Citi Group Model/Anlys/Valid Sr Officer SVP - TAMPA 

United States, Florida, Tampa 

147851334

Responsibilities:

Research, develop, and maintain wholesale credit loss models used for loss forecasts, including reserves and stress testing, both internal and regulatory, covering CECL, CCAR/DFAST, and internal stress testing

Help introduce best-in-class, cutting edge Model techniques to drive profitability through innovation.

Implement loss/reserve models and analytical functions in the wholesale credit risk library

Supports the development of training curriculum and standards. Provide leadership and guidance for junior modelers.

Interacts with senior levels of management to facilitate understanding of usage of risk models and inform critical decisions.

Actively participate in the analysis and interpretation of results, incorporating feedback as appropriate into models and metrics.

Qualifications:

Master or PhD degree in Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, etc.) is required.

5+ years of experience in quantitative financial modeling. Hands-on experience with the research, development, and implementation of credit risk models.

Extensive knowledge of wholesale credit products and financial markets at a financial institution.

Solid knowledge of bank stress testing and loss reserves for wholesale credit portfolios for CECL and CCAR. Experience in PD/LGD/EAD modeling, or global IFRS9/ICAAP calculation is a plus.

Familiar with statistics packages and regression models.

Strong programming skills in Python, C++, or other advanced programming languages.

Ability to drive innovation via thought leadership while maintaining end-to-end view.

Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators.

Excellent communication skills, verbal as well as written.

Anticipated Posting Close Date:

View the " " poster. View the .

View the .

View the