Citi Group Wholesale Credit Loss Modeling – VP Hybrid 

United States, Florida, Tampa 

155339622

We are a diverse group of professionals with backgrounds in physics, engineering, finance, economics, and data science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. Your responsibilities will include building models and analytical applications to tackle real-world challenges, paving the way for a career as a risk management expert and leader.

Responsibilities:

• Research, develop, and test wholesale expected credit loss models in line with requirements for CECL credit loss reserves, CCAR regulatory stress testing, and other purposes including internal stress testing.
• Implement credit loss models in Python or other languages for model execution, testing, and analytical support.
• Prepare detailed quantitative modeling and analysis for risk managers and senior management.
• Present complex risk models and results in written documentation and live presentations.
• Conduct statistical analysis, quantitative modeling, and model risk controls.
• Work with risk managers, businesses, and technology to design and build models for risk capture and stress testing.

Qualifications:

• Master’s or Doctoral degree in a quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, Economics, Finance, etc.) is preferred. Bachelors Degree is required.
• 3+ years of experience in quantitative financial modeling. Hands-on experience with the research, development, and implementation of financial models.
• Ability to apply sophisticatedmathematical/analyticaltechniques to solve real-world problems.
• Knowledge of wholesale credit products and financial markets at a financial institution is preferred.
• Good knowledge of credit reserves calculation in line with CECL/IFRS 9, bank stress testing in line with CCAR/ICAAP, or PD/LGD/EAD modeling is a plus.
• Familiar with statistics packages and regression models.
• Strong programming skills in Python. Good knowledge of Linux is a plus.
• Excellent communication skills, verbal as well as written.

We offer:

• Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls.
• Cooperation with a high quality, international, multicultural, and global team.
• Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success.

Anticipated Posting Close Date:

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