Model/Analysis/Validation Officer

Citibank, N.A. seeks a Model / Analysis / Validation Officer for its Atlanta, Georgia location.

Duties : Manage validation workflow in-line with Citi Model Risk Management framework and standards. Provide high value add model assessment, highlighting model risks and limitations posed by algorithmic trading models, and propose remediation actions to adequately control model risks.

Communicate proactively and collaborate effectively with algorithmic trading stakeholders, including model developers, traders, risk managers and product controllers for validation and performance monitoring of algorithmic trading models.

Critically review quality and coverage of performance testing for algorithmic trading models and provide independent challenge of models developed in the front office.

Independently analyze the suitability of the mathematical modeling approach for its intended purpose for algorithmic trading models.

Assist with responding to regulatory and audit related queries. Independently manage model risk through ongoing performance monitoring and annual model reviews of algorithmic trading models.

Oversee validation work of junior validators and provide mentorship on Citi Model Risk Management policy and procedures and prepare presentations related to validation and testing frameworks for electronic trading models for team.

A telecommuting / hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

A telecommuting / hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements : Requires a Master's degree or foreign equivalent in Quantitative or Computational Finance, Financial Engineering, Statistics, Mathematics, Physics, Finance, Economics or related quantitative field and 3 years of experience as a Quantitative Analyst, Model Validation Analyst, Model Risk Analyst, Data Scientist, or related position involving model development and model validation for a global bank.

• 3 years of experience must include : Quantitative Research; Strong Proficiency in Python, software development best practices (Pandas, NumPy, SciPy, SciKit), KDB / q;
• Electronic trading systems for FX markets; Transactional and market data Processing in large-scale, data-rich environments;
• Advanced proficiency in applied statistics, time series analysis, data mining, optimization techniques, linear algebra and visualization including knowledge of modern machine learning techniques;

Financial markets, FX trading, including market microstructure. Applicants submit resumes at https : / / jobs.citi.com / .

Please reference Job ID #24765033. EO Employer.

Wage Range : $143,684 to $162,000

Job Family Group : Risk Management

Job Family : Risk Analytics, Modeling, and Validation

Job Family Group : Job Family :

Job Family : Time Type :

Time Type : Full time

Full time

Primary Location :

Atlanta Georgia 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 :

Oct 01, 2024

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