Qualitative Models Validation Senior Analyst

This position is with the Qualitative Model Validation team and is part of the Model Risk Management (MRM) group, which resides in the Risk organization. The Qualitative Model Validation team is responsible for reviewing and assessing qualitative models as part of Citi’s Model Risk Management framework. The main objectives are to ensure that qualitative models are used appropriately by the business and that model users are aware of the models’ limitations and weaknesses that should be mitigated by compensating controls. A qualitative model is a model whose output is largely or entirely dependent upon key assumptions which are primarily qualitative in nature. This includes performing independent validation of qualitative models, producing validation reports, and supporting the process of designing and maintaining validation standards.