Model/Analysis/Validation Senior Analyst

Citibank, N.A. seeks a Model/Analysis/Validation Senior Analyst for its Tampa, Florida location.

Duties:

Provide financial derivative trading support; recommend ways to control or reduce risk; perform month end adjustments for selected facilities related to over-the-counter derivatives and security financial transactions with over/understated pre-settlement exposure and pre-settlement loan exposure; investigate suspicious exposures on securities financing transaction and over the counter products (SFT & OTC

PRODUCTS

) with critical analysis to identify the issues and communicate findings to front-office/business and risk managers; Perform Value at Risk ("VAR") and pre-settlement exposure ("PSE") analyses and communicate results to front office to ensure efficient trading in business; prepare adjustment decks, develop, document, and maintain process documents: prepare various decks such as the month end adjustment decks, quarterly statistics on special credit risk exposure factor issued; develop process documents including credit risk exposure process documents, to explain its use to front office users; work with technology team to perform system enhancements. 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 Quantitative Finance, Financial Engineering, or related field and three (3) years of experience performing risk analytics for a global financial services firm. Full term of experience must include: Financial products pricing model validation, including Equity, Derivatives, and Fixed Income); Using programming languages including Python, R, SQL, C++; Writing code for model testing, large scale data analysis under various scenarios; Technical writing for model validation and model performance reports preparations; Applying knowledge of financial mathematics, statistics, Monte Carlo simulation and econometrics in model validation, design testing plans and identify model weakness; Using stochastic calculus for options, swaps and other derivatives pricing models; Fixed income securities analysis for bond and mortgage pricing models validation; Machine learning, validating K-Nearest Neighbors (KNN) pricing models; Python Analytical Packages including Numpy, Pandas, Matplotlib; and Excel add-ins for pricing model data monitoring analysis.

Applicants submit resumes at https:

//jobs.citi.com/. Please reference Job ID #26947143. EO Employer.

Wage Range:

$99,500 to $130,920

Job Family Group:

Risk Management Job Family:

Model Development and Analytics

• Job Family Group:

• Job Family:

• Time Type:

  Full time

• Primary Location:

  Tampa Florida 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:

  Jun 22, 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.