Model/Analysis/Validation Senior Analyst , NY
Listed on 2026-01-14
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Finance & Banking
Data Scientist, Banking Analyst
Location: New York
Position
Model/Analysis/Validation Senior Analyst in Citigroup Global Markets Inc., New York, NY. Full time. Salary range: $136,500 to $175,000. Anticipated Close Date:
Feb 03, 2026.
- Serve as a strategic business partner in Counter party Credit Risk Quantitative Development, working closely with global management teams across Institutional Clients, Global Consumer Bank, and Global Functions groups.
- Analyze risk and exposure models to derive mathematical and statistical implications and market scenarios.
- Add value by researching, analyzing, problem solving, stress testing, assessing risk, and developing solutions.
- Develop analytical models used for derivatives risk and exposure calculations.
- Conduct research into the mathematical derivation of the model.
- Develop code, test, and document models for formal validation and approval.
- Deliver the model for incorporation into the firm’s internal and regulatory risk management processes.
- Telecommuting/hybrid schedule may be permitted within a commutable distance from the worksite, per Citi policies.
- Master’s degree (or foreign equivalent) in Financial Engineering, Mathematics, Statistics, Computer Science, or related field.
- 2 years experience as a Quantitative Developer, Quantitative Analyst, or related position involving risk and exposure models analysis and development in a global financial services institution.
- Experience in data gathering and analysis for pricing; risk and exposure model formulation, testing and validation; quantitative toolbox development using C++ and Python; development and maintenance of quantitative infrastructure and databases; incorporating model development into regulatory risk management processes; production of regulatory reporting; in‑house model library development, optimization and maintenance; development using Linux and Windows; and Bash scripting.
- Applicants must submit resumes referencing Job 54.
Citi offers competitive employee benefits, including medical, dental & vision coverage; 401(k); life, accident, and disability insurance; wellness programs; paid time off packages; andჯახ discretionary and formulaic incentive and retention awards. For more details visit Offer verlove may vary by jurisdiction, job level, and date of hire.
Equal Employment Opportunity StatementC kami is an equal opportunity employer, and qualified candidates will receive consideration without regard to 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, view Citi’s EEO Policy Statement and the Know Your Rights poster.
Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
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