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SVP, Model/Anlys/Valid Group Mgr (Small Business Banking)

工作 ID 21280050 主要地點 Wilmington, Delaware, Irving, Texas; 工作類別 Risk Management
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Description:

This position within the Global Consumer Banking Risk Modeling Utility (RMU) will lead and manage a team in developing CCAR/DFAST stress testing, loan loss reserve (CECL) and other regulatory models (IFRS9) for small business banking portfolios in India, Korea, Mexico and the US. The responsibility includes 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

  • 6+ years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling
  • Experience with dynamics of small business products, and international experience a strong plus
  • Active role in performing some analytical components of model development (data collection, data integrity check, segmentation analysis, variable transformation, variable selection, model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, & model production implementation)
  • Able to lead multiple projects independently and coordinate across different functional teams
  • Experience with various CCAR/CECL/IFRS9 modeling approaches preferred
  • Exposure to project management of model development initiatives and prepare technical responses/presentations to internal model review functions and/or external regulators (e.g., FRB, OCC, FDIC) and internal audit functions
  • Able to effectively communicate technical information verbally and in writing to both technical and non-technical audiences
  • Proficiency in SAS/SQL/Eviews/Oracle/Unix/Microsoft Word, Excel and PowerPoint

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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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

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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.

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