AVP, Model Validator Analyst - Remote

Overview

The AVP, Model Validator Analyst will focus on developing and implementing models that assess the impact of climate change on Citi's portfolios and clients, contributing to stress testing methodologies and ensuring model validation.

In Short

• Develop climate risk models for credit assessment and stress testing.
• Translate climate scenarios into quantifiable impacts.
• Ensure model traceability and provide clear narratives.
• Collaborate with stakeholders to apply climate models to their needs.
• Support regulatory and enterprise stress testing activities.
• 3-5 years of experience in model development required.
• Hands-on experience in climate risk and credit risk preferred.
• Proficient in Python in a Linux environment.
• Strong project management and organizational skills.
• Advanced degree in a quantitative field or equivalent experience.

Requirements

• Experience in model development or relevant academic research.
• Knowledge of climate change and advanced modeling techniques.
• Excellent written and verbal communication skills.
• Ability to manage multiple projects concurrently.
• Understanding of industry frameworks and regulatory stress testing.

Benefits

• Medical, dental & vision coverage.
• 401(k) and life insurance.
• Wellness programs.
• Paid time off including vacation and sick leave.
• Competitive employee benefits.