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

Duties: Research, develop, and maintain wholesale credit loss models used for regulatory stress testing including CCAR/DFAST/ICAAP/EBA and internal stress testing. Support business, finance, risk managers, fundamental credit risk, model validation, internal audit, and banking supervisors for stress testing related discussions. Actively participate in the analysis and interpretation of results, incorporating feedback as appropriate into models and metrics. Actively engage across all model development teams with CORA, including PD/LGD/EAD models, and CECL/IFRS9 models. Develop CCAR Stress Testing and Global Systemic Stress Testing models. Build analytical tools and dashboards for clients. Remote work may be permitted within a commutable distance from the worksite, in accordance with Citi policy.

Requirements: Master’s degree, or foreign equivalent, in Econometrics, Statistics, Mathematics, Finance, Applied Science, Engineering, or a related field, and two (2) years of experience in the job offered or in a related occupation. Must possess two (2) years of experience with all of the following: Coding with Python, C++, and R in Linux/Windows environments, including software development collaboration technologies Git and Bitbucket; Developing credit loss models and pricing models using regression analysis and forward curve models applied to large-scale portfolios; Calculating credit metrics and measures including Value-at-Risk (VaR) and Expected Shortfall; Utilizing knowledge of GAAP accounting treatments and fixed income securities, including structured products and associated collateral; Testing model assumptions and sensitivity of credit risk models to macroeconomic risk drivers; and Analyzing and visualizing model results using Python, expert-level Excel skills, and visualization tools including Tableau for reporting and senior management discussion purposes.40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/ . Please reference Job ID #24725007. EO Employer.

Wage Range: $147,084.00 to $150,601.08

Job Family Group: Risk Management

Job Family: Risk Analytics, Modeling, and Validation

Job Family Group:

Job Family:

Time Type:

Full time

Primary Location:

Tampa Florida United States

Primary Location Full Time Salary Range:

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.

Anticipated Posting Close Date:

Jun 25, 2024

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Citi is an equal opportunity and affirmative action employer.

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