Model Validation 2nd LOD Sr Anylst

Model Validation 2nd LOD Sr. Analyst for Citibank, N.A. for Tampa, FL. Telecommuting/hybrid work schedule permitted within commutable distance from the worksite in accordance with Citi policies and protocols. Responsibilities Review underlying theory, assumptions, limitations, implementation, and testing of XVA models used by Citi. Qualifications Bachelor's or foreign equivalent in Math, Statistics, Finance, Computer Science or related quantitative field. Minimum 2 years experience in the offered role or a related quantitative occupation performing risk analysis and modeling. Experience must include performing quantitative review of mathematical and statistical model documentation and testing results utilizing knowledge of calculus, Monte-Carlo simulation, linear algebra, probability theory and stochastic calculus, focusing on modeling approach, justification, market assumptions, and calibration procedures. Experience implementing risk and pricing models using programming languages including C/C++, Python, R, and MATLAB. 40 hrs./wk. Salary range: $118,100–$125,900 per year. Citi offers discretionary incentive and retention awards for eligible employees. Citi also offers competitive benefits. See citibenefits.com. Applicants submit resumes at https://jobs.citi.com/. EOE. Ref Job ID #26945205. J-18808-Ljbffr