Quant jobs / Citi

Risk Model Validation Officer

An independent model validation role for credit, market and operational risk models at Citi, working under a validation lead. It sits within the bank's model risk management framework.

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 validations, annual reviews and ongoing monitoring on low and medium risk-rated models
Challenge model development choices and assumptions
Track whether model limitation fixes are actually done
Prepare validation reports and support regulatory and audit requests
Help refine validation templates and standards

What they ask for

Required

4-7 years in risk, analytics or a quantitative field
Python or similar for model testing
Precise documentation
Written and verbal communication
Handling several priorities against deadlines
Master's degree or equivalent experience

Preferred

Developing or validating risk models
Credit early warning tools
Time series, statistics and econometrics

Education: Master's degree or equivalent experience in a quantitative discipline
Experience: 4-7 years in risk, analytics or related quantitative work
Languages and tools: Python

How to prepare

Pick a public credit or market risk model and write a mock validation covering conceptual soundness and outcome testing
Practise performance monitoring metrics such as back-test exceptions and stability checks
Review time series diagnostics in Python
Learn the model risk management lifecycle

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.