Citigroup - Wilmington, DE

posted 2 months ago

Full-time - Mid Level
Remote - Wilmington, DE
Credit Intermediation and Related Activities

About the position

The Model/Analysis/Validation Senior Analyst at Citibank will serve as a model risk validator focusing on various risk types including Credit, Liquidity, Structured, and Operational Risk. The role involves adopting machine learning techniques to assess risk capital adequacy and estimated losses, conducting rigorous validations, and providing independent reviews of models throughout their lifecycle.

Responsibilities

  • Work as a model risk validator for Credit Risk, Liquidity Risk, Structured Risk, and Operational Risk models.
  • Adopt machine learning techniques for assessing risk capital adequacy and estimated losses.
  • Conduct rigorous validations including technical assessments of modelling data and assumptions.
  • Provide independent review and challenge of models, including test design and performance analysis.
  • Evaluate model development documentation quality and run coding packages.
  • Perform validation tests independently and discuss findings with stakeholders.
  • Write validation reports to manage model risks throughout the model lifecycle.

Requirements

  • Master's degree in Financial Engineering, Quantitative Finance, Mathematics, or a related field.
  • One year of experience with Model Risk Management in the financial services industry.
  • Experience in building models, monitoring model performance, and validating models using statistical technologies.
  • Proficiency in data scrubbing and coding with Python, R, or SAS.
  • Experience using programming languages including R, Python, SAS, and Matlab for validation work.
  • Knowledge of Statistics, Time Series, Machine Learning, Numerical Analysis, and Linear Algebra.

Benefits

  • Medical, dental & vision coverage
  • 401(k)
  • Life, accident, and disability insurance
  • Wellness programs
  • Paid time off packages including vacation, sick leave, and paid holidays
Job Description Matching

Match and compare your resume to any job description

Start Matching
© 2024 Teal Labs, Inc
Privacy PolicyTerms of Service