Citibank, N.A. seeks a Model Validation 2nd LOD Senior Analyst for its Tampa, Florida location.

Duties: Manage and assess model risk throughout the entire lifecycle of Wholesale Credit Risk models, including initial validation, ongoing performance monitoring, and periodic re-validations/annual reviews. Perform independent and comprehensive validation of Wholesale Credit Risk models, including, but not limited to, those utilizing methodologies such as statistical, numerical, or mathematical approaches for the modeling of PD, LGD, EAD, ECL, and Loan Pricing. Evaluate the completeness, accuracy, and relevance of data inputs used in Wholesale Credit Risk models, including their impact on model outputs and overall performance, with particular attention to data specific to ECL and Loan Pricing projection. Conduct rigorous assessment and effective challenge of model design, underlying assumptions, conceptual soundness, and mathematical formulations, ensuring alignment with industry ...