Lead Model Validator, 2nd LOD — VP Level

Citigroup Inc.; Getzville (NY); On-site; USD 101,000 - 151,000; Full time

Job summary

Citigroup Inc. in Getzville, New York, is seeking a Model Validation Lead (VL) in Risk Analytics, Modeling and Validation to oversee validations for market, credit, and operational risk models.

The role focuses on developing, enhancing, and validating models for obligor credit risk and related risk metrics. You will lead model validation activities, communicate results to senior management, and ensure adherence to Citi's risk management policies.

Qualifications

• 6-10 years of experience in risk analytics or model validation.
• Proficient in MS Excel.
• Clear and concise written and verbal communication skills.
• Self-motivated and detail oriented.
• Demonstrated project management and organizational skills.
• Practical experience using SAS or similar software to build and test models.
• Programming skills in Python, MATLAB, C/C++/C#, VBA.
• Knowledge of financial markets and products.
• Familiarity with model development and validation testing techniques.

Responsibilities

• Oversee a portfolio of model types for a specific business area.
• Perform model validations, annual model reviews, and ongoing monitoring.
• Ensure accuracy of validations and provide challenge to the model development process.
• Present validation findings to senior management and supervisory authorities.
• Escalate, manage, and report control issues with transparency.

Skills

Analytical Thinking

Data Analysis

Governance

Risk Management Lifecycle

Credible Challenge

Education

Bachelor's/University degree, Master's degree preferred

Tools

SAS

Python

MATLAB

C/C++

C#

VBA

Excel

Job description

Citigroup Inc. in Getzville, New York, is seeking a Model Validation Lead (VL) in Risk Analytics, Modeling and Validation to oversee validations for market, credit, and operational risk models.

The role focuses on developing, enhancing, and validating models for obligor credit risk and related risk metrics. You will lead model validation activities, communicate results to senior management, and ensure adherence to Citi's risk management policies.