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Tech Stack
Tools & technologiesOracleSQLUnix
About the role
Key responsibilities & impact- Obtain and conduct QA/QC on all data required for CCAR/CECL model development
- Develop segment and/or account level CCAR/CECL stress loss models
- Perform all required tests (e.g. sensitivity and back-testing)
- Validate/recalibrate all models annually 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 CCAR/CECL models built
Requirements
What you’ll need- Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
- 4+ years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses
- Experience with dynamics of unsecured or secured products a strong plus
- Active role in performing some analytical components of an econometric modeling-driven stress loss process
- Exposure to various stress loss modeling approaches at the segment or account level preferred
- Able to communicate technical information verbally and in writing to both technical and non-technical audiences
- Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint
Benefits
Comp & perks- Citi is an equal opportunity employer
- Professional development opportunities
ATS Keywords
✓ Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
quantitative analysisstatistical modelingloss forecastingloan loss reserve modelingeconometric modelingstress loss modelingmodel validationmodel documentationdata analysismodel recalibration
Soft Skills
communicationcollaborationpresentation skillscross-functional teamworkanalytical thinkingproblem-solvingattention to detailadaptabilitytechnical writingstakeholder engagement