Citibank, N.A. seeks a Model/Analysis/Validation Officer for its Irving, TX location. Duties: Develop advanced financial quantitative models for wholesale credit losses, including for IFRS9, CECL, and CCAR. Explore different statistical approaches. Participate in the implementation of analytical tools by reporting functions. Write implementation code in programming languages including SAS, R, and Python. Develop methodologies for testing model robustness, stability, and performance. Perform ongoing analysis of models, including back-testing and sensitivity testing. Develop and maintain technical documentation for IFRS9/CECL/CCAR reserve models, loss likelihood, and severity methodologies and applications, including project plans, model descriptions, mathematical derivations, data analysis, process, and quality controls. Support model validation review. Participate in discussions with model validation, internal and external audits, and regulatory reviews. Assist with preparation and delivery of training materials, presentations, and reports on credit risk analytics. Perform reliability analysis and quality control of modeling data and model results for IFRS9/CECL reserve models. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols. Requirements: Master’s degree, or foreign equivalent, in Financial Engineering, Economics, Finance, or a related field, and three (3) years of experience in the job offered, or in a related occupation within the financial services industry. Three (3) years of experience must include: Developing software in a complex, multi-user source control environment including Git or SVN; Utilizing CCAR/EBA/ICAAP stress testing, PD/LGD/EAD modeling, or CECL/IFRS9 calculation for loss calculation or stress testing wholesale credit portfolios; Performing quantitative review of statistical model documentation and testing results, focusing on modeling approach, justification, mathematical and market assumptions, and calibration procedures; and Implementing risk models and unit tests using programming languages including Python, R, C/C++, and scripts on Linux and Windows. Employer will accept pre- or post-Master’s degree experience. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/ . Please reference Job ID #25921375. EO Employer. Wage Range: $146,611.52 to $180,000.00 Job Family Group: Risk Management Job Family: Model Development and Analytics ------------------------------------------------------ **Job Family Group:** ------------------------------------------------------ **Job Family:** ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ **Primary Location:** Irving Texas 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:** Jan 13, 2026 ------------------------------------------------------ _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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) ._ _View Citi’s EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy) and the Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf) poster._ Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.