Citigroup

Senior Analyst, Model Analysis and Validation

Tampa, FL
USD 104k - 131k
Python SQL Matlab Perl Linux Windows Statistics Probability Derivatives API
Description

Model/Analysis/Validation Sr. Analyst

Location: Tampa, Florida, United States

Employment Type: Regular

Citibank, N.A. seeks a Model/Analysis/Validation Sr. Analyst for its Tampa, FL location.

Duties: Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book, the next generation of market risk regulatory framework), CCAR (Comprehensive Review of the Trading Book), and LIBOR transition. Develop market risk models critical for quantifying the market risk exposures of Citi’s trading book and calculating regulatory capital. Collaborate with other teams include Risk IT to implement new models, resolve production issues and enhance existing implementation. Calibrate model parameters, perform variance analysis to explain the changes in model output due to parameter updates. Perform ongoing analysis of models, including back testing and profit attribution analysis (PAA). Engage market risk managers and the businesses on analytics-related matters on a regular basis. Develop and maintain technical documentation. Support various tasks in response to regulatory and internal risk management requirements. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.

Requirements: Bachelor’s degree, or foreign equivalent, in Mathematical Finance and Financial Technology, Applied Mathematics, Statistics, Economics, or a related field, and two (2) years of experience in the job offered or in a related quantitative occupation supporting market risk analytics. Two (2) years of experience must include: Utilizing computational languages including Python, SQL, Matlab, and Perl in Linux/Windows environments; Utilizing knowledge of Mathematics and Statistics including partial differential equations, probability theory, and mathematical modelling to develop, implement, analyze, and enhance methodologies, algorithms, and diagnostic tools for market risk models VaR models; Performing VaR backtesting, PAA and on-going model performance analysis for VaR models of credit products; Implementing regulatory requirements including Basel 2.5 and Fundamental Review of Trading Book; Analyzing complex data sets for financial products including their derivatives for their pricing theory, methodologies, and corresponding risk quantification; and Preparing and maintaining model documents for model assessment including data analysis, model methodology, model change and model performance analysis. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/.  Please reference Job ID# 25925305. EO Employer.

Wage Range:              $103,590.00 to $130,920.00

Job Family Group:      Risk Management

Job Family:                 Model Development and Analytics

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Job Family Group:

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Job Family:

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Time Type:

Full time

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Primary Location:

Tampa Florida United States

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Primary Location Full Time Salary Range:


In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Anticipated Posting Close Date:

Mar 17, 2026

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

Citigroup
Citigroup

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