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Model/analysis/validation Senior Analyst

https://www.citi.com/ Logo

Citi

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Location:
United States , Tampa

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Category:

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Contract Type:
Not provided

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Salary:

112800.00 - 130920.00 USD / Year

Job Description:

Citibank, N.A. seeks a Model/Analysis/Validation Senior Analyst for its Tampa, Florida location. Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Job Responsibility:

  • Develop and improve techniques and processes of simulating credit exposure and pricing
  • Enhance credit exposure simulation and pricing models covering all major asset types, with a focus on simulation of margin requirements, collateral for derivatives and security financing transactions
  • Examine deficiencies in current models and develop appropriate mathematical and statistical frameworks to address the deficiencies
  • Develop model testing methodologies and conduct rigorous testing including back-testing and stress testing
  • Implement the prototype of mathematical framework that can be used in new testing approaches
  • Analyze testing methodologies and provide model reviewers with a comprehensive explanation of the test results for validation
  • Evaluate model performance
  • Collect data from multiple sources using internal libraries, databases, and web applications
  • Identify data quality issues and clean data
  • Develop a quantitative library for models used in counterparty credit risk
  • Develop object-oriented codebase for calibration, simulation, pricing, margin, and testing

Requirements:

  • Master’s degree, or foreign equivalent, in Mathematics, Statistics, or other related quantitative fields and 2 years of experience as a Model/Analysis/Validation Senior Analyst - AVP, Quantitative Analyst, or related position involving credit exposure simulation and pricing models development
  • Alternatively, employer will accept a Bachelor’s degree in the stated fields and 5 years of progressive, post-baccalaureate experience
  • Full span of experience must include: Utilizing Python and Excel to implement algorithmic models and analyze both their complexity and impact on stakeholders
  • Technical writing for model documentation and validation
  • Translating business and regulatory requirements into mathematical formulations
  • Advanced mathematics including stochastic calculus and linear algebra, data science including statistics and large data analysis, and numerical techniques including numerical algorithms
  • Client agreements, Credit Support Annexes (CSA) and experience working with International Swaps and Derivatives Association (ISDA) agreements
  • Analyzing business functionalities and modeling them into mathematical frameworks
  • and Computation of exposure used in regulatory capital calculation and internal risk monitoring
What we offer:
  • medical, dental & vision coverage
  • 401(k)
  • life, accident, and disability insurance
  • wellness programs
  • paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Additional Information:

Job Posted:
February 23, 2026

Expiration:
April 01, 2026

Employment Type:
Fulltime
Work Type:
Hybrid work
Job Link Share:

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