Citi Group Wholesale Credit Loss Modeling AVP 

United States, Florida, Tampa 

366968378

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 and ICAAP stress testing and IFRS 9 reserves.
• 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.
• Communicate 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:

• Bachelor’s/University degree or equivalent experience
• 5-8 years of experience
• Proficient in Microsoft Office with an emphasis on MS Excel
• Consistently demonstrates clear and concise written and verbal communication skills
• Self motivated and detail oriented
• Demonstrated project management and organizational skill

Preferred Skills:

• Master’s degree in a quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, Economics, Finance, etc.) is preferred.
• Knowledge of wholesale credit products and reserves calculation in line with CECL/IFRS 9, bank stress testing in line with CCAR/ICAAP, or PD/LGD/EAD modeling is preferred.
• 2+ years of experience in quantitative financial modeling/research, development, and implementation of financial models preferred.
• Programming skills in Python. Good knowledge of Linux is a plus.

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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