Citibank, N.A. seeks a Model Validation 2nd LOD Lead Analyst for its Tampa, Florida location.

Duties: Validate credit risk models using statistical and mathematical tools and economic and finance theories. Test model assumptions and assess model performance. Assess adequacy and relevancy related to modeling data. Design and execute quantitative and statistical testing on model framework and performance. Perform data analysis and quantitative/statistical tests using statistical tools, perform large-scale analysis with programming languages including Python, Linux, SQL. Manage model risk across the model life cycle including ongoing performance evaluations, annual model reviews, and monitoring and governance plans. Oversee the portfolios. Manage stakeholder interaction with model developers and business owners during the model life cycle. Provide effective challenge to model assumptions, mathematical formulation, model performances, and implementation. Assess and quantify risk ...