Citibank, N.A seeks a Model/Analysis/Validation Officer for its New York, NY location.
Duties: Research, develop, and implement quantitative stress testing models in support of credit and operational risk using statistical tools and computer software. Lead the development of methodologies, algorithms and diagnostic tools for the Commercial Real Estate modeling framework. Develop and maintain technical documentation in support of the model lifecycle. Collaborate with technology teams in the implementation of analytical tools and the migration of models to the production environment. Engage business risk managers in the analysis and interpretation of statistical modeling results, incorporating their feedback as appropriate into models and preparing training materials, presentations, and reports on credit risk analytics for technical and non-technical audiences. Provide advisory and guidance on the modeling framework methodologies and processes to junior model developers. Remote work may be permitted within a commutable distance from the worksite, in accordance with Citi policy.
Requirements: Must possess a Ph.D. degree, or foreign equivalent, in Economics, Applied Mathematics, or a related field, plus two (2) years of experience in the job offered, as an Analyst or in a related occupation. Must possess two (2) years of experience in all of the following: Assessing wholesale credit products and financial markets at a financial institution; Evaluating bank stress testing in wholesale credit portfolios; Performing CCAR/EBA/ICAAP stress testing; Performing PD/LGD/EAD modeling; Creating statistics packages and econometric models including generalized linear model, logit model, fractional logit model; Utilizing Python; Utilizing R. In the alternative, Employer will accept a Master’s degree in a stated field of study plus five (5) years of experience. Pre or post PhD/Master’s degree experience is acceptable. Any combination of education, experience or training is acceptable. 40 hrs./wk. 10% domestic travel required. Applicants submit resumes at https://jobs.citi.com/ or to Citigroup Recruiting Dept., 3800 Citigroup Center Drive, Tampa, FL 33610. Please reference Job ID# 23638817. EO Employer.
Wage Range: $155,400.00 to $198,480.00
Job Family Group: Risk Management
Job Family: Risk Analytics and Modeling
Job Level: C13
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Job Family Group:
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Job Family:
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Time Type:
Full time-
Primary Location:
New York New York United States-
Primary Location Salary Range:
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