Model Validation 2nd Line of Defense Senior Analyst, Citi

Citi

112200.00 - 130000.00 USD / Year

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Citibank, N.A. seeks a Model Validation 2nd Line of Defense Senior Analyst for its Irving, Texas location.

Develop, enhance, and validate methods of measuring and analyzing risk, including market, credit and operational risk
Develop, validate and strategize uses of scoring models and scoring model related policies
Conduct statistical analysis for risk related projects, data modeling and validation
Apply quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL), Visual Basic programming language, and time series analysis to extract, transform and analyze data
Prepare statistical and non-statistical data exploration, validate data, and identify data quality issues
Develop model libraries using advanced statistical, quantitative, or econometric techniques
Conduct data analysis, and data mining
Read and create formal statistical documentation and reports to address issues
Analyze and interpret data reports
Make recommendations addressing business needs
Use predictive modeling methods, including time series, regression and cluster analysis to optimize monitoring systems, document optimization solutions, and present results to non-technical audiences
Write formal documentation using statistical vocabulary
Generate statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results
Automate data extraction and data preprocessing tasks
Perform ad hoc data analyses, design and maintain complex data manipulation processes

Master’s degree, or foreign equivalent, in Statistics, Finance, Economics, Applied Economics, Predictive Analytics or related field and 2 years of experience as an Economist, Quantitative Analyst or related position involving model validation and development for the financial services industry
Alternatively, employer will accept a Bachelor’s degree in the stated fields and 5 years of the specified progressive, post-baccalaureate experience
SAS programming, Structured Query Language (SQL) and Visual Basic programming language
Statistical analysis
Econometrics
Data analysis and mining
Model development and validation
Financial markets and products
Microsoft Office Suite and Excel
Predictive modeling methods: time series, cluster and regression analysis
Accounting principles and GAAP

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

Employment Type:

Fulltime

Work Type:

Hybrid work

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