Climate Quantitative Modeler, Citi

Citi

Location:
United States, Irving

Category:
Finance

Contract Type:
Employment contract

Salary:

156160.00 - 234240.00 USD / Year

Save Job

Apply Position

Job Description:

This role on the Credit & Obligor Risk Analytics (CORA) Team requires in-depth climate knowledge, business analysis skills, and excellent communication to work in a multidisciplinary team. The successful candidate will be responsible for developing statistical and economic models to assess the impacts of climate changes on Citi's wholesale lending portfolios, and for integrating solutions into the broader firmwide risk identification and stress testing framework.

Job Responsibility:

Develops, enhances, and validates the methods of measuring and analyzing climate risk, for both physical and transition, to be used in risk identification and stress testing
Works with large datasets and complex algorithms to solve data science challenges
Leverages big data and latest machine learning technique to develop innovative deployable solutions
Develop and implement models to produce analytics and reporting used to manage climate risk for Citi's operations
Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines
Communicate key aspects of climate modeling to various stakeholders, including senior management, auditors and regulators
Collaborate with 1LOD and 2LOD as needed for application of climate models to their needs and requirements
Provide leadership and guidance for junior modelers

Requirements:

6-10 years experience
Advanced degree (MS or PhD) in a quantitative field such as Hydrology/Meteorology, Statistics, Engineering or Mathematics
Professional experience in climate change/climate risk or related field
Professional experience in statistical modeling, Bayesian inference or other machine learning and statistical methodologies
Expertise in programming, data modelling and data management and proficient in Python, SQL, Unix/Linux operating system
Ability to deliver compelling presentations and influence executive audiences
Excellent communicator
ability to engage and inspire team forward
Effective cross-functional project, resource, and stakeholder management
effectively engage with internal audit and external regulators

What we offer:

Medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages including vacation, sick leave, and paid holidays
discretionary and formulaic incentive and retention awards

Additional Information:

Job Posted:
July 03, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

View All Jobs In This Company

Job Link Share:

Climate Quantitative Modeler