Citi Group AVP Model/Anlys/Valid Sr Analyst - C12 Hybrid 

United States, Texas, Irving 

554254506

Responsibilities:

• Support scenario design process, including conducting research to come up with a range of possible scenario concepts, preparing the scenario narrative and forecasting macroeconomic series under the scenarios

• Develop models to expand enterprise scenario designs to all variables required by downstream models

• Document models and perform ongoing model maintenance to comply with the firm’s model risk management policy

• Work with model implementation team to facilitate production run

• Monitor model output and perform ad hoc analysis as needed

• Communicate results to diverse audiences

• Provide guidance to junior modelers as and when necessary.

• Represent the bank in interactions with regulatory agencies, as required.

Qualifications:

• 2-5 years of economic research and/or model development experience in forecasting economic and financial variables

• 2+ years’ experience in a major financial, public or international institution

• Experienced in building macroeconomic forecasting models

• Experience in interest rate modeling, forecasting etc.

• Familiar with CCAR/CECL scenarios

• Experience of working with large data sets

• Proficiency in a statistical software package (e.g. Python/R) or similar preferred

• Exceptionally detail-oriented with the ability to synthesize large amounts of data and various viewpoints, summarize key concepts, and clearly articulate relevant conclusions

• Ability to deliver in tight deadlines

• Inquisitive nature, strong quantitative, analytical, and problem-solving skills

• Demonstrated project management and organizational skills and capability to handle multiple projects at one time

• Masters’ degree or equivalent experience in Finance or Economics, preferred PhD degree

Anticipated Posting Close Date:

View the " " poster. View the .

View the .

View the