Job Description:
Citibank, N.A. seeks a Stress Testing 2nd LOD Senior Analyst for its Irving, Texas location. Duties: Conduct statistical analysis for risk-related projects and build quantitative forecasting models to support the bank's risk management objectives, used to assess Market Risk, Credit Risk, and Operational Risk. Generate stress testing scenario for regulatory frameworks including Comprehensive Capital Analysis and Review (CCAR), Current Expected Credit Losses (CECL), Internal Financial Standing Reporting 9 (IFRS9), and Global Systemic Stress Testing (GSST). Present the results of various forecasting scenarios produced by statistical models and write formal documentation the scenarios for model validation and performance monitoring as part of the risk management policy and procedures. Analyze and interpret the data reports generated from various internal and external data sources to identify trends and present quantitative findings to senior management. Validate model assumptions and escalate any identified risks and sensitive areas in the statistical modeling methodology and process. Automate data extraction and data pre-processing tasks using ETL tools including R, and Python and Visual Basic programming languages to achieve efficiency in business process. Perform ad hoc statistical analyses, scenario tests, and sensitivity assessments. as needed. Design, maintain and optimize complex data manipulation processes including structured ETL pipelines and automated workflows using SQL and Python to support model development. Visualize analytical results using Excel, Tableau, Python, R and present the quantitative findings to senior management. Conduct statistical research to evaluate model performance, enhance methodologies, and refine forecasting frameworks for Market, Credit and Operational Risk. Develop model performance back-testing packages and program validation-ready analytical materials. Use of predictive modeling methods, including time-series analysis and logistic regression, to measure credit and market risk. Implement model monitoring metrics, including stability, performance, and threshold tests, to ensure algorithmic accuracy. Prepare and validate large-scale datasets, performing data quality checks and implementing data controls to ensure analytical accuracy. Document analytical methodologies to ensure reproducibility, transparency, and technical compliance with internal model risk management policies. Collaborate with model developers, validators, and technology teams to address data implementation issues and unify stress testing methodologies across products. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.
