Senior Lead, Model Validation & Risk Analytics (2nd LOD)

Citigroup; United States; On-site; USD 211,000 - 248,000; Full time

Benefits offered by this job

Medical, dental & vision coverage

401(k)

Life, accident, and disability ins.

Wellness programs

Paid time off (vacation, sick leave, &

Paid holidays

Job summary

Citigroup seeks an experienced Model Validation professional to validate credit risk models across wholesale portfolios, including CCAR, Basel, ICAAP, and IFRS9/CECL frameworks. The role requires rigorous testing of modeling assumptions and documentation to support regulatory exams.

You will coordinate remediation timelines with stakeholders and ensure alignment with Citi's Model Risk Management policies. Ideal candidates have advanced programming skills (SAS, R, Python, MATLAB, C++) and a

Qualifications

• Bachelor's degree required; 10 years of experience in model validation.
• Experience applying CCAR, Basel, IFRS9, CECL, ICAAP regulations in validation work.
• Strong statistical analysis and quantitative modeling skills.
• Ability to communicate validation findings clearly to stakeholders.

Responsibilities

• Validate credit risk models across wholesale portfolios (Basel, CCAR, ICAAP, IFRS9/CECL).
• Test modeling assumptions for alignment with methodology and objectives.
• Prepare validation docs and respond to regulatory reviews and exams.
• Propose remediation plans and coordinate timelines with stakeholders.

Skills

Statistical modeling

Advanced programming

Communication of findings

Education

Bachelor's degree in Statistics/Math/Finance/Economics or related field

Master's degree

PhD

Tools

SAS

R

Python

MATLAB

C++

Job description

Citigroup seeks an experienced Model Validation professional to validate credit risk models across wholesale portfolios, including CCAR, Basel, ICAAP, and IFRS9/CECL frameworks. The role requires rigorous testing of modeling assumptions and documentation to support regulatory exams.

You will coordinate remediation timelines with stakeholders and ensure alignment with Citi's Model Risk Management policies. Ideal candidates have advanced programming skills (SAS, R, Python, MATLAB, C++) and a