD / Year

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Job Description:

Model validation role in the Market Valuation Models group within Model Risk Management. The validator will support model validation activities for pricing models in market valuation area, working under the supervision of the validation lead.

Job Responsibility:

Manage end-to-end model review and validation workflows for new and existing models
Evaluate conceptual and technical soundness of diverse mathematical models
Provide effective challenge on models design, theory, assumptions, and framework
Perform Outcomes Analysis including backtesting, model benchmarking, stress testing
Interact with stakeholders such as model developers, sponsors, and users
Assist with quarterly and annual model performance review/revalidation
Assess and monitor model limitations and compensating controls
Collaborate with global team to ensure consistent best practices

Requirements:

Master's degree in a quantitative field (statistics, mathematics, physics, or financial engineering)
PhD degree in quantitative fields preferred
Demonstrated programming skills in Python, R, C++, SQL
Solid understanding of mathematical finance
2+ years work experience in model development/validation
Experience in interest rate modeling is a plus
Good communication skills to communicate technical information verbally and in writing
Ability to work independently and collaborate with colleagues
Curiosity, diligence, and healthy skepticism about received wisdom
Demonstrated project management and organizational skills

Nice to have:

PhD degree in quantitative field
Experience in interest rate modeling
Curiosity, diligence, and healthy skepticism about received wisdom

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:
September 04, 2025

Expiration:
September 10, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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