Model Risk Validator (Pricing Models) - Assistant Vice President

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in advanced mathematics and statistics, along with problem solving and communication abilities, to Citi’s Commodity Model Validation Team.

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

**Team / Role Overview:**

This position supports Model Risk Management with models focused on pricing commodity products, including exotic derivatives. The primary responsibilities are to validate and manage the risks of derivative-pricing models for trading and hedging. This position requires a sound background in stochastic calculus, probability theory, and numerical methods. Strong Python skills are a distinct advantage. The validation role aims to ensure an effective challenge to the model-d...