Model Validation 2nd LOD Sr Anylst

Model Validation 2nd LOD Sr. Anlyst for Citibank, N.A. for Tampa, FL, to review underlying theory, assumptions, limitations, implementation & testing of XVA models used by Citi. Telecommuting/hybrid work schedule permitted w/i commutable distance from worksite in accordance w/ Citi policies & protocols. REQMTS: Bachelors or foreign equiv, in Math, Stats, Finc, CS or rel quant field, & 2 yrs exp in job offered or in rel quant occupation performing risk analysis & modeling. 2 yrs exp must incl: performing quant review of math & stat model documentation & testing results utilizing knowl of calculus, Monte-Carlo simulation, linear algebra, probability theory & stochastic calculus, focusing on modeling approach, justification, math & mkt assumptions, & calibration procedures. Implementing risk & pricing models using progg languages incl C/C++, Python, R, & MATLAB. 40 hrs./wk. Sal range: $118,100-$125,900/yr. Citi offerings may incl discretionary incentive & retention awards for elig employees. Citi also offers competitive bnfts. See citibenefits.com. Applicants submit resumes at https://jobs.citi.com/. Ref Job ID #26945205. EOE.

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