Model Validation 2nd LOD Lead Analyst

Model Validation 2nd LOD Lead Analyst for Citibank, N.A. (Tampa, FL) Validate credit risk models using stats/mathematical tools & econ/finance theories. A telecommuting/hybrid work schedule may be permitted w/in a commutable distance from worksite in accordance w/ Citi policies. Reqs Masters or foreign equiv in Stats, Math, Applied Math, Comp Sci, Elec Engrg or related quant field & 2 yrs exp as Model/Anlysis/Validatn Sr Anlyst, Model Dev, Risk Anlyst or related invlvng model devlpmt, validatn & performance control in support of risk mgmt for global financl srvcs industry. 2 yrs exp must incl: validating math &/or stats models used for stress testing, regulatory reporting & risk mgmt incl Derivs Pricing, Monte Carlo simulatn, Ordinary Least Square Regressn, Time Series anlysis, Logistic Regressn or classificatn & eval conceptual soundness of model & math formulatn; Assess adequacy & relevancy re modeling data & model perf & testing sensitivity of credit risk models to macroecon risk drivers; adv stats & math knowledge for model assumptn testing & model perf assessmt; model dev process & testing; Econ research for macroecon scenarios anlysis, testing model sensitivity; data anlysis, quant/stat tests w/ SAS/R; portfolio loss simulatns & tests on model convergence & performance w/ C++ &/or Python; assess models in accordance w/ regulatry reqmts on banking sys incl capital reqmts (Basel), Loan Loss Reserve/Impairment estimation (CECL/IFRS9) & regulatory stress testing (DFAST, CCAR & ICAAP). Salary range: $122,541.05 to $146,874.09/yr; 40 hrs/wk. Applicants submit resumes at https://jobs.citi.com to Job ID #25891423. EO Employer.

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