Model Validation Senior Analyst Job at Citi (Mumbai)

Senior Validation Analyst - Credit Derivatives

This role sits in the credit derivatives and structured product market valuation...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

5+ years of relevant working experience
Solid knowledge of credit derivatives and structured products and analytics
Knowledge of term structure models and industry best practices
Knowledge and understanding of Rates and XVA would be valuable
Excellent quantitative and analytic skills including stochastic calculus, Monte Carlo simulation, and numerical methods
Strong communication and documentation skills
Ability to work independently as a validator as well as collaboratively as a team player
Working experience of Python is strongly preferred
Knowledge of C++ is a plus
Master's Degree or equivalent in a quantitative field (e.g. Mathematics, Physics, Engineering, Quantitative Finance, Statistics) is required

Job Responsibility

Validate models and manage model risk related issues in credit derivatives and structured products pricing area
Provide effective challenge in regards to mathematical formulation, model assumptions and limitations, calibration, implementation, numerical performance, and business uses
Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls
Develop independent benchmarking tools for validation purposes across the team
Write high-quality model validation documents in compliance with model risk management policy and procedures
Provide subject matter expertise to stakeholders and guidance to junior team members
Represent the firm in interactions with regulatory agencies
Contribute to strategic, cross-functional initiatives within MRM as needed

What we offer

Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sport Card
Holidays Allowance
Sport and team recreation activities
Special offers and discounts for employees
Access to an array of learning and development resources

Fulltime

MRM Qualitative Models Validation Senior Analyst AVP

This position is within the Qualitative Model Validation team, which is part of ...

Location

Canada , Mississauga

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Minimum Bachelor’ degree in Finance or Economics, or quantitative discipline (statistics, quantitative finance, econometrics)
Masters’ degree is preferable
Ideally 5 years of experience / knowledge of Banking, Treasury, Finance / Risk management preferred
Demonstrate excellent partnership and teamwork skills
Ability to clearly and concisely formulate findings in a written form and good verbal communication skills
Good analytic, creative thinking and problem solving abilities
Adept and meticulous at analysis and documentation
Ability to multi-task, work well under pressure and committed to deliver under tight deadlines
Knowledge of financial markets and products
Qualitative or quantitative model risk management experience is a plus

Job Responsibility

Performing independent validation of qualitative models across the firm
Critically reviewing the appropriateness of a Qualitative Model versus alternative quantitative approach
Producing high value models validation reports
Evaluating testing approach and results for individual models
Assessing the ongoing performance monitoring of the models
Contributing to regulatory and internal audit related responses
Collaborating with other teams within Risk and the Business
Assisting with preparing the reports and other meeting materials to MRM senior management
Supporting the process of designing, developing, delivering and maintaining best-in-class qualitative model validation process standards

What we offer

Global Benefits
Best-in-class benefits
Work life balance

Fulltime

Risk Model Senior Analyst

Risk Model Senior Analyst role in Citi's Risk Management organization, part of t...

Location

Philippines , Taguig

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

At least 4-5 years of relevant experience in creating, validating and reviewing models
Undergraduate degree in a quantitative or technical discipline such as Computer Science, Engineering, Physics, Statistics, Quantitative Finance
Master's degree or higher in quantitative disciplines a plus
Knowledge of or interest in finance, markets, risk management
Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems
Proficient in Python, Java, or Scala in a Unix/Linux environment
Candidate must be proficient in PYTHON

Job Responsibility

Prepare detailed quantitative modeling and analysis for risk managers and senior management
Synthesize and communicate complex risk models and results
Conduct statistical analysis, quantitative modeling, and model risk controls
Work with risk managers, businesses, and tech to design and build models for risk capture and stress testing

What we offer

Access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Programs to manage financial well-being and help plan for the future
Access to learning and development resources
Generous paid time off packages
Resources and tools to volunteer in communities

Fulltime

Market Risk Senior Analyst

This position provides an opportunity for an experienced risk analyst with solid...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

5+ years of experience
experience in one or more of the following fields: quantitative risk modelling, market risk management practices, risk regulations, numerical computation, statistics or data analysis, financial model development, application or validation
strong hands-on IT skills, for example, with Python, SQL, Unix
sound knowledge of statistical modelling concepts and industry best practices
experience with econometric and statistical modelling or application risk scoring
excellent quantitative and analytic skills
ability to derive patterns, trends and insights
experience working in big data environments
intellectual curiosity to stay abreast of technological advances
demonstrated initiative and proactive approach

