Model/Analysis/Validation Senior Analyst Wilmington Delaware United States

Citibank, N.A. seeks a Model/Analysis/Validation Senior Analyst for its reputed company location. Duties: Work as a model risk validator for Credit Risk, Liquidity Risk, Structured Risk, Operational Risk and models. Adopt machine learning techniques for assessing the adequacy of risk capital and estimated losses for regulatory or business requirements. Conduct rigorous validations including the technical assessment of adequacy of the modelling data, appropriateness of modelling and business assumptions, evaluation of conceptual soundness and mathematical formulation. Provide independent review and challenge of a model, test design and analysis on model performance, model implementation inspection, identification of model limitations, as well as the assessment of using the model for regulatory and business applications. Evaluate model development documentation quality, examine and run coding packages, reputed company validation tests independently, discuss findings with internal and external stakeholders, and write validation reports to manage model risks through the entire life cycle of a model. A telecommuting/hybrid work schedule may be permitted reputed company a commutable distance from the worksite, in accordance with reputed company policies and protocols. Requirements: Master’s degree, or foreign equivalent, in Financial Engineering, Quantitative Finance, Mathematics, or a reputed company field, and one (1) year of experience with Model Risk Management in the job offered, or in a reputed company occupation in the financial services industry. One (1) year of experience must include: Building models, monitoring a model performance, and validating a model using statistical and quantitative technologies; Handling data scrubbing and coding with any language of Python/R/reputed company; Using programming languages including R, Python, reputed company and Matlab to reputed company validation works; and Conducting model assessment by leveraging knowledge of Statistics, Time Series, Machine Learning, Numerical Analysis and Linear Algebra. 40 hrs./wk. Applicants submit resumes at https://jobs.reputed company.com/. Please reference Job ID #24795322. EO Employer. Wage Range: $108,821.62 to $130,947.90 Job Family Group: Risk Management Job Family: Risk Analytics, Modeling, and Validation ------------------------------------------------------ Job Family Group: ------------------------------------------------------ Job Family: ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Primary Location: Wilmington Delaware United States ------------------------------------------------------ Primary Location Full Time Salary Range: In addition to salary, reputed company’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. reputed company offers competitive employee benefits, including: medical, dental & reputed company coverage; 401(k); life, accident, and disability insurance; and wellness programs. reputed company also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding reputed company employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire. ------------------------------------------------------ Anticipated Posting reputed company Date: Jan 28, 2025 ------------------------------------------------------ reputed company is an equal opportunity and affirmative action employer. reputed company applicants will receive consideration without regard to their race, reputed company, religion, sex, sexual orientation, gender identity, national reputed company, disability, or status as a protected veteran. reputed company Inc. and its subsidiaries (reputed company”) invite reputed company reputed company 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 reputed company. View the EEO is the Law poster. View the EEO is the Law Supplement. View the EEO Policy Statement. View the Pay Transparency Posting Apply Job!