**The Role** We are looking for a seasoned model validator who will manage model risk in the areas of market and counterparty credit risk. The validation covers both technical and functional aspects, including model assumptions, conceptual soundness, mathematical formulation, model calibration, and model performance, as well as the functional assessment of using the model for regulatory and business applications. This position creates a broad set of opportunities for interaction with a range of internal functions as well as senior management within the bank. In short, this role offers opportunity for immense professional development for a candidate with the right competency, keen interest, high degree of motivation and energy. **What you will be doing** + Perform detailed quantitative analyses aimed at identifying material model limitations + Work with internal and external stakeholders on the validation findings and remediation actions + Write validation documents that critically evaluate the model methodology, describe the performed analyses and present the model users with a clear overview of discovered weaknesses and associated compensating controls + Provide guidance to less experienced colleagues to ensure quality validation work ​ **What we need from you** + Proven track record of success in the model validation field + Knowledge of financial instruments, risk estimation and pricing methodologies + Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems + Strong communication skills both verbal and written + Working Python knowledge + Ability to work independently + Curiosity, diligence, and a healthy scepticism about received wisdom are all desirable + Master’s degree or higher in a quantitative field (Mathematics, Financial Engineering, Statistics, etc.) with relevant coursework and experience **What we offer** + Competitive salary & social benefits (e.g. private healthcare care, multisport card, life insurance, pension plan) + Unique opportunity to work in a global financial institution with state-of-the-art solutions and exciting quantitative modelling challenges + Work in a friendly and diversified environment, appreciating differences in style and perspective + A great environment for learning new technology and tools, online and instructor led training opportunities + Opportunity to have an influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas ------------------------------------------------------ **Job Family Group:** Risk Management ------------------------------------------------------ **Job Family:** Risk Analytics, Modeling, and Validation ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. 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 the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) . View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) . View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf) Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.