Model Validation 2nd LOD Sr. Analyst

Citibank, seeks a Model Validation 2nd Line of Defense Senior Analyst for its Irving, Texas location.

Duties: Develop, enhance, and validate methods of measuring and analyzing risk, including market, credit and operational risk. Develop, validate and strategize uses of scoring models and scoring model related policies. Conduct statistical analysis for risk related projects, data modeling and validation. Apply quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL), Visual Basic programming language, and time series analysis to extract, transform and analyze data. Prepare statistical and non-statistical data exploration, validate data, and identify data quality issues. Develop model libraries using advanced statistical, quantitative, or econometric techniques. Conduct data analysis, and data mining. Read and create formal statistical documentation and reports to address issues. Analyze and interpret data repor...