Model Validation 2nd LOD Lead Analyst - VP

As a Risk Analytics, Modeling and Validation professional at the company, your role involves the development, enhancement, and validation of methods for measuring and analyzing various risks such as market, credit, and operational risks. Your work is crucial in providing a scientific and systematic approach to assessing and mitigating risks, thereby ensuring the company's financial stability, protecting its assets, and supporting its overall business strategy. Key Responsibilities: - Perform model validations, annual model reviews, ongoing monitoring reviews, and model limitation remediation reviews for one or more model/product types under the supervision of a Validation Lead. - Provide effective challenge to the model development process on specific models in accordance with the Citi Model Risk Management Policy. - Evaluate testing approach and results for individual models in accordance with MRM guidance. - Assess the ongoing performance monitoring of the models. - Collaborate with other teams within Risk and the Business regarding qualitative models to ensure compliance with policies and procedures. - Assist in preparing reports and meeting materials for senior management. - Support the process of designing, developing, delivering, and maintaining qualitative model validation process standards. Qualifications: - 5-8 years of experience in Quantitative Finance, Risk management, Analytics, Model Development, or Model Validation. - Excellent partnership and teamwork skills. - Ability to formulate findings clearly and concisely and good verbal communication skills. - Strong analytic, creative thinking, and problem-solving abilities. - Proficient in data analysis and interpretation and technical writing. - Programming skills in languages like Python or other coding languages. - Knowledge of financial markets and products, Banking, Recovery Planning, and Resolution Planning requirements. - Strong technical skills in time series analysis, statistics, and econometrics. - Ability to work effectively in a team and independently. - Strong problem-solving skills and ability to evaluate complex issues. Education: - Master's/University degree Additional Company Details: If you are a person with a disability and need a reasonable accommodation to use search tools and/or apply for a career opportunity, please review Accessibility at Citi. View Citis EEO Policy Statement and the Know Your Rights poster.,