Model Validation 2nd LOD Lead Analyst - Vice President

About the Position

Model Validation 2nd LOD Lead Analyst - Vice President

Apply

Job Req Id: 26987230

Location(s): Getzville, New York, United States

Job Type: Hybrid

Posted: Aug. 26, 2026

---

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

---

Job Overview

The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational. In areas related to credit risk, individuals in this role develop, enhance, and validate models for measuring obligor credit risk, or early warning tools that monitor the credit risk of corporate or consumer customers, besides being involved in Loss Given Default studies. They also develop and maintain key risk parameters like default and rating migration data, usage given default data and transition matrices. This role is vital to the company as it provides a scientific and systematic approach to assessing and mitigating risks, thereby ensuring the company's financial stability, protecting its assets, and supporting its overall business strategy.

---

Responsibilities

• Oversee a portfolio of model types / product types for a specific business area
• Perform model validations, annual model reviews, ongoing monitoring reviews (on Low, Medium and High Model Risk Rating (MRR) models), model limitation remediation reviews, Supervisory and Peer Reviews across the specific portfolio
• Ensure accuracy of validations performed by Validators covering the VL’s specific portfolio
• Provide effective challenge to the model development process on Low / Medium / High MRR models in accordance with the Citi Model Risk Management Policy
• Communicates results to diverse audiences
• Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards
• Identifies modeling opportunities that yield measurable business results
• Manages stakeholder interaction with model developers and business owners during the model life-cycle
• Presents model validation findings to senior management and supervisory authorities

---

Requirements

• Core Skills:

  • Analytical Thinking
  • Data Analysis
  • Risk Management Lifecycle
  • Programming skills
  • Financial markets and products
  • Regulatory requirements
  • Time series analysis
  • Statistics
  • Econometrics
  • Technical writing

• Secondary Skills:

  • Credible Challenge
  • Governance
  • Policy, Procedure, and Regulation
  • Project management
  • Team management
  • Communication
  • Interpersonal skills

• Experience: 6-10 years of experience

• Education: Bachelor's/University degree, Master's degree preferred

---

We Offer

• Salary: $100,800.00 - $151,200.00
• Benefits: Competitive employee benefits, including 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.

---

About the Company

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.