Model/Analysis/Validation Officer - Remote

Overview

The Model/Analysis/Validation Officer at Citibank is responsible for developing unexpected credit loss models and performing risk-weighted asset calculations to determine capital requirements for the retail credit sector.

In Short

• Develop unexpected credit loss models.
• Conduct model validation testing techniques.
• Document and communicate key risks.
• Develop advanced retail Basel risk parameter models.
• Create methodologies and diagnostic tools for model testing.
• Perform reliability analysis and quality control of modeling data.
• Utilize statistical and machine learning techniques.
• Maintain technical documentation for models.
• Work full time with a telecommuting option.
• Collaborate within the risk management team.

Requirements

• Master’s degree in Finance, Mathematics, or related field.
• Three years of experience in the financial services industry.
• Experience with statistical analysis and modeling techniques.
• Proficiency in Python, R, Java, SAS, and Oracle SQL.
• Experience in risk management and model development.
• Ability to develop methodologies for model robustness testing.
• Experience in documenting model validation processes.
• Strong analytical and problem-solving skills.
• Ability to work within a team environment.
• Excellent communication skills.

Benefits

• Competitive salary and incentive awards.
• Medical, dental, and vision coverage.
• 401(k) retirement plan.
• Life, accident, and disability insurance.
• Wellness programs.
• Paid time off including vacation and sick leave.
• Paid holidays.
• Access to Citi employee benefits portal.
• Flexible work schedule options.
• Equal opportunity employer.