Model​/Analysis​/Validation Officer

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

Develop, enhance, and validate methods of measuring and analyzing risk for all risk types including market, credit, and operational. Develop, validate, and strategize uses of scoring models and scoring model related policies. Conduct statistical analysis for risk related projects and data modeling/validation. Apply quantitative and qualitative data analysis methods including SAS programming or Python, and Structured Query Language (SQL) to extract, transform, and analyze data.

Prepare statistical and non-statistical data exploration, validate data, and identify data quality issues. Conduct data analysis, data mining, read and create formal statistical documentation, and work with Technology to address issues. Analyze and interpret data reports and make recommendations addressing business needs. Develop predictive modeling methods, optimize monitoring systems, document optimization solutions, present results to non-technical audiences and write formal documentation using statistical vocabulary.

Generate statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results. Validate assumptions and elevate identified risks and sensitive areas in methodology and process. Automate data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations.

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 Engineering (any), Business Analytics, Information Systems, Mathematics, or a related field, and five (5) years of experience in the job offered or in a related IT occupation validating/testing data and identifying data quality issues. Five (5) years of experience must include:
Performing quantitative review and comprehensive evaluation of models, focusing on modeling approach, model justification, mathematical and market assumptions, calibration procedures, performance benchmarking, trend identification, and interpretation of performance metrics;
Managing model risk throughout the model lifecycle, encompassing model development, model validation, ongoing performance assessment, and annual model reviews;
Creating comprehensive testing methodologies as part of validation frameworks for models and ensuring compliance with model evaluation requirements;
Creating and maintaining comprehensive technical documentation for modeling methodologies, applications, and validation activities including model descriptions, mathematical derivations, data analyses, quality controls, testing process, validation process, plans, and reports which align with model governance and documentation standards;
Providing effective challenge to model development including identifying model limitations, data and model soundness issues, and performance weaknesses by performing detailed defect analysis;
Utilizing statistical software tools and programming languages (including SAS/4GL, Python, SQL, R, Hive, PySpark, Oracle, and Tableau) for data analysis, data manipulation, model simulation, and testing automation;
Gathering requirements, preprocessing data, checking data quality, and performing statistical analysis of large datasets to identify trends and anomalies; and Performing statistical testing including Partial Dependence Plots (PDP), Population Stability Index (PSI), lift and gain charts, and AUC-ROC analysis used to assess model soundness and performance. In the alternative, employer will accept a Master’s degree and three (3) years of experience.

Employer will accept pre- or post-Master’s degree experience. 40 hrs./wk. Applicants submit resumes at  Please reference Job # . EO Employer.

Wage Range: $ to $/year

Job Family Group:
Risk Management

Job Family:
Model Development and Analytics

Time Type:
Full time

Primary

Location:

Tampa Florida…