Model/Analysis/Validation Senior Analyst Job at Citigroup Inc, United States

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  • Citigroup Inc
  • United States

Job Description

Citigroup Global Markets Inc. seeks a Model/Analysis/Validation Senior Analyst for its New York, New York location.

Duties: Serve as a strategic business partner in Counterparty Credit Risk Quantitative Development, working closely with the global management teams throughout the Institutional Clients, Global Consumer Bank, and Global Functions groups. Analyze risk and exposure models to derive mathematical and statistical implications and markets scenarios. Add value to the business by researching, analyzing, problem solving, stress testing, assessing risk and developing solutions. Develop analytical models used for derivatives risk and exposure calculations. Conduct research into the mathematical derivation of the model. Develop code, test, and document models for formal validation and approval. Deliver the model for incorporation into the Firm's internal and regulatory risk management processes. 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 Financial Engineering, Mathematics, Statistics, Computer Science, or related field and 2 years of experience as a Quantitative Developer, Quantitative Analyst, or related position involving risk and exposure models analysis and development in a global financial services institution. 2 years of experience must include: Data gathering and analysis for pricing; Risk and exposure models formulation, testing and validation; Quantitative toolbox development using C++ and Python programming, algorithms, and numerical techniques; Development and maintenance of quantitative infrastructure and databases; Incorporating risk and exposure models development into regulatory risk management processes; Production of regulatory reporting; In-house model library development, optimization and maintenance; Development using Linux and Windows; and Bash scripting. Applicants submit resumes at Please reference Job ID #25924254. EO Employer.

Wage Range: $136,500 to $175,000

Job Family Group: Risk Management

Job Family: Model Development and Analytics

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:
Feb 03, 2026

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.

View Citi's EEO Policy Statement and the Know Your Rights poster.

Job Tags

Full time, Remote work,

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