Model Validation 2nd LOD Senior Analyst

Job description

Citibank, N.A. seeks a Model Validation 2nd LOD Sr. Analyst for its Tampa, FL location. DUTIES: Review the underlying theory, assumptions, limitations, implementation, and testing of XVA models used by Citi. Validation covers technical and functional aspects including model assumptions, conceptual soundness, mathematical formulation, model calibration, and model performance as well as functional assessment of using the model for regulatory and business applications. Manage stakeholder interaction with model developers and business owners during model lifecycle including discussions concerning model limitation severity and compensating controls. Review models and identify shortcoming development documents, perform validation tests, discuss findings with senior stakeholders, write validation reports, and manage model risk on an ongoing basis. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols. REQUIREMENTS: Bachelor’s degree, or foreign equivalent, in Mathematics, Statistics, Finance, Computer Science, or related quantitative field, and two (2) years of experience in the job offered or in...