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Citibank, N.A. seeks a Modeling /Analysis/ Validation Officer for its Long Island City, NY location.Duties: Perform model evaluation as per SR11-7 Federal Reserve Bank regulatory guidelines. Identify, measure,collect, and manage Model Risk of Economic Forecast, Pre-Provision Net Revenue (PPNR), Credit Risk, LiquidityRisk, Operational Risk for the purposes of Comprehensive Capital Analysis and Review (CCAR) modeling, ICAAP& DFAST regulatory exercises and stress modeling. Support team leads on policy enhancements and modelevaluations initiatives and develop climate risk model guidance for the purpose of qualitative modeling. Evaluatemodel performance as per requirements outlined in the MRM Policies and Guidance. Enhance the MRM Policyand guidance as needed. Collaborate with model sponsors, model developers, model risk supervision groups,internal audit, and regulatory agencies to assess for possible risk, perform updates and ensure compliance withregulations. Write validation reports, review model change addendums, ongoing performance monitoring reportsand limitation-based remediation documentations based on validator’s judgement of evaluation results. Remotework may be permitted within a commutable distance from the worksite, in accordance with Citi policy.Requirements: Master’s degree, or foreign equivalent, in Applied Mathematics, Statistics, Mathematical Finance,Economics, or a related field, and five (5) years of experience in the job offered or in a related occupation. Five(5) years of experience must include: Risk management policy strategy and modeling as per SR11-7, SR-15-18,SR15-19 regulatory guidelines; Evaluating models based on SR11-7 guidelines; Completing SAS, R and Excelprogramming; Managing model risk across the model lifecycle including model validation, ongoing performanceevaluation and annual model reviews; Preparing statistical and non-statistical data exploration, validating data,identifying data quality issues and conducting data analysis, and reading and creating formal statisticaldocumentation; Assessing risk when business decisions are made, driving compliance with applicable laws,rules and regulations, adhering to policy, applying sound ethical judgment, adhering to business practices, andescalating, managing and reporting control issues with transparency; Performing technical modeldocumentation and executing model performance testing in compliance with Model Risk Managementguidelines; Assessing and quantifying model risk due to model limitations to inform stakeholders of their riskprofile and development of compensating controls; and Leading efforts for preparation and submission ofdeliverables in regulatory Exams, internal audits, and reviews by coordinating participation and inputs frommodeling teams. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #24733928. EO Employer.

Minimum Salary: 169,707 Maximum Salary: 182,000 Salary Unit: Yearly