Model​/Analysis​/Validation Senior Analyst

Job Summary

Citibank, N.A. is seeking a Model/Analysis/Validation Senior Analyst to work in Tampa, Florida.

• Provide financial derivative trading support and recommend ways to control or reduce risk.
• Perform month‑end adjustments for selected facilities related to over‑the‑counter derivatives and security financial transactions with over/understated pre‑settlement exposure and pre‑settlement loan exposure.
• Investigate suspicious exposures on securities financing transactions (SFT) and over‑the‑counter products (OTC) through critical analysis, identify issues, and communicate findings to front‑office, business, and risk managers.
• Perform Value at Risk (VAR) and pre‑settlement exposure (PSE) analyses and communicate results to front office to ensure efficient trading.
• Prepare adjustment decks and develop, document, and maintain process documents including credit‑risk exposure process documents, and develop decks such as the month‑end adjustment decks and quarterly statistics on special credit‑risk exposure factor issues.
• Work with the technology team to perform system enhancements.
• Work in a telecommuting/hybrid schedule within a commutable distance from the worksite in accordance with Citi policies.

• Master’s degree (or foreign equivalent) in Quantitative Finance, Financial Engineering, or a related field.
• At least three (3) years of experience performing risk analytics for a global financial services firm.
• Experience with financial products pricing model validation for equity, derivatives, and fixed‑income instruments.
• Proficiency with programming languages such as Python, R, SQL, and C++ and ability to write code for model testing and large‑scale data analysis under various scenarios.
• Experience in technical writing for model validation and performance reports.
• Strong knowledge of financial mathematics, statistics, Monte‑Carlo simulation, econometrics, stochastic calculus for options, swaps, and other derivatives pricing models.
• Fixed‑income securities analysis for bond and mortgage pricing model validation.
• Experience with machine‑learning approaches, including validating K‑Nearest Neighbors pricing models.
• Familiarity with Python analytical packages including Num Py, Pandas, and Matplotlib.

Wage range: $99,500 to $130,920. Citi offers competitive employee benefits, including medical, dental, and vision coverage; 401(k); life, accident, and disability insurance; wellness programs; paid time off packages (planned vacation, unplanned sick leave, and paid holidays); discretionary and formulaic incentive and retention awards; and other additional benefits that may vary by jurisdiction, job level, and date of hire.

Citi is an equal‑opportunity employer; qualified candidates will be considered without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. Employees with a disability who need a reasonable accommodation to use our search tools and/or apply for a career opportunity can access accessibility options. View Citi’s EEO policy statement and the Know Your Rights poster.