Citi · 12 hours ago
Model/Analysis/Validation Sr. Analyst
Tampa Florida United States
Full-time
Hybrid
Mid, Senior Level
$104K/yr - $131K/yr
2+ years expCitibank, N.A. seeks a Model/Analysis/Validation Sr. Analyst for its Tampa, FL location. The role involves supporting market risk analytics projects and developing critical market risk models for the trading book while collaborating with various teams and ensuring compliance with regulatory requirements.
BankingFinanceFinancial Services
Responsibilities
Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book, the next generation of market risk regulatory framework), CCAR (Comprehensive Review of the Trading Book), and LIBOR transition
Develop market risk models critical for quantifying the market risk exposures of Citi’s trading book and calculating regulatory capital
Collaborate with other teams include Risk IT to implement new models, resolve production issues and enhance existing implementation
Calibrate model parameters, perform variance analysis to explain the changes in model output due to parameter updates
Perform ongoing analysis of models, including back testing and profit attribution analysis (PAA)
Engage market risk managers and the businesses on analytics-related matters on a regular basis
Develop and maintain technical documentation
Support various tasks in response to regulatory and internal risk management requirements
Qualification
Required
Bachelor's degree, or foreign equivalent, in Mathematical Finance and Financial Technology, Applied Mathematics, Statistics, Economics, or a related field
two (2) years of experience in the job offered or in a related quantitative occupation supporting market risk analytics
Utilizing computational languages including Python, SQL, Matlab, and Perl in Linux/Windows environments
Utilizing knowledge of Mathematics and Statistics including partial differential equations, probability theory, and mathematical modelling to develop, implement, analyze, and enhance methodologies, algorithms, and diagnostic tools for market risk models VaR models
Performing VaR backtesting, PAA and on-going model performance analysis for VaR models of credit products
Implementing regulatory requirements including Basel 2.5 and Fundamental Review of Trading Book
Analyzing complex data sets for financial products including their derivatives for their pricing theory, methodologies, and corresponding risk quantification
Preparing and maintaining model documents for model assessment including data analysis, model methodology, model change and model performance analysis
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
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2026-01-20
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