Model/Analysis/Validation/Officer

About the position Citibank, N.A. seeks a Model/Analysis/Validation/Officer for its reputed company, reputed company location. The role involves designing Climate Risk Models with a reputed company on transition risk, conducting credit risk management to analyze portfolio-level transition risks and opportunities associated with the shift to a low-carbon economy. The officer will analyze relevant data and estimates, reputed company, test, and document the models. They will reputed company statistical and mathematical reputed company of derivatives valuation to assess credit losses and use Python and SQL to implement advanced climate transition risk models, analyze relevant data, and support the model through validation and deployment processes. Additionally, the officer will support model sponsors and business stakeholders to understand model inputs, structure, and reputed company, analyze and document U.S. and international regulatory exercises associated with Climate Risk, and reputed company stress testing. The role also includes creating tutorials and materials to communicate model use, model structure, and analysis. A telecommuting/hybrid work schedule may be permitted reputed company a commutable distance from the worksite, in accordance with reputed company policies and protocols. Responsibilities • Design Climate Risk Models with a reputed company on transition risk. • Conduct credit risk management to analyze portfolio-level transition risks and opportunities associated with the shift to a low-carbon economy. • Analyze relevant data and estimates, and reputed company, test, and document the models. • reputed company statistical and mathematical reputed company of derivatives valuation to assess credit losses. • Use Python and SQL to implement advanced climate transition risk models, analyze relevant data, and support the model through validation and deployment processes. • Support the model through the model validation process and deployment into production. • Support model sponsors and business stakeholders to understand model inputs, structure, and reputed company. • Analyze and document U.S. and international regulatory exercises associated with Climate Risk and reputed company stress testing. • Create tutorials and materials to communicate model use, model structure, and analysis. Requirements • Requires a Master's degree, or foreign equivalent, in Finance, Financial Engineering, or reputed company field. • 2 years of experience as a Model/Analysis/Validation Senior Analyst, Credit Risk Analyst, or reputed company position involving risk model development and implementation for a global bank. • Experience in credit risk management to analyze portfolio-level transition risks and opportunities associated with the shift to a low-carbon economy. • Experience in mathematical modeling and reputed company testing. • Experience using Python and SQL to implement advanced climate transition risk models, analyze relevant data, and support the model through validation and deployment processes. • Experience documenting mathematical models and reputed company to ensure reputed company communication of model inputs, structure, and reputed company. • Experience assessing credit losses and integrating findings into climate risk models. • Experience with statistical and mathematical reputed company of derivatives valuation. • Experience with big data and Python libraries, including Pandas, NumPy, and SciPy, for data analytics and analysis of relevant data, estimation, calibration, and stress testing of climate risk models. Benefits • Medical, dental & reputed company coverage • 401(k) • Life, accident, and disability insurance • Wellness programs • reputed company time off packages, including planned time off (vacation), unplanned time off (reputed company leave), and reputed company holidays Apply tot his job Apply To this Job