Risk Model Validator, Officer (Hybrid)

Independently validate obligor credit risk models, early warning tools, and Loss Given Default studies within Citi's Model Risk Management framework.

Perform annual and ongoing monitoring reviews for Low and Medium Model Risk Rating models, ensuring model performance and compliance.

Prepare detailed validation reports and support regulatory and audit processes by providing rigorous, evidence-based assessments.

2 to 5 years of experience in quantitative analysis, risk management, or model development.

Bachelor's or university degree, or equivalent experience required.

Working knowledge of time series analysis, statistics, and econometrics mandatory.

Programming experience (Python, MATLAB, C, C++, C#, or VBA) and exposure to credit risk model validation are beneficial but not mandatory.

Experience working in risk model validation or model risk management, especially with credit risk models and early warning tools.

Ability to critically challenge model development teams and contribute to policy adherence within a structured governance environment.

Comfortable managing multiple priorities to deliver high-quality, compliant outputs under tight deadlines in a hybrid work environment.