Model Validation Expert

1 week ago


Irving, Texas, United States Citigroup Inc Full time
About the Role

We are seeking an experienced Model Validation Expert to join our team in Irving, Texas. This is a full-time position that offers a competitive salary range of $125,760 - $188,640 per annum.

The successful candidate will have a strong background in quantitative risk analysis and model validation. They will be responsible for developing advanced scenario-based loss likelihood and loss severity models for wholesale credit portfolios.

The ideal candidate will have 6-10 years of experience in a similar role, with a solid understanding of econometric and statistical modeling or risk scoring. They will also have excellent project management and organizational skills, as well as proficiency in working with large data sets and data pulls from relational databases.

In this role, you will be responsible for managing model risk across the entire model life-cycle, including model development, model validation, ongoing performance assessment, and annual model reviews. You will also be responsible for creating and maintaining technical documentation for modeling methodologies and applications.

Our company values innovation and collaboration, and we strive to create a workplace where everyone feels valued and respected. We offer a comprehensive benefits package, including medical, dental, and vision coverage, as well as 401(k) and life insurance. Our employees also enjoy paid time off packages, including vacation, sick leave, and holidays.



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