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Citibank, N.A. seeks a Modeling/Analysis/Validation Officer for its Irving, Texas location.

Duties: Develop mathematical or statistical models for operational risk and credit risk Global Systematic Stress Testing (GSST) program. Design and establish process and infrastructure of both operational risk and retail credit risk GSST. Oversee monthly production of GSST, including process control, troubleshooting, results review and implementation. Collect requirements and draft business and functional specifications for models and methods, focusing on measurement and analysis for both operational risk and retail credit. Research, develop, and implement quantitative models for retail credit risk, including both risk capital (RC) and stress testing, including GSST model. Design operational risk and retail credit risk Enterprise Risk Data Layer (ERDL) to consume GSST outcome. Develop and execute attribution analysis, sensitivity analysis and “what if” analysis to interpret risk metrics for operational risk and retail credit risk. Use programming tools, such as Python, SAS, VBA to develop risk model and perform testing. Use database tools, such as Structured Query Language (SQL), Hive and Spark to clean and categorize data. Use visualization tools, such as Python Matplotlib and Tableau to visualize result and further analysis. Design plan for model monitoring and regulation compliance. Develop, maintain, and enhance comprehensive technical and non-technical documentation, including project plans, model descriptions, mathematical derivations, data analyses, processes, and quality controls. Provide model analytics to business and risk stakeholders. Collaborate with technology team and model risk management to participate in full model development, validation, and ongoing monitoring cycles to ensure enhancement aligns with bank’s corresponding regulatory and reporting system. 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 Mathematics, Computational Finance, Risk Management, or related field and 2 years of experience as a Modeling Analyst, Risk Analyst, Operational Risk Management Associate or related position involving development of mathematical and statistical models for operational risk within the banking industry. Full span of experience must include: Operational risk; Statistical and mathematical modeling; Programming and Database tools: Python, SAS, and VBA; Visualization tools: Python Matplotlib and Tableau; and Project Management. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #24741210. EO Employer.

Wage Range: $143,000 to $173,500

Job Family Group: Risk Management

Job Family: Risk Analytics, Modeling and Validation

Job Family Group:

Job Family:

Time Type:

Full time

Primary Location:

Irving Texas 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 18, 2024

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .

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View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf)

Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.