MRM - Loss Forecasting Model Validation, Intermediate Analyst
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Job Description
Structured overview of role & requirementsAbout This Role
Perform validation and ongoing monitoring of Loss Forecasting and other risk models with Low to Medium Model Risk Rating under supervision of Validation Lead.
Provide impactful challenge during model development and remediation ensuring compliance with Citi Model Risk Management Policy.
Support regulatory and audit responses, and contribute to documentation and process enhancement for qualitative model validation standards.
Minimum Requirements
Minimum 4 years relevant experience in Quantitative Finance, Risk Management, Model Development or Validation preferred.
Bachelor's/University degree or equivalent experience required.
Programming skills in Python, MATLAB, C/C++, C#, VBA or similar languages necessary.
Work Experience Required: Minimum 4 years relevant experience.
Ideal Candidate Profile
Experienced in credit risk or related risk category with understanding of early warning tools and risk parameters.
Strong analytical, problem-solving, and documentation skills with ability to clearly communicate findings.
Comfortable working under tight deadlines, prioritizing tasks, and collaborating with multiple stakeholders.