Citi

Senior Model Validation Analyst, 2nd Line of Defense

Citi

full-time

Posted on:

Location Type: Hybrid

Location: Gurgaon • India

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Job Level

Senior

Tech Stack

PythonVBA

About the role

  • Perform model validations, annual model reviews, ongoing monitoring reviews
  • Evaluate testing approach and results for individual models
  • Assess ongoing performance monitoring of models
  • Contribute to regulatory and internal audit related responses
  • Collaborate with other teams within Risk and the Business
  • Assist with preparing reports for MRM senior management
  • Support design, development, delivering, and maintaining model validation process standards
  • Take ownership for helping others see a better future
  • Set high expectations and invest necessary effort to deliver excellence

Requirements

  • 5-8 years of experience
  • Master in Statistics, Economics or Mathematics or Operational research
  • Excellent partnership and teamwork skills
  • Ability to formulate findings clearly and concisely in written form
  • Good verbal communication skills
  • Good analytic, creative thinking, and problem-solving abilities
  • Programming skills in languages like Python, MATLAB, C/C++/C#, VBA or other coding language
  • Knowledge of financial markets and products
  • Qualitative or quantitative model risk management experience is a plus
  • Attention to detail
Benefits
  • access to telehealth options
  • health advocates
  • confidential counseling
  • Paid Parental Leave Policy
  • array of learning and development resources
  • generous paid time off packages
  • resources and tools to volunteer in the communities
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
model validationmodel reviewperformance monitoringprogramming in Pythonprogramming in MATLABprogramming in C/C++/C#programming in VBAquantitative model risk managementstatistical analysisdata analysis
Soft Skills
teamworkcommunicationanalytical thinkingcreative thinkingproblem-solvingattention to detailreport writingcollaborationownershipexcellence