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Model Validation 2nd LOD Sr. Lead Analyst at Citi - ApplyBlast

Model Validation 2nd LOD Sr. Lead Analyst

Citi

1 day ago

3.6 on Glassdoor

New York, New York, United States

Hybrid

Full Time

Senior

0 applicants

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About this role

Citibank seeks a Model Validation 2nd LOD Sr. Lead Analyst to conduct rigorous validation of credit derivatives pricing and risk models in New York. The role involves scrutinizing mathematical formulations, developing benchmarking models, and performing stress-testing to evaluate model robustness. The analyst will build Python-based tools for automated testing and author detailed validation reports for stakeholders.

Responsibilities

Conduct rigorous model validation of credit derivatives pricing and risk models
Develop Python-based tools to automate independent testing and benchmarking
Author LaTeX-based validation reports detailing findings and mitigation strategies

Skills

Qualifications

Master’s degree in Mathematical FinanceMaster’s degree in Financial EngineeringMaster’s degree in Applied MathematicsMaster’s degree in StatisticsMaster’s degree in Computational Finance

About Citi

citi.com

Company Size

1-10 employees

Founded

2025

View Profile

Citibank offers multiple banking services that help you find the right credit cards, open a bank account for checking, & savings, or apply for mortgage & personal loans.