Quant jobs / Citi

Model Validation Intermediate Analyst, Officer

An early-career model validator role covering market, credit and operational risk models, with credit early warning tools and LGD work as examples. It operates under a validation lead in the second line.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Run model validations, annual reviews and ongoing monitoring on low and medium risk-rated models
Challenge model development choices against the model risk policy
Review whether model limitations are remediated
Support audit and regulatory responses
Prepare meeting materials for model risk leadership

What they ask for

Required

2-5 years of experience
Programming in Python, MATLAB, C/C++/C# or VBA
Time series, statistics and econometrics
Data analysis and technical writing
Analytical problem solving
Working under deadline pressure

Preferred

Quantitative finance, risk or validation background
Developing or validating risk models
Credit early warning tool experience

Education: Bachelor's degree or equivalent experience
Experience: 2-5 years of relevant experience
Languages and tools: Python
MATLAB
C++
C#
VBA
Markets: credit

How to prepare

Practise statistical tests for model performance in Python
Study credit risk model types and their assumptions
Learn time series diagnostics and econometric basics
Write a model validation summary with findings and limitations

What to study

The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Citi’s site before applying: requirements, location and pay can change after we check them.

View the posting on Citi’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Citi and doesn’t handle applications.