Model​/Analysis​/Validation Sr. Analyst

Overview

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

• Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book), CCAR (Comprehensive Capital Analysis and Review), and LIBOR transition.
• Develop market risk models critical for quantifying the market risk exposures of Citi’s trading book and calculating regulatory capital.
• Collaborate with other teams including Risk IT to implement new models, resolve production issues, and enhance existing implementations.
• Calibrate model parameters, perform variance analysis to explain changes in model output due to parameter updates.
• Perform ongoing analysis of models, including back testing and profit attribution analysis (PAA).
• Engage market risk managers and the businesses on analytics-related matters on a regular basis.
• Develop and maintain technical documentation.
• Support various tasks in response to regulatory and internal risk management requirements.
• A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.

• Bachelor’s degree, or foreign equivalent, in Mathematical Finance and Financial Technology, Applied Mathematics, Statistics, Economics, or a related field, and two (2) years of experience in the job offered or in a related quantitative occupation supporting market risk analytics.
• Two (2) years of experience must include:
  Utilizing computational languages including Python, SQL, Matlab, and Perl in Linux/Windows environments.
• Utilizing knowledge of Mathematics and Statistics including partial differential equations, probability theory, and mathematical modelling to develop, implement, analyze, and enhance methodologies, algorithms, and diagnostic tools for market risk models VaR models.
• Performing VaR backtesting, PAA and ongoing model performance analysis for VaR models of credit products.
• Implementing regulatory requirements including Basel 2.5 and Fundamental Review of Trading Book.
• Analyzing complex data sets for financial products including their derivatives for their pricing theory, methodologies, and corresponding risk quantification.
• Preparing and maintaining model documents for model assessment including data analysis, model methodology, model change and model performance analysis.

40 hrs./wk. Applicants submit resumes at
Please reference Job # . EO Employer.

Wage Range: $ to $

In addition to salary, Citi’s offerings may also include discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please 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:

Tampa Florida United States

Primary Location Full Time Salary Range:

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

Anticipated Posting Close Date:
Mar 17, 2026

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