• Model/ Analysis/ Validation Senior Officer I

    Citigroup (New York, NY)


    Citibank, N.A. seeks a Model/ Analysis/ Validation Senior Officer I for its New York, New York location.

     

    Duties: Oversee Citi Private Bank (CPB) portfolios with mortgage, partner lending, and margin and securities backed finance products. Execute the end-to-end Comprehensive Capital Analysis and Review (CCAR) 14A quarterly reporting process required by Federal Reserve as part of CPB portfolios management. Conduct key financial driver analysis, macroeconomic variables and trend analysis, and scenarios and variance impact analysis in support of the CCAR process. Support analytically the quantitative loss forecasting model development for CBP. Perform monthly business monitoring and statistical analysis of the Basel results for CBP portfolios. Prepare quarterly statistical analysis of the Basel parameter and review it with CPB Business and Risk team. Provide Current Expected Credit Loss (CECL) calculations for Delinquency Managed portfolios. Perform statistical studies to identify scenarios vs. portfolio change impacts on the federally required CECL reserve process. Carry out the portfolio analytical processes such as back-testing and sensitivity analysis as internally required by the Model Risk Management process. Appropriately assess the risks involved when business decisions are made. 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 Bachelor’s degree, or foreign equivalent, in Mathematics, Applied Mathematics, Statistics, Engineering (any), Economics, or related field and 5 years of progressive, post-baccalaureate experience as a Data Analyst, Business Analyst, Compliance Analyst, Risk Manager, Regulatory Risk Officer, or related position involving financial data analysis and engineering in support of regulatory compliance for a global financial institution. Must have experience with: Comprehensive Capital Analysis and Review (CCAR) process and requirements; Current Expected Credit Losses (CECL) process and requirements; International Financial Reporting Standard (IFRS) process and requirements; Model development, production and analysis; Analysis and management of private bank portfolios including partner lending, residential real estate, margin lending portfolios, art finance, aircraft finance, commercial real estate, private equity, insurance; Model validation, performance monitoring and periodic evaluation; Model implementation document production and model governance control; Management and monitoring of Basel framework and parameters including loss given default, probability of default, credit conversion factors; Monitoring and management of portfolios involving APAC, NAM and EMEA regions. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25894471. EO Employer.

     

    Wage Range: $195,000 to $235,000

     

    Job Family Group: Risk Management

     

    Job Family: Risk Analytics, Modeling, and Validation

     

    ------------------------------------------------------

    Job Family Group:

    ------------------------------------------------------

    Job Family:

    ------------------------------------------------------

    Time Type:

    Full time

     

    ------------------------------------------------------

    Primary Location:

    New York New York United States

     

    ------------------------------------------------------

    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.

     

    ------------------------------------------------------

     

    Most Relevant Skills

     

    Please see the requirements listed above.

     

    ------------------------------------------------------

     

    Other Relevant Skills

     

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

     

    ------------------------------------------------------

    Anticipated Posting Close Date:

    Sept 19, 2025

     

    ------------------------------------------------------

     

    _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._

     

    _If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) ._

     

    _View Citi’s EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy) and the Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf) poster._

     

    Citi is an equal opportunity and affirmative action employer.

     

    Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.