Model/Anlys/Valid Sr Analyst
$160k - $175kCitibank (Switzerland) AG
- # Model/Anlys/Valid Sr AnalystApplyremote type: Hybridlocations: New York New York United Statestime type: Full timeposted on: Posted Todaytime left to apply: End Date: August 28, 2026 (30+ days left to apply)job requisition id: 26972170Citigroup Global Markets Inc. seeks a Model/Analysis/Valid Sr Analyst for its New York, New York location.Duties: Provide training to junior quantitative analysts on model methods and techniques used to develop, maintain and improve financial models used for the pricing of exotic interest rate derivatives. Collaborate and interface with Traders, Structurers, and technology professionals. Create, implement and support quantitative models for the trading business leveraging mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++, C#, .NET, object-oriented software design, Python, SQL, mathematical finance, programming, statistics and probability. Apply knowledge of probability and stochastics to develop mathematical models for the pricing of interest rate derivatives which are suitable for daily risk management. Work with trading function to risk manage the portfolio of interest rate derivatives and respond to new client requests. Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers. Work with control functions including Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure appropriate governance and control infrastructure. Coordinate with risk and control functions to test and document performance of interest rate derivative models. Contribute to a culture of responsible finance, good governance, expense discipline and ethics. 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 & Computational Finance, Financial Engineering or related field and 3 years of experience as a Quantitative Analyst or related position involving derivative pricing model development and risk management support in a global financial services institution. 3 years of experience must include: Derivative pricing models development using C++; Probability and stochastics including Measure Theory; Interest rate modelling; Exotic derivative products; Monte Carlo Methods and partial differential equation solvers; Stochastic calculus; and Python programming. Applicants submit resumes at Please reference Job ID #26972170. EO Employer.Wage Range: $160,000 to $175,000Job Family Group: Risk ManagementJob Family: Model Development and Analytics------------------------------------------------------## **Job Family Group:**------------------------------------------------------## **Job Family:**------------------------------------------------------## **Time Type:**Full time------------------------------------------------------## **Primary Location:**New York New York 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:**Aug 28, 2026------------------------------------------------------## **Automated Processing and AI** We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.Illinois residents – AI Notice and Right------------------------------------------------------*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.*
- J-18808-Ljbffr Citibank (Switzerland) AG
Vacancy posted 4 days ago
Similar jobs that could be interesting for youBased on the Model/Anlys/Valid Sr Analyst in New York, NY vacancy
$70 - $150 per hour
...fintechs in New York. You will partner with model owners and validators on site as needed for walkthroughs and... ...prep. As a Validation Senior Analyst you will execute independent testing across... ...and AML models in line with SR 11 7. You will perform data and methodology...SeniorHourly payContract workRemote workFinTrust Connect
New York, NY1 day ago- Citi in New York seeks a Model Validation Senior Analyst to perform independent validation of Global Functions models, ensuring methodological rigor and clear communication of model risks. You will produce validation reports and support regulatory responses, working with...Senior
- MassMutual seeks a Model Validator to join the Model Validations Team within Insurance, Product & Model Risk. You will perform independent validations across diverse models critical to pricing, reporting and risk decisions, partnering with actuaries, data scientists and...Senior
- Model Validation Senior Analyst Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make...SeniorCasual workWork at officeWork from homeFlexible hours
$225k - $250k
...ManagementCompany: CitiCitigroup Global Markets Inc. seeks a Model/Anlys/Valid Officer for its New York, New York location.Duties: Apply mathematical... ...field and 3 years of experience as a Quantitative Analyst, Financial Analyst, or related position involving software development...SuggestedFull timeRemote work- ...Partners in New York is seeking a Valuations Analyst to help manage valuations across... ...ensure accurate pricing, P&L, and valuation models. The role involves implementing... ...controlling market data inputs, performing model validation, and testing prices against third-party...
$100.8k - $151.2k
...York, United StatesSalary: $100,800.00 - $151,200.00Category: Risk Management, ProfessionalCompany: CitiThe Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks,...Full timeWork at office- Nomura is seeking a candidate for Model Risk Management within their Risk department in New York. The role involves developing a Model Risk Management Framework and independently validating models for use. Candidates should have a postgraduate degree in a quantitative discipline...
- Model Validation 2nd Line of Defense Intermediate Analyst, Officer (Hybrid) Apply (opens in new window) Job Req Id: 26957871 Location(s): Mumbai, Maharashtra, India Job Type: Hybrid Posted: May. 05, 2026 Discover your future at Citi Working at Citi is far more than just...
- Citi is hiring a Model Validation Analyst to validate wholesale credit risk and climate risk models. You will perform in-depth validations, annual reviews, and ongoing performance monitoring, delivering clear reports to senior management. Ideal candidates have 1-2 years...
- ...thrive in an ever-changing market environment. Role Description Model Risk Management is a group within Risk Management responsible... ...Risk for comparison with the Model Risk Appetite. Independently validating, reviewing and approving Models for their intended uses. This...
