AVP, Model/Anlys/Valid Sr Analyst at Citi (Dallas, TX)

| Dallas-Fort Worth, TX
Sorry, this job was removed at 1:06 p.m. (CST) on Wednesday, February 16, 2022
Find out who's hiring in Dallas, TX.
See all Data + Analytics jobs in Dallas, TX
Apply Now
By clicking continue you agree to Built In’s Privacy Policy and Terms of Use.
This position within Global Consumer Banking will develop CCAR/DFAST stress testing, loan loss reserve (CECL) and other regulatory models (IFRS9) for international unsecured portfolios (e.g., credit cards, installment loans, ready credit etc.). The responsibilities include but not limited to the following activities:
  • Obtain and prepare model development data
  • Select the champion modeling methodology after evaluating multiple options
  • Develop sophisticated statistical models to meet the regulatory requirements
  • Perform all required tests (e.g. sensitivity and back-testing)
  • Validate/recalibrate all models post-production to incorporate latest data. Redevelop as needed.
  • Deliver comprehensive model documentation
  • Work closely with cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team
  • Prepare responses/presentations to regulatory agencies on all models built

Qualifications:
  • Advanced Degree (Masters required, PhD preferred) in Statistics, Mathematics, Operations Research, Economics, Financial Engineering, Mathematical Finance, Industrial Engineering, Data Science, and other highly quantitative disciplines
  • Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint, or similar programming languages.
  • 0-3 years' experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)
  • Active role in performing some analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, & model production implementation)
  • Exposure to various CCAR/CECL/IFRS9 modeling approaches at the segment or account level preferred
  • Experience with dynamics of unsecured products, with international experience a strong plus
  • Able to communicate technical information verbally and in writing to both technical and non-technical audiences


Job Family Group:
Risk Management

Job Family:
Risk Analytics, Modeling, and Validation

Time Type:
Full time

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting

Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
More Information on Citi
Citi operates in the Fintech industry. The company is located in New York, NY, New York, NY, Jacksonville, FL and Dallas, TX. Citi was founded in 2022. It has 223850 total employees. It offers perks and benefits such as Flexible Spending Account (FSA), Disability Insurance, Dental Benefits, Vision Benefits, Health Insurance Benefits and Life Insurance. To see all 1042 open jobs at Citi, click here.
Read Full Job Description
Apply Now
By clicking continue you agree to Built In’s Privacy Policy and Terms of Use.

Similar Jobs

Apply Now
By clicking continue you agree to Built In’s Privacy Policy and Terms of Use.
Save jobView Citi's full profileFind similar jobs