Job Responsibility

construct covariance matrices for historical periods of stress for various portfolios
identify and address specific needs of Citi legal entities within EMEA region to meet local regulatory expectation in market risk modelling
work with existing market risk models and provide solutions where weaknesses are identified in testing or where new business needs require model enhancements
develop RNIV models to quantify non-standard market risks of complex products
research, support, enhance and maintain market risk models
design and develop in-house software for quantitative analysis
interact confidently with other risk management teams, the front office, technology and control groups
model and explain the behavior of a complex portfolio of vanilla and exotic derivatives with greeks and risk factor simulations
understand differences between regulatory regimes around the globe
perform advanced analytics with hundreds of thousands of risk factor time series

What we offer

private medical care program
life insurance program
pension plan contribution (PPE program)
employee assistance program
paid parental leave program (maternity and paternity leave)
sport card
holidays allowance
sport and team recreation activities
special offers and discounts for employees
access to an array of learning and development resources

Fulltime

Data Analytics Senior Analyst

The Data Analytics Senior Analyst is a seasoned professional role. Applies in-de...

Location

India , Pune

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

8+ years experience using tools for statistical modeling of large data sets
Ability to effectively use complex analytical, interpretive and problem solving techniques
Demonstrated interpersonal, verbal and written communication skills
Bachelor’s/University degree or equivalent experience

Job Responsibility

Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flows
Coordinates and contribute to the objectives of data science initiatives and overall business through leveraging in-depth understanding of how areas collectively integrate within the sub-function
Assumes informal/formal leadership role through coaching and training of new recruits
Significantly influences decisions, work, and performance of all teams through advice, counsel and/or facilitating services to others in the business
Conducts strategic data analysis, identifies insights and implications and make strategic recommendations, develops data displays that clearly communicate complex analysis
Mines and analyzes data from various banking platforms to drive optimization and improve data quality
Develop automated control validations for the Bigdata systems, ensuring Quality and Control
Delivers analytics initiatives to address business problems with the ability to identify data required, assess time & effort required and establish a project plan
Strong expertise on Data analytics to identify different Patterns, duplicates, frequency, consistency, accuracy, completeness and referential integrity of data
Expertise in designing and developing advanced Data automation frameworks

Fulltime

Data Analytics Senior Analyst

The Data Analytics Senior Analyst is a seasoned professional role. Applies in-de...

Location

India , Chennai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

8-12 years experience using tools for statistical modeling of large data sets
Ability to effectively use complex analytical, interpretive and problem solving techniques
Demonstrated interpersonal, verbal and written communication skills
Hands-on experience with build and test of ETL (Ab Initio) and API test automation frameworks
Hands-on experience with complex coding on automation frameworks to simplify test automation
Experience working on GAN based synthetic data solutions
Unix, SQL and Shell Scripting experience is a must have
Proficiency in PySpark
Strong understanding of Microservice architecture
Expertise in content validation from XML, databases, and flat files using scripts

Job Responsibility

Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flows
Coordinates and contribute to the objectives of data science initiatives and overall business through leveraging in-depth understanding of how areas collectively integrate within the sub-function
Assumes informal/formal leadership role through coaching and training of new recruits
Significantly influences decisions, work, and performance of all teams through advice, counsel and/or facilitating services to others in the business
Conducts strategic data analysis, identifies insights and implications and make strategic recommendations, develops data displays that clearly communicate complex analysis
Mines and analyzes data from various banking platforms to drive optimization and improve data quality
Delivers analytics initiatives to address business problems with the ability to identify data required, assess time & effort required and establish a project plan
Consults with business clients to identify system functional specifications
Consults with users and clients to solve complex system issues/problems through in-depth evaluation of business processes, systems and industry standards
recommends solutions

Fulltime

Senior Quantitative Analyst

The Market Quantitative Analysis (MQA) team is seeking a Quantitative Analyst to...

