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Citibank, N.A. seeks a Model/Analysis/Validation Officer for its Tampa, FL location.

Duties: Develop, enhance, and validate methods for measuring and analyzing risk metrics including stress loss usage and risk capital for trading book assets including market and counterparty credit. Manage model maintenance throughout model lifecycle including model validation, ongoing performance evaluation, and annual model reviews. Identify model limitations and develop model improvements. Implement model using computer programming languages, and design and implement user interface for model usage in production system. Design and implement data pipeline for sourcing input feeds and generating output from model implementation. Carry out data analysis for model calibration, verify data quality and detect outliers. Enhance tools for model performance analysis, and design and implement methods for stress loss attribution analysis, sensitivity analysis, and model performance assessment. Coordinate with multiple parties to ensure reliable and efficient production process for risk metric calculations. Communicate results to diverse audiences including key stakeholders and regulators. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.

Requirements: Master’s degree, or foreign equivalent, in Mathematics, Finance, Physics, or a related field, and two (2) years of experience in the job offered, or in a related occupation in the financial services industry. Employer will accept pre- or post- Master’s degree experience. Two (2) years of experience must include: Conducting data analysis including correlations, volatilities and stressed volatilities studies, regression analysis, outlier detection, and backfilling; Working with stochastic processes and standard statistical theories and applications to develop analytical and simulation-based methodologies for predicting stress loss for market risk and counterparty credit risk; Using python statistical coding software to build and test prediction models for stress losses and other risk metrics based on Monte-Carlo simulation method and advanced sampling techniques; Using advanced mathematical skills to assess model performance for risk metrics including VaR and EDS; Participating in model development or validation process including model documentation, performance analysis, obtaining approval from model validation, and maintaining model through ongoing performance analysis and annual model reviews; Providing support for model implementation, production processes, and system integration; and Working with Linux system and industry standard code management protocols and tools and collaborating to build end-to-end infrastructure for risk metric calculation in production environment. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/ . Please reference Job ID #24780392. EO Employer.

Wage Range: $144,000.00 to $152,238.77

Job Family Group: Risk Management

Job Family: Risk Analytics, Modeling, and Validation

Job Family Group:

Job Family:

Time Type:

Full time

Primary Location:

Tampa Florida United States

Primary Location Full Time Salary Range:

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Anticipated Posting Close Date:

Oct 23, 2024

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.