Citibank, N.A. seeks a Model/Analysis/Validation Officer for its Tampa, Florida location.

Duties: Monitor model performance on a quarterly basis. Explain and interpret large quarter over quarter model outputs variations. Review model limitations and assessment their impact on model performance. Conduct and assist annual model review and model revalidation for foundational risk models, or credit loss/reserve models (such as CECL/IFRS9 related models). Develop and implement models and the related tests to assess the soundness of modelling approaches, check the appropriateness of mode assumptions, identify potential model weakness and evaluate the reasonableness of model outcomes. Automate the data analysis, scenario analysis and documentation process for regular monitoring reports to enhance work efficiency and effectiveness. Support various tasks in response to regulatory and internal risk management requirements. Develop, maintain and enhance technical documentation including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls. 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 PhD or foreign equivalent in Statistics, Mathematics, Economics, Physics, or related quantitative field and 1 year of experience as Data Scientist, Predictive Modeler, Model Validator, or related position involving developing and validating statistical models. Alternatively, employer will accept a Master’s degree in the stated fields and 4 years of the specified experience. Full term of experience must include: Programming in Python, R, SAS & SQL for data analysis, model development, and automation; Working with large datasets, including cleaning, processing, and analyzing data; Applying calculus, linear algebra, probability, and statistical theories to develop and analyze complex models; Applying machine learning algorithms to develop predictive models and automate decision-making process; Knowledge of statistical models including linear models, logistic models, and time series models; and Knowledge of financial mathematics including mastering time value of money calculations involving present value, future value, & annuities, and interest rate measures. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #24806070. EO Employer.

Wage Range:                $128,512.50 to $160,000

Job Family Group:        Risk Management

Job Family:                  Risk Analytics And Modeling

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In addition to salary, Citi’s offerings may also include, for eligible employees, 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.

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