Citi-posted 5 months ago
$112,200 - $130,000/Yr
Full-time • Mid Level
Irving, TX
5,001-10,000 employees

Citibank, N.A. seeks a Model Validation 2nd Line of Defense Senior Analyst for its Irving, Texas location. The role involves developing, enhancing, and validating methods of measuring and analyzing risk, including market, credit, and operational risk. The analyst will develop, validate, and strategize uses of scoring models and scoring model related policies. Responsibilities include conducting statistical analysis for risk-related projects, data modeling, and validation, applying quantitative and qualitative data analysis methods including SAS programming, SQL, Visual Basic programming language, and time series analysis to extract, transform, and analyze data. The analyst will prepare statistical and non-statistical data exploration, validate data, and identify data quality issues. Additionally, the role involves developing model libraries using advanced statistical, quantitative, or econometric techniques, conducting data analysis and data mining, reading and creating formal statistical documentation and reports, analyzing and interpreting data reports, and making recommendations addressing business needs. The analyst will use predictive modeling methods, including time series, regression, and cluster analysis to optimize monitoring systems, document optimization solutions, and present results to non-technical audiences. The position may allow for a telecommuting/hybrid work schedule within a commutable distance from the worksite, in accordance with Citi policies and protocols.

  • Develop, enhance, and validate methods of measuring and analyzing risk.
  • Develop, validate, and strategize uses of scoring models and related policies.
  • Conduct statistical analysis for risk-related projects, data modeling, and validation.
  • Apply quantitative and qualitative data analysis methods including SAS, SQL, and Visual Basic.
  • Prepare statistical and non-statistical data exploration and validate data.
  • Identify data quality issues.
  • Develop model libraries using advanced statistical, quantitative, or econometric techniques.
  • Conduct data analysis and data mining.
  • Read and create formal statistical documentation and reports.
  • Analyze and interpret data reports.
  • Make recommendations addressing business needs.
  • Use predictive modeling methods to optimize monitoring systems.
  • Document optimization solutions and present results to non-technical audiences.
  • Write formal documentation using statistical vocabulary.
  • Generate statistical models to improve methods of obtaining and evaluating data.
  • Automate data extraction and preprocessing tasks.
  • Perform ad hoc data analyses and maintain complex data manipulation processes.
  • Master’s degree in Statistics, Finance, Economics, Applied Economics, Predictive Analytics or related field.
  • 2 years of experience as an Economist, Quantitative Analyst or related position involving model validation and development for the financial services industry.
  • Alternatively, a Bachelor’s degree in the stated fields and 5 years of specified progressive, post-baccalaureate experience.
  • 2 years of experience must include SAS programming, SQL, Visual Basic programming language, statistical analysis, econometrics, data analysis and mining, model development and validation, financial markets and products, Microsoft Office Suite and Excel, predictive modeling methods, and accounting principles and GAAP.
  • Medical, dental & vision coverage.
  • 401(k).
  • Life, accident, and disability insurance.
  • Wellness programs.
  • Paid time off packages including vacation, sick leave, and paid holidays.
© 2024 Teal Labs, Inc
Privacy PolicyTerms of Service