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Citigroup Inc.

Senior 2nd LOD Model Validation Lead — Python Tools

new york, NY

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About this opportunity

Citigroup Inc. lists this Senior 2nd LOD Model Validation Lead — Python Tools opportunity in new york, New York. Review the employer’s description below for duties, qualifications and application requirements.

Job description

Citigroup Inc. in Long Island City, New York seeks a Model Validation 2nd LOD Senior Lead Analyst to perform rigorous validation of credit derivatives models and assess mathematical formulations and code implementations for accuracy and regulatory compliance.

You will develop benchmarking models, run stress tests, document findings in LaTeX reports, and build Python tools to automate testing while coordinating with stakeholders across Risk Management.

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Worksite address

new york, NY, 10261, US

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