Model/Analysis/Validation Officer

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

Duties: Build market risk models for the purpose of regulatory capital calculation and stressing testing in order to ensure compliance with global regulatory frameworks while providing critical insights into the firm's exposure to market fluctuations. Conduct model changes and address model limitations to improve the model performance in response of regulatory requirement or Front office request. Develop and implement market risk model methodologies, algorithms, and diagnostic tools, integrating quantitative risk measuring work (including backtesting, sensitivity analysis, assumption analysis, data quality, model reliability, stability, and stress testing) to ensure model robustness, performance, and to assess and monitor model limitations. Work with market risk management systems, data flow, data definition and data requirements for various trading products, and conduct multiple analyses...