Model​/Analysis​/Officer

Model/Analysis/Validation Officer – Irving, TX

Citibank, N.A. seeks a Model/Analysis/Validation Officer for its Irving, TX location.

Develop advanced financial quantitative models for wholesale credit losses, including IFRS9, CECL, and CCAR. Explore different statistical approaches. Participate in the implementation of analytical tools by reporting functions. Write implementation code in SAS, R, and Python. Develop methodologies for testing model robustness, stability, and performance. Perform ongoing analysis of models, including back‑testing and sensitivity testing. Develop and maintain technical documentation for IFRS9/CECL/CCAR reserve models, loss likelihood, and severity methodologies and applications, including project plans, model descriptions, mathematical derivations, data analysis, process, and quality controls.

Support model validation review. Participate in discussions with model validation, internal and external audits, and regulatory reviews. Assist with preparation and delivery of training materials, presentations, and reports on credit risk analytics. Perform reliability analysis and quality control of modeling data and model results for IFRS9/CECL reserve models. Telecommuting/hybrid schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Master’s degree, or foreign equivalent, in Financial Engineering, Economics, Finance, or a related field, and three years of experience in the job offered, or in a related occupation within the financial services industry. Three years of experience must include: developing software in a complex, multi-user source control environment including Git or SVN; utilizing CCAR/EBA/ICAAP stress testing, PD/LGD/EAD modeling, or CECL/IFRS9 calculation for loss calculation or stress testing wholesale credit portfolios;

performing quantitative review of statistical model documentation and testing results, focusing on modeling approach, justification, mathematical and market assumptions, and calibration procedures; and implementing risk models and unit tests using Python, R, C/C++, and scripts on Linux and Windows. Employer will accept pre‑ or post‑Master’s degree experience. 40 hrs./wk. Applicants submit resumes at  Reference Job  #. EO Employer.

Wage range: $ to $. In addition to salary, Citi offers discretionary and formulaic incentive and retention awards, medical, dental & vision coverage, 401(k), life, accident, and disability insurance, wellness programs, paid time off packages, vacations, sick leave, and paid holidays. For more information visit  Available offerings may vary by jurisdiction, job level, and date of hire.

Job Family Group:
Risk Management
Job Family:
Model Development and Analytics
Time Type:
Full time
Primary

Location:

Irving, Texas, United States

Jan 13, 2026

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