What are the responsibilities and job description for the Model/Anlys/Valid Intmd Analyst position at Citigroup?
Model Risk Management ("MRM") provides oversight for the MRM Framework, which consists of the policy, processes, and procedures. This is a model validation role in the Market Valuation Models group within MRM. The validator will support model validation activities for pricing models in market valuation area. Key Responsibilities include the following.
**Responsibilities:**
Manage the end-to-end model review and validation workflows for new and existing models, under the supervision of the validation lead
Provide effective challenge on the conceptual and technical soundness of the models design, theory, and framework through various testing
Interact with stakeholders such as model developers, model sponsors, model users, and production, for model risk management related activities
Assist the validation lead on quarterly and annual model performance review/revalidation, model inventory reconciliation, etc.
There will be plenty of learning and growth opportunities with this position, from both technical and project management perspective. The incumbent will be exposed to different areas of business operations and a variety of modeling approaches.
**Qualifications:**
Minimum of a Master's degree in a quantitative field (statistics, mathematics, physics, or financial engineering), a PhD degree in such fields is preferred
Demonstrated programming skills in languages such as Python, R, C , SQL, etc.
Solid understanding of mathematical finance.
Experience in interest rate modeling is a plus.
Good communication skills to communicate technical information verbally and in writing to both technical and non-technical audiences.
Ability to work independently and collaborate with colleagues. Team work and commitment is a must
Curiosity, diligence, and a healthy skepticism about received wisdom are desirable.
Demonstrated project management and organizational skills and capability to handle multiple projects at one time.
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**Job Family Group:**
Risk Management
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**Job Family:**
Risk Analytics, Modeling, and Validation
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**Time Type:**
Full time
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**Primary Location:**
Tampa Florida United States
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**Primary Location Salary Range:**
$66,740.00 - $93,120.00
------------------------------------------------------
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.
Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review **Accessibility at Citi ([ Link removed ] - Click here to apply to Model/Anlys/Valid Intmd Analyst .
View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .
View the EEO Policy Statement ([ Link removed ] - Click here to apply to Model/Anlys/Valid Intmd Analyst .
View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_ English\_formattedESQA508c.pdf)
-----------------------------
Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
**Responsibilities:**
Manage the end-to-end model review and validation workflows for new and existing models, under the supervision of the validation lead
Provide effective challenge on the conceptual and technical soundness of the models design, theory, and framework through various testing
Interact with stakeholders such as model developers, model sponsors, model users, and production, for model risk management related activities
Assist the validation lead on quarterly and annual model performance review/revalidation, model inventory reconciliation, etc.
There will be plenty of learning and growth opportunities with this position, from both technical and project management perspective. The incumbent will be exposed to different areas of business operations and a variety of modeling approaches.
**Qualifications:**
Minimum of a Master's degree in a quantitative field (statistics, mathematics, physics, or financial engineering), a PhD degree in such fields is preferred
Demonstrated programming skills in languages such as Python, R, C , SQL, etc.
Solid understanding of mathematical finance.
Experience in interest rate modeling is a plus.
Good communication skills to communicate technical information verbally and in writing to both technical and non-technical audiences.
Ability to work independently and collaborate with colleagues. Team work and commitment is a must
Curiosity, diligence, and a healthy skepticism about received wisdom are desirable.
Demonstrated project management and organizational skills and capability to handle multiple projects at one time.
-------------------------------------------------
**Job Family Group:**
Risk Management
-------------------------------------------------
**Job Family:**
Risk Analytics, Modeling, and Validation
------------------------------------------------------
**Time Type:**
Full time
------------------------------------------------------
**Primary Location:**
Tampa Florida United States
------------------------------------------------------
**Primary Location Salary Range:**
$66,740.00 - $93,120.00
------------------------------------------------------
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.
Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review **Accessibility at Citi ([ Link removed ] - Click here to apply to Model/Anlys/Valid Intmd Analyst .
View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .
View the EEO Policy Statement ([ Link removed ] - Click here to apply to Model/Anlys/Valid Intmd Analyst .
View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_ English\_formattedESQA508c.pdf)
-----------------------------
Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
Recommended Skills
- Banking Services
- C (Programming Language)
- Computer Programming
- Coordinating
- Curiosity
- Financial Engineering
Salary : $66,740 - $93,120
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