- Citigroup (Queens, NY)
- …This role sits in the credit derivatives and structured products market valuation model validation team in Model Risk Management (MRM). The position ... experience developing models either in a Front Office or Model Validation role. Knowledge and understanding of...agencies as required. Responsibilities: + Validate models and manage model risk related issues in credit derivatives… more
- Citigroup (Queens, NY)
- …the models + Ensure compliance with regulatory standards + Effectively communicate validation findings to model developers, business owners, and other ... measuring and analyzing all types of risks, including market, credit , and operational. In areas related to credit...validation tests, discussing findings with senior stakeholders, writing validation reports, and managing model risk on… more
- Citigroup (New York, NY)
- …risk management fields, including portfolio/ risk management experience in market trading, XVA, IDL, credit risk, model validation , or model analytics. + ... **Enterprise Stress Testing - Credit Risk Independent Review and Challenge lead** **Team/Role...stakeholders in first line of defense teams, ERM governance, model development, reporting, technology, Internal Audit, and external regulators.… more
- Citigroup (New York, NY)
- …derivation of the model , through the coding, testing, and documentation of the model for formal validation and approval, and finally to delivering the ... such as: + Development and maintenance of the in-house C++ and Python model libraries + Advancing the quantitative toolbox by developing new technologies, algorithms… more
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