Quant jobs / Citi

Model Validation Senior Analyst

A validation role in the Global Functions team, which reviews models for treasury, liquidity, operational risk, pensions and similar areas. These models drive stress testing, capital estimation and planning.

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.

Independently validate Global Functions models against Citi's model risk policy
Compare the chosen modelling approach with alternatives given the objective and data
Write validation reports setting out risks and limitations
Review how models are monitored over time
Support regulatory and audit responses

What they ask for

Required

Bachelor's in finance, economics or a quantitative discipline
Programming in Python, MATLAB, C/C++/C#, VBA, R or SAS
Knowledge of financial markets and products
Analytical documentation skills
Clear written findings
Excel, PowerPoint and Word

Preferred

Master's degree
About 3 years in banking, treasury or risk, though fewer is considered
Model validation experience
Statistics, econometrics and machine learning

Education: Bachelor's in finance, economics or a quantitative subject; master's preferable
Experience: Ideally around 3 years; less considered for strong candidates
Languages and tools: Python
MATLAB
C++
C#
VBA
R
SAS

How to prepare

Understand how treasury, liquidity and capital models are built, for example deposit behaviour and stress capital projections
Practise comparing two candidate models for the same task and justifying the choice
Refresh regression, time series and basic ML evaluation in Python
Write a short model review report with 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.