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Job Overview:
The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational. In areas related to credit risk, individuals in this role develop, enhance, and validate models for measuring obligor credit risk, or early warning tools that monitor the credit risk of corporate or consumer customers, besides being involved in Loss Given Default studies. They also develop and maintain key risk parameters like default and rating migration data, usage given default data and transition matrices. This role is vital to the company as it provides a scientific and systematic approach to assessing and mitigating risks, thereby ensuring the company's financial stability,



protecting its assets, and supporting its overall business strategy.

Responsibilities:
- The role is typically for Model Validator.
- Perform model validations, annual model reviews, ongoing monitoring reviews (on Low and Medium Model Risk Rating (MRR) models) and model limitation remediation reviews for one or more model / product type (e.g., precious metals models) under the supervision of a Validation Lead (VL)
- Provide effective challenge to the model development process on Low / Medium MRR models in the specific model / product type, in accordance with the Citi Model Risk Management Policy.
- Evaluating testing approach and results for individual models in accordance with MRM guidance
- Assessing the ongoing performance monitoring of the models
- Contributing to regulatory and internal audit related responses
- Collaborating with other teams within Risk and the Business regarding quali

📌 Banamex Sr Analyst Validación de Modelos de Riesgos (Ciudad de México)
🏢 Citi
📍 Ciudad de México