$215.2k - $245.6k
...Capital One is seeking a Manager for the Quantitative Analysis - Model Risk Office in New York. The role involves validating market risk models and ensuring their robustness for varied stakeholders. Ideal candidates should have a Master’s or PhD in a quantitative field...Work at officeCapital One
New York, NY1 day ago- PNC is seeking a Quantitative Analytics & Model Consultant Senior to join the Market Risk Management organization. Based in multiple... ...treasury, ALM, and finance teams, perform complex model analyses, and support model validation and governance. #J-18808-Ljbffr FairygodbossSenior
$203k - $338.3k
Position Summary Regulatory & Financial Risk - Senior Manager - Model Validation Our Deloitte Regulatory, Risk & Forensic team helps client leaders translate multifaceted risk and an evolving regulatory environment into defensible actions that strengthen, protect...Senior$70 - $150 per hour
A leading financial services firm is seeking a Validation Senior Analyst to join their team in New York. The role entails executing independent testing on various financial models, requiring 4 to 7 years of experience in model risk or validation within banking or consulting...SeniorRemote jobHourly pay- BMO Financial Group seeks an experienced model validation expert to lead validation efforts for equity derivatives, develop benchmarking models, and collaborate with trading desks on risk analytics. The role requires deep quantitative skills and publication-ready communication...Senior
$210k
Resourceful Talent Group is seeking an experienced AI/ML Model Validation and Governance professional to join a leading financial services organization in New York City. This full-time hybrid role requires 3 days onsite per week, with base salary up to $210,000 plus a...SeniorFull timeRelocation package3 days per week$115.7k - $119.5k
...ventures—and business purpose. We work in a uniquely collaborative model across the firm and throughout all levels of the client... ...results that allow our clients to thrive.What You'll DoAs a Senior Analyst (SA) in a Client Focused role inside BCG's People and Organization...SeniorWork at officeLocal area$70k - $100k
Mizuho Financial Group Inc. seeks a Risk Tech Analyst to join its NPE team in New York. Your primary responsibilities include supporting Quants and Risk models, ensuring data quality, configuring Murex environments, and collaborating across IT platforms. The role requires...Work at office- Bloomberg in New York seeks a Model Validation Expert to lead independent validation of ESG Scoring and analytics models. Sitting within the Chief Risk Office as second line of defense, you will assess conceptual soundness, methodological integrity, and implementation...SeniorWork at office
- Boston Consulting Group is seeking a Senior Analyst in the People and Organization Practice to help clients navigate Organization Design and Operating Models. You will join a growing global team, delivering value through your expertise and our knowledge assets, workshops...Senior
- ...We are seeking an experienced AI/ML Model Validation and Governance professional to join a highly established financial services organization... ...Experience with structured and unstructured datasets. Knowledge of SR 11-7 or comparable model risk management guidance....SeniorFull timeRelocation package3 days per week
Resourceful Talent Group
New York, NYa month ago - PNC is seeking a Senior Quantitative Analytics & Model Consultant within Market Risk Management. The role focuses on developing VaR and PFE models, with exposure to IRRBB, and ensuring sound risk measurement and regulatory compliance. Based across multiple in-location hubs...Senior
- Liberty Mutual is seeking a Model Monitoring Analyst for its Auto Physical Damage (APD) Data Science team. You will own observability across production models, including GenAI systems, and partner with data scientists and ML engineers to integrate monitoring into deployment...SeniorRemote work
- United States Digital Space LLC is seeking a Senior Analyst to shape growth, define the data model, and build analytics tools for claims. You will work with Python and SQL to create trusted data assets powering analytics and customer reporting. You will collaborate with...SeniorRemote job
- Model Onboarding Analyst Apply (opens in new window) Overview The RUBY Model Onboarding team partners with Global Process Owners (GPOs) to standardize... ...Analyze data inputs and outputs, ensuring data integrity, validity, and accuracy. Problem Solving: Troubleshoot and resolve...
- ...Model Validator Model Validations Team, Insurance, Product & Model Risk Full Time Springfield, MA, Boston, MA or New York, NY The Opportunity... ...(ASA) Fellow of Society of Actuaries (FSA) Charter Financial Analyst (CFA) Certificate in Quantitative Finance (CQF) Financial...Full time
MassMutual
New York, NY4 days ago - We’re seeking a future team member for the role of Specialist II, Program & Project Management (Model Risk Validation) to join our Model Risk Validation team. This role is located in New York City. In this role, you’ll make an impact in the following ways: Contribute to...WorldwideFlexible hours
- MODEL RISK MANAGEMENT (MRM)The Model Risk Management (MRM) group is a multidisciplinary group of quantitative experts at Goldman Sachs... ...to independently reviewing these classes of models for their validity, theoretical consistency and implementation accuracy, the group...Work experience placement
- ...options. You will set research direction, shape pricing and quoting framework, and work directly with trading and engineering to push models into production. You'll own the full research loop—from pricing and volatility surface modeling to hedging, inventory management,...Senior
Do you want to receive more vacancies?
Subscribe and receive similar vacancies to Model/Anlys/Valid Sr Analyst. Be the first to apply!
Related searches
- pay analyst New York, NY
- design analyst New York, NY
- internal audit analyst New York, NY
- open source analyst New York, NY
- production control analyst New York, NY
- legislative analyst New York, NY
- trade analyst New York, NY
- accessibility analyst New York, NY
- soc analyst New York, NY
- hybrid analyst New York, NY