The Risk Analytics, Modeling and Validation role focuses on developing, enhancing, and validating methods for measuring various types of risks, including market, credit, and operational risks. This position is crucial for ensuring the company's financial stability and involves overseeing model validations and maintaining key risk parameters. The role requires effective communication with diverse audiences and collaboration with stakeholders throughout the model life-cycle. It emphasizes a scientific approach to risk assessment and mitigation.

• 6-10 years of experience in a quantitative role in risk management at a financial institution.
• Proficient in Microsoft Office with an emphasis on MS Excel.
• Practical experience using SAS or other mathematical coding software to build and test models.
• Strong programming skills in languages like Python, MATLAB, C/C++/C#, or VBA.
• Excellent analytical and problem-solving skills.
• Bachelor's/University degree, Master's degree preferred.

• Oversee a portfolio of model types for a specific business area.
• Perform model validations and annual model reviews.
• Ensure accuracy of validations performed by Validators.
• Communicate results to diverse audiences.
• Conduct analysis and package it into detailed technical documentation.
• Identify modeling opportunities that yield measurable business results.
• Manage stakeholder interaction with model developers and business owners.
• Present model validation findings to senior management.
• Proactively identify opportunities to streamline work and enhance efficiency.
• Take personal accountability for escalating and managing potential risks.

• Citi offers a comprehensive benefits package including competitive pay, stock programs, healthcare coverage, retirement plans, paid time off, parental leave, and programs supporting employee wellbeing and professional development.