Location

Hungary , Budapest

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Strong technical and programming skills in C++ and Python, with experience in developing complex numerical algorithms or large-scale data processing systems
Solid understanding of statistical and mathematical modeling techniques, including numerical methods, stochastic calculus, Monte-Carlo techniques and statistical inference
Ability to independently problem-solve and drive solutions from conception to implementation
Excellent communication skills (written and verbal) with the ability to articulate complex quantitative concepts clearly and concisely to diverse audiences
Strong work ethic and a team player with excellent time management skills
Master's or PhD degree in a quantitative field (e.g., Mathematics, Physics, Statistics, Financial Engineering, Computer Science)
Proven experience 3+ years in quantitative modeling and analytics, specifically within financial derivatives, risk management, or similar domains.

Job Responsibility

Develop, enhance, and maintain counterparty credit risk models and their underlying analytics library, delivering high-performance, production-quality code
Design and implement robust methodologies, advanced algorithms, and sophisticated diagnostic tools to rigorously test and validate model performance
Interpret complex model outputs and communicate comprehensive insights to internal stakeholders and external clients
Collaborate closely with risk quantitative analysts, technology professionals, and structurers to integrate models and solutions effectively.

What we offer

Competitive compensation package, including an annual salary review and discretionary performance bonus
Comprehensive social benefits, including premium healthcare, an award-winning pension scheme, robust life insurance, generous holiday allowance, and family support programs (e.g., competitive maternity and paternity scheme)
Flexible hybrid work model, blending modern office collaboration with the convenience of remote work
A dynamic, supportive, and inclusive work environment fostering collaboration, diversity, and professional growth, complemented by active affinity groups and social networks
Structured onboarding and continuous learning opportunities through extensive internal training programs, including access to platforms like Degreed
Significant influence on team processes and methodologies, with active encouragement for innovation and improvement ideas
Extensive career development and growth opportunities across Citi's global network
Direct exposure and collaboration with a wide range of senior stakeholders across different functions.

Fulltime

Senior Financial Analyst

At MissionWired, we partner with nonprofits, campaigns, and social change organi...

Location

United States

Salary:

100000.00 - 120000.00 USD / Year

MissionWired

Expiration Date

Until further notice

Requirements

BS in Finance, Accounting or related field
MBA and/or CPA preferred
4–5+ years of experience in FP&A, corporate finance, consulting, or investment banking
Proven expertise in advanced financial modeling, forecasting, and building 3-statement models
Strong analytical and quantitative skills
Experience with conducting variance analysis, including identifying key drivers and analyzing operational trends
Solid understanding of accounting operations, including month-end close and revenue/expense recognition
Exceptional communication skills – able to distill complex financial concepts into clear, actionable recommendations
Comfortable navigating a growing and evolving organization, including ambiguity and process development
High level of ownership, curiosity, and a proactive approach to solving problems before they surface, all while keeping DEIB principles top of mind

Job Responsibility

Supporting budgeting, forecasting, and financial planning cycles across the MissionWired platform company, partnering with department leaders to align assumptions and build accurate projections
Assisting with updating and maintaining 3-statement financial models (income statement, balance sheet, cash flow), ensuring reliability, accuracy, and transparency
Perform monthly and quarterly variance analyses
identify operational drivers, develop insights, and communicate recommendations to senior leadership
Preparing a monthly reporting package, including dashboards, KPI analytics, and narratives that translate data into actionable insights for executives and key stakeholders
Supporting the development of board materials and other ad hoc analysis for senior leadership and external stakeholders
Partnering closely with Accounting and cross-functionally during month-end close
gathering inputs, validating data integrity, and supporting reconciliations, ensuring financial data accuracy
Supporting the development and implementation of streamlined FP&A processes as MissionWired continues to scale, while centering DEIB practices
Contributing to M&A activities, including financial modeling, due diligence, and integration planning

What we offer

100% employer-paid premiums for platinum-level medical plan on a national health care network
100% employer-paid life insurance and short term disability
50% employer-paid vision and dental insurance
401(k) with 3% employer contribution
17 vacation days in addition to 12 paid holidays, sick days, bereavement leave, and a volunteer day off
Paid parental leave at 100% of your salary
Financial support for reproductive and transgender care
Flexible telecommute and remote work policies
Company issued Mac products for home offices
Cell phone service reimbursement, meal and ride-share reimbursement, and other perks available

Fulltime

Model Validation Senior Analyst

Citi

Location:
India , Mumbai

Category:
Finance

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Additional Information:

Job Posted:
October 25, 2025

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