1+ months

Model Validation Officer, VP- Consumer Forecasting

Long Island City, NY 11101
This position will support Model Risk Management for Consumer Valuation, with a primary focus on Credit Scoring and Risk Segmentation models from APAC, LATAM and US Mortgage areas.
Key Responsibilities include:
- Manage the end-to-end model review and validation workflows for new and existing models, under the supervision of the validation lead for the corresponding area.
- Provide effective challenge on the technical soundness of the model
- Interface with stakeholders such as model developers, model sponsors, model users, and production, for model risk management related activities
- Provide supervision and guidance to junior validators, and provide quality assurance for their work
- Conduct research and testing on adhoc technical topics, and deliver training or socialization of results
There will be plenty of learning and growth opportunities with this position, from both technical and leadership perspective. The incumbent will be exposed to different areas of business operations and a variety of modeling approaches, including machine learning on top of industry standard tools.
Qualifications -
  • Minimum of a Master degree, preferably a PhD, in a quantitative field (e.g. Statistics, Economics, Mathematics, Physics, Engineering, etc.)
  • At least 5 years of experience in predictive modeling, preferably some experience in Model Risk Management with model validation responsibilities. Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Masters degree, CPA or CFA
  • Sound knowledge of Statistics & Econometrics theories and techniques, experience with Data Mining & Machine Learning methods a plus
  • Strong written and oral communication, and project management skills
  • Ability to collaborate with stakeholders with various background, and to effectively explain technical terms to audience with different levels of technical knowledge
  • Proficiency in Statistical / Modeling programs such as SAS, R, Python


Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - US


Time Type :Full time


Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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Posted: 2020-03-30 Expires: 2020-06-28

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Model Validation Officer, VP- Consumer Forecasting

Long Island City, NY 11101

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