Model/Analysis/Validation Senior Analyst

Citibank, N.A. seeks a Senior Model/Analysis/Validation Analyst for its Wilmington, Delaware location.

Duties: Analyze the performance of highly quantitative Comprehensive Capital Analysis and Review (CCAR)/Dodd-Frank Act stress testing (DFAST) econometric stress loss forecasting models. Support countries and regions for CCAR/DFAST Current Expected Credit Losses (CECL) quarterly and annual model performance reporting. Compare performances of different modeling suites like Champion, Challenger, and Benchmark models for regulatory submission and to plan for future change in usages based on performances of these models across different forecast horizons of short term, medium term and long term. Use loss forecast modeling in modeling process to provide diagnostics of forecasting results and to enhance model monitoring process. Monitor model performance on quarterly basis by analyzing and summarizing back-testing results according to Citibank Model Testing Guidance using valid assumptions of portfolio forecast and macroeconomic scenario forecast data as input. Document modeling activities related to model development, model change, model monitoring and forecasting analysis. Working on controls to secure regulatory submission activities with all approvals to comply with US banking modeling laws, banking regulations, and Citibank Internal Model Management Policy. Monitor regulatory loss forecast model results using statistics concepts including Survival Analysis, Logistic Regression, Fractional Logistic Regression, Linear Regression, Hypothesis Analysis, and Mean/Variance. Use SAS to build codes, run model diagnostics, perform deep dives and prepare the analysis to present senior stakeholders about the variations in performance of the regulatory models. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master's degree, or foreign equivalent, in Quantitative Finance & Risk Management, Finance, Statistics, Mathematics, Economics, or related quantitative field and 2 years of experience as a Model/Analysis/Validation Senior Analyst, Credit Analyst, Financial Analyst, or related position involving model development and forecasting for the financial services industry. Alternatively, employer will accept a Bachelor's degree in the specified fields and 5 years of progressively responsible, post-baccalaureate experience in the above positions. Full span of experience must include: Apply programming languages to build automated codes, calculate validation metrics, extract datasets, databases, and perform model diagnostics; Statistical model development to monitor quantitative regulatory models under baseline and stress macroeconomic scenarios; Statistics concepts including hypothesis analysis, summary metrics, and mean/variance for data analysis for loss forecast modeling; Conducting risk management, credit risk, risk assessment, credit rating, loss forecasting, and modeling using mathematical and statistical principles; Loss Forecast Modeling Framework; Financial economics, macroeconomics, econometrics, and advanced mathematics and statistics to quantify model changes and build alternate models; Quantitative risk and model management; and Model regulatory compliance. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID # 261005054. EO Employer.

Wage Range: $114,600 to $117,500

Job Family Group: Risk Management

Job Family: Model Development and Analytics

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Job Family:

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Time Type:

Full time

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Primary Location:

Wilmington Delaware United States

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Primary Location Full Time Salary Range:

In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Most Relevant Skills

Wholesale Lending Operations Management.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Anticipated Posting Close Date:

Dec 28, 2026

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Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

Illinois residents - AI Notice and Right

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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