Model​/Anlys​/Sr Analyst

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

• Develop and improve techniques and processes of simulating credit exposure and pricing.
• Enhance credit exposure simulation and pricing models covering all major asset types, with a focus on simulation of margin requirements, collateral for derivatives, and security financing transactions.
• Examine deficiencies in current models and develop appropriate mathematical and statistical frameworks to address the deficiencies.
• Develop model testing methodologies and conduct rigorous testing including back‑testing and stress testing.
• Implement the prototype of a mathematical framework that can be used in new testing approaches.
• Analyze testing methodologies and provide model reviewers with a comprehensive explanation of the test results for validation.
• Evaluate model performance.
• Collect data from multiple sources using internal libraries, databases, and web applications.
• Identify data quality issues and clean data.
• Develop a quantitative library for models used in counter party credit risk.
• Develop object‑oriented codebase for calibration, simulation, pricing, margin, and testing.
• A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

• Requires a Master’s degree, or foreign equivalent, in Mathematics, Statistics, or other related quantitative fields and 2 years of experience as a Model/Analysis/Validation Senior Analyst – AVP, Quantitative Analyst, or related position involving credit exposure simulation and pricing models development.
• Alternatively, a Bachelor’s degree in the stated fields and 5 years of progressive, post‑baccalaureate experience is acceptable.
• Full span of experience must include:
• Utilizing Python and Excel to implement algorithmic models and analyze both their complexity and impact on stakeholders.
• Technical writing for model documentation and validation.
• Translating business and regulatory requirements into mathematical formulations.
• Advanced mathematics including stochastic calculus, linear algebra; data science including statistics and large data analysis; and numerical techniques including numerical algorithms.
• Client agreements, Credit Support Annexes (CSA) and experience working with International Swaps and Derivatives Association (ISDA) agreements.
• Analyzing business functionalities and modeling them into mathematical frameworks.
• Computation of exposure used in regulatory capital calculation and internal risk monitoring.
• Applicants submit resumes at  Please reference Job  #. EO Employer.

$112,800 to $130,920

Risk Management – Model Development and Analytics

Full time

Tampa, Florida, United States

• Medical, dental & vision coverage
• 401(k)
• Life, accident, and disability insurance
• Wellness programs
• Paid time off packages, including planned vacation, unplanned sick leave, and paid holidays
• Discretionary and formulaic incentive and retention awards (eligible employees)

Apr 01, 2026

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