Citigroup Inc.
Overview
Citibank, N.A. seeks a Model Validation 2nd LOD Lead Analyst for its Tampa, Florida location. Responsibilities
Validate credit risk models using statistical/mathematical tools and economic/finance theories. Manage model risk across the model life-cycle including model validation, ongoing performance evaluation, and annual model reviews. Provide effective challenge to model assumptions, mathematical formulation, and implementation. Test model assumptions and assess model performance. Assess adequacy and relevancy related to modeling data. Assess and evaluate impact of macroeconomic scenarios on bank’s credit portfolio. Design and execute quantitative and statistical testing on model framework and performance. Perform data analysis and quantitative/statistical tests using statistical tools. Document model validation outcomes, monitor model performance, and execute independent challenges and assessments in accordance with Model Risk Management Policies and Procedures. Conduct analysis and package its process and findings into detailed technical documentation for validation purposes, meeting regulatory guidelines and exceeding industry standards. Manage stakeholder interaction with model developers and business owners during the model life-cycle. Represent the bank in interactions with regulatory agencies, as required. Present model validation findings to senior management and supervisory authorities. Assess and quantify risk associated with the model due to model limitations, and inform stakeholders of the risk profile and advise on development of compensating controls. Contribute to strategic, cross-functional initiatives within the model risk organization. Provide guidance to junior validators as needed. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols. Requirements
Requires a Master’s degree, or foreign equivalent, in Statistics, Mathematics, Applied Mathematics, Computer Science, Electronics Engineering, or related quantitative field and 2 years of experience in a Model/Analysis/Validation Senior Analyst, Model Developer, Risk Analyst, or related position involving model development, validation and performance control in support of risk management for a global financial services industry. 2 years of experience must include: validating mathematical and/or statistical models used for stress testing, regulatory reporting and other risk management purposes; evaluating conceptual soundness of the model and mathematical formulation; assessment of adequacy and relevancy related to modeling data; testing sensitivity of credit risk models to macroeconomic risk drivers; using advanced statistical and mathematical knowledge for model assumption testing and model performance assessment under different specifications; using model development process and testing techniques for evaluation of documentation; economic research for macroeconomic scenarios analysis and testing of model sensitivity to projected economic/market movements; performing data analysis and executing quantitative/statistical tests using SAS/R, including diagnostic tests, sensitivity analysis, scenario analysis, stress testing, benchmarking, backtesting, and impact analysis; conducting portfolio loss simulations and tests on model convergence and performance using C++ and/or Python; and assessing models in accordance with regulatory requirements (Basel, CECL/IFRS9, DFAST/CCAR/ICAAP). Applicants submit resumes at https://jobs.citi.com/; reference Job ID #25891423. EO Employer. Wage Range:
$122,541.05 to $146,874.09 Job Family Group:
Risk Management Job Family:
Risk Analytics, Modeling, and Validation Time Type:
Full time Primary Location:
Tampa, Florida, United States In addition to salary, Citi’s offerings may also include 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 28, 2025 Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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Citibank, N.A. seeks a Model Validation 2nd LOD Lead Analyst for its Tampa, Florida location. Responsibilities
Validate credit risk models using statistical/mathematical tools and economic/finance theories. Manage model risk across the model life-cycle including model validation, ongoing performance evaluation, and annual model reviews. Provide effective challenge to model assumptions, mathematical formulation, and implementation. Test model assumptions and assess model performance. Assess adequacy and relevancy related to modeling data. Assess and evaluate impact of macroeconomic scenarios on bank’s credit portfolio. Design and execute quantitative and statistical testing on model framework and performance. Perform data analysis and quantitative/statistical tests using statistical tools. Document model validation outcomes, monitor model performance, and execute independent challenges and assessments in accordance with Model Risk Management Policies and Procedures. Conduct analysis and package its process and findings into detailed technical documentation for validation purposes, meeting regulatory guidelines and exceeding industry standards. Manage stakeholder interaction with model developers and business owners during the model life-cycle. Represent the bank in interactions with regulatory agencies, as required. Present model validation findings to senior management and supervisory authorities. Assess and quantify risk associated with the model due to model limitations, and inform stakeholders of the risk profile and advise on development of compensating controls. Contribute to strategic, cross-functional initiatives within the model risk organization. Provide guidance to junior validators as needed. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols. Requirements
Requires a Master’s degree, or foreign equivalent, in Statistics, Mathematics, Applied Mathematics, Computer Science, Electronics Engineering, or related quantitative field and 2 years of experience in a Model/Analysis/Validation Senior Analyst, Model Developer, Risk Analyst, or related position involving model development, validation and performance control in support of risk management for a global financial services industry. 2 years of experience must include: validating mathematical and/or statistical models used for stress testing, regulatory reporting and other risk management purposes; evaluating conceptual soundness of the model and mathematical formulation; assessment of adequacy and relevancy related to modeling data; testing sensitivity of credit risk models to macroeconomic risk drivers; using advanced statistical and mathematical knowledge for model assumption testing and model performance assessment under different specifications; using model development process and testing techniques for evaluation of documentation; economic research for macroeconomic scenarios analysis and testing of model sensitivity to projected economic/market movements; performing data analysis and executing quantitative/statistical tests using SAS/R, including diagnostic tests, sensitivity analysis, scenario analysis, stress testing, benchmarking, backtesting, and impact analysis; conducting portfolio loss simulations and tests on model convergence and performance using C++ and/or Python; and assessing models in accordance with regulatory requirements (Basel, CECL/IFRS9, DFAST/CCAR/ICAAP). Applicants submit resumes at https://jobs.citi.com/; reference Job ID #25891423. EO Employer. Wage Range:
$122,541.05 to $146,874.09 Job Family Group:
Risk Management Job Family:
Risk Analytics, Modeling, and Validation Time Type:
Full time Primary Location:
Tampa, Florida, United States In addition to salary, Citi’s offerings may also include 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 28, 2025 Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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