Model/Analysis/Validation Officer

Model/Analysis/Validation Officer for Citibank, N.A. (Tampa, FL) Develop, enhance and validate methods of measuring and analyzing market, credit and operational risks, and strategize uses of scoring models and related policies. A telecommuting/hybrid work schedule may be permitted w/in a commutable distance from the worksite, in accordance with Citi policies & protocols. REQS: Mast dgr, or frgn equiv, in Econ, Finc, or rltd fld & 3 yrs of exp as Mdl/Alysis/Vlidatn Sr Anlyst, Quant Anlyst, Econ Rsrchr, or rltd positn invlvng quant mdl dvlpmnt, anlysis & vlidatn, & dta procssng & qualty contrl for mdling. Alter, emplyr will accpt Bach dgr in statd flds & 6 yrs of specfied progressve, post-bac exp. Full span of exp mst incld: Develpng, monitrng, & valdtng quant mdls for mrkt rsk measrmnt & stress tstng; Monte Carlo smulatn, stochastc calc, & time-series econmtrcs; Procssng lrg-mrkt datasts & mnitrng dta qualty incldng idntfyng outlrs, gaps & stale dta usng statscl methds; Prfrmng advncd data alytics & mdl implmntn usng Pythn, R, Lnux, & SQL; Creatng dta vsualztns to presnt mdl reslts & test outcmes to stkhldrs & mdl validatrs; Explang mdl dtails, VaR breach, or stress scnrios to stkhldrs; Intiatng mdl chnges, vlidatn docs, & UAT reslt anlyses; & Cllabrtng with cross-fnctnl teams to dsgn & excute UAT testng. Salary range: $138,300 to $180,218/yr; 40 hrs/wk. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #26944341. Citi offerings may include discretionary incentive & retention awards for eligible employees. Citi also offers competitive benefits. See citibenefits.com. EO Employer.

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