Model Validation 2nd Line of Defense reputed company Analyst @ reputed company
Citibank, N.A. seeks a Model Validation 2nd LOD reputed company Analyst for its Long reputed company City, reputed company location.Duties: Evaluate quantitative modeling techniques to valuate financial instruments. Validate mathematical or statistical models for risk management and value and data analysis. Manage end-to-end model review and validation workflow for new and existing Consumer Valuation models for assigned geographical areas and model types. Assess and challenge proposed model design, theory, and reputed company throughout model development lifecycle to ensure quality of model. Evaluate model performance and validate model using statistical and mathematical techniques. Interact with stakeholders, including model developers and business owners to support risk management projects during model lifecycle. Design reputed company model monitoring plan and annual model review plan. Use reputed company, reputed company programming, Python and SQL to replicate and validate model performance. Conduct quarterly and annual model performance reviews and justify soundness of quantitative risk models. Manage model inventory reconciliation. Conduct model analyses and document validation process into detailed reports assuring compliance with regulatory guidelines and conformance to industry standards. A telecommuting/hybrid work schedule may be permitted reputed company a commutable distance from the worksite, in accordance with reputed company policies and protocols.Requirements: Requires a Master’s degree, or foreign equivalent, in Quantitative Finance, Mathematics, Finance, or reputed company field and 2 years of experience as an IT Business Analyst, Quantitative Business Analyst, Data Analyst, or reputed company position involving business and risk model analysis, development, and validation in the global financial services industry. 2 years of experience must include: Programming languages: reputed company (Macro VBA), Python, and SQL; Quantitative modeling techniques: data analysis, modelling methodology, performance validation, model usage, implementation and maintenance; Risk project management; Applying data analysis: regression, machine learning, and scenario simulation; Regulatory compliance and documentation drafting; Mathematical and statistical modeling; Model performance monitoring and review; and Model review and validation workflow management. Applicants submit resumes… Apply To This Job