Modeling Scoring Analyst Manager job at Citi in Tampa, FL

Modeling Scoring Analyst Manager

Reference Code: 13007898 Location: Tampa, FL, USA Education Level: Doctorate Degree Description The position consists of performing several key tasks in support of the Citi Model Validation Group including: · model performance analysis and metrics (e.g. backtesting, PAA, calibration error) · revalidation and model benchmarking · model stress testing · ongoing monitoring of model usage and limitations · assessing and monitoring model risk and compensatory controls · analysis of performance breaks, control breaks, documentation and escalation to stakeholders · documentation of model performance and validation controls This position is a vital component of the model “lifecycle”, playing a direct role in how models are to be used by the firm. You will have significant exposure to a wide array...

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from Citi - 30+ days ago