Model Development Manager, Citi

Citi

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Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types
Supports the design, development, delivery and maintenance of Risk programs, policies and practices
Reviews institutional or retail analytics and Models for compliance
Identifies potential risks and escalates for further review
Handles preliminary investigations and reconciliation procedures
Creates and maintains reports for control, tracking, and analysis purposes
Interacts with other areas within Risk Management
Develop CCAR/CECL models for unsecured portfolios
Obtain and conduct QA/QC on data for model development
Develop segment or account level CCAR/CECL stress loss models
Perform required tests
Validate/recalibrate all models annually
Deliver comprehensive model documentation
Develop data visualization dashboards
Work closely with cross-functional teams
Prepare responses/presentations to regulatory agencies

5+ years experience
Proficient in Microsoft Office with an emphasis on MS Excel
Consistently demonstrates clear and concise written and verbal communication skills
Self-motivated and detail oriented
Demonstrated project management and organizational skills and capability to handle multiple projects at one time
Bachelor’s/University degree or equivalent experience
Advanced Degree (Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk stress losses
Experience with dynamics of unsecured or secured products
Active role in performing analytical components of econometric modeling-driven stress loss processes
Exposure to various stress loss modeling approaches at segment or account level
Experienced in BI platforms like Tableau
Able to communicate technical information verbally and in writing
Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint

Employment Type:

Fulltime

Work Type:

Hybrid work

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