Model/Analysis/Validation Officer

Model/Analysis/Validation Officer for Citibank, N.A. (Tampa, FL) Build market risk models for regulatory capital calculation & stress testing to ensure compliance w/ global regulatory frameworks, providing insights into firm's exposure to mrkt fluctuations. A telecommuting/hybrid work sched may be permitted w/in a commutable distance from the worksite in accordance w/ Citi policies. Reqs Masters or foreign equiv in Financl Math, Math, Stats or related & 4 yrs exp as Model/Anlysis/Validatn Officr, Model/Anlysis/Validatn Sr Analyst, Model/Anlysis/Validatn Intermed Anlyst or related position developing tools for measuring financl models to ensure reliability, accuracy & stability of quant models used in risk mgmt. Alt, will accept Bachelors & 6 yrs of progressive post-bach exp. Full span of exp must incld: supporting mrkt risk analytics projects in FRTB, CCAR & ICAAP; devlping mkt risk models for quantifying mkt risk exposure for trading books; calculating regulatory capital; implementing models, resolve productn issues, enhance implementatn; calibrating model parameters, variance analysis; analysis of models incl backtesting & PAA; Engaging mkt risk mgrs; develop & maintain tech docs; quant methods incl linear & non-linear regressn, Monte Carlo simulatn, Numerical analysis method, Scenario Analysis, stress testing framewrks. Salary range: $134,000 to $180,218/yr; 40 hrs/wk. Applicants submit resumes at https://jobs.citi.com/ to Job ID # 26953616. Citi offerings may include discretionary incentive & retention awards for eligible employees. Citi also offers competitive benefits. See citibenefits.com. EO Employer.
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