Citi · 5 hours ago
Model/Analysis/Validation Officer
Irving Texas United States
Full-time
Hybrid
Senior Level
$142K/yr - $175K/yr
6+ years expCiti is seeking a Model/Analysis/Validation Officer for its Irving, TX location. The role involves performing stress testing and working with loss forecasting models within the consumer credit card business, applying econometric modeling techniques, and collaborating with cross-functional teams to ensure regulatory compliance and deliver impactful insights.
BankingFinanceFinancial Services
Responsibilities
Perform stress testing and work with loss forecasting models within the consumer credit card business to evaluate capital adequacy under various economic scenarios in accordance with CECL/CCAR frameworks
Apply econometric modeling techniques to design predictive models
Identify best drivers for logistic and linear regression for developing loss forecasting models used for CCAR/CECL regulatory submissions
Perform data cleaning and preprocessing using analytical tools such as SAS, SQL, and Python for statistical model development
Prepare model development data and perform segmentation to segregate populations based on different characteristics and business requirements for statistical models
Enhance existing CCAR/CECL regulatory models and analyze methods of evaluating quantitative and qualitative data
Analyze macro-level economic data such as GDP, unemployment rates, and interest rates and perform macro transformations to capture fluctuations in economic environment
Apply advanced quantitative and qualitative methods to handle large scale data and utilize tools such as Statistical Analysis Software programming, Python, and Structured Query Language to extract, transform, and analyze data trends and make recommendations addressing business needs
Evaluate model accuracy in terms of quarterly error rates comparing actual with predicted values to assess model performance and reliability over short, medium, and long terms
Assess forecast sensitivity and stability of models and test the stationarity of macro-economic variables
Collaborate cross functionality with partner teams including Business, Monitoring, Validation, and Implementation to deliver impactful insights and ensure cohesive and timely execution of all regulatory deliverables
Manage model risk including Model Development Documentation, tracking quarterly model performance to identify the root cause of performance breaches based on Model Risk Management guidelines to meet Global Risk Management policies and model governance policy
Validate assumptions and escalate identified risks and sensitive areas in methodology and processes
Create formal technical documentation and reports to meet regulatory requirements and present key insights to stakeholders and share knowledge with peers
Automate data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes and provide documentation and presentations
Support evolving regulatory and internal stress testing cases such as Global Standard Stress Testing, Rapid Stress Testing and Stress Loss Limits
Qualification
Required
Bachelor's degree, or foreign equivalent, in Statistics, Business Analytics and Information Management, Engineering (any), or a related field
six (6) years of experience in the job offered or in a related occupation performing data analysis activities
Utilizing statistical modeling techniques for risk modeling including logistic regression and linear regression
Conducting ad-hoc analysis, tracking and reporting on model performance, outcomes and emerging trends for senior management
Utilizing Statistical Analysis System (SAS), SAS Macros, SQL, R, Python, Anaconda, Unix for predictive analytics and Big Data platforms such as Hadoop and Hive for data extraction
Performing data cleaning and preprocessing using tools such as SAS, SQL and Python for model development and analytical deep dive
Leveraging statistical models to analyze key drivers that directly affect the profit and loss of an organization
Performing model risk management activities including model documentation, model validation, performance monitoring, and calibration
In the alternative, employer will accept a Master's degree and four (4) years of experience
Employer will accept pre- or post-Master's degree experience
Benefits
Medical, dental & vision coverage
401(k)
Life, accident, and disability insurance
Wellness programs
Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
Company
Citi
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
10001+ employees
H1B Sponsorship
Citi has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (1386)
2024 (849)
2023 (1375)
2022 (1117)
2021 (876)
2020 (901)
Funding
Current Stage
Late StageLeadership Team
James Monahan
Managing Director / Global Head of Asset Servicing
Naveed Sultan
Managing Director, Chairman, Institutional Clients Group
Recent News
2026-02-04
Business Recorder
2026-02-03
2026-01-20
Company data provided by crunchbase