Model Validation Lead, Citi

Citi

Location:
Mexico, Mexico City

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational. Key responsibilities include model validation, risk assessment, and technical expertise in Python and advanced statistical techniques.

Job Responsibility:

Lead and execute model validation activities, ensuring models perform as expected and align with business objectives and regulatory standards
assess the conceptual soundness, data quality, and methodological rigor of models used across consumer banking and market segments
review model development documentation, challenge model assumptions, and ensure effective governance throughout the model lifecycle
provide technical expertise in Python, machine learning, and advanced statistical techniques to evaluate and benchmark models
collaborate with cross-functional teams, ensuring accurate implementation and information flow in production systems
support regulatory submissions, audits, and model governance frameworks
mentor and guide junior team members while contributing to the continuous improvement of validation methodologies.

Requirements:

10+ years of experience
demonstrated project management and organizational skills and capability to handle multiple projects simultaneously
deep understanding of financial instruments, pricing models, simulation and other relevant risk estimation methodologies, and regulatory requirements
sound knowledge in Calculus, Linear Algebra, Statistics, and Numerical Methods
strong verbal and written communication skills
solid writing skills
programming skills in languages like Python, MATLAB, C/C++/C#, VBA or other coding language as need
extensive experience in developing and validating risk measurement methods and models for one or more businesses and product areas
familiarity with regulatory requirements related to relevant model types and risk management practices
strong knowledge of risk management principles and practices
proficiency in data analysis and interpretation
programming skills in languages like Python, MATLAB, C/C++/C#, VBA or other coding language as need
experience in conducting extensive quantitative and qualitative analysis
ability to formulate recommendations on policies, procedures, or practices
excellent analytical and problem-solving skills, with the ability to make complex judgments and select complex alternatives
strong commercial awareness and business acumen
excellent communication and negotiation skills, with the ability to communicate effectively both internally and externally
ability to apply ingenuity and creativity to problem analysis and resolution in complicated and/or novel situations
strong leadership and team management skills.

Nice to have:

Experience in regulatory environments (e.g., CCAR, Basel, IFRS9, SR11-7)
background in consumer banking portfolios and risk analytics
MBA or equivalent postgraduate degree is highly desirable.

What we offer:

Opportunity to work in a strategic and visible role within Risk Management
hybrid work model in Mexico City
professional growth in a global banking environment with cutting-edge methodologies.

Additional Information:

Job Posted:
September 11, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Model Validation